CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1701 |
1.1672 |
-0.0030 |
-0.3% |
1.1511 |
| High |
1.1718 |
1.1746 |
0.0028 |
0.2% |
1.1718 |
| Low |
1.1660 |
1.1665 |
0.0005 |
0.0% |
1.1473 |
| Close |
1.1677 |
1.1684 |
0.0007 |
0.1% |
1.1713 |
| Range |
0.0058 |
0.0082 |
0.0024 |
40.5% |
0.0245 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
165,384 |
223,824 |
58,440 |
35.3% |
1,152,342 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1943 |
1.1895 |
1.1728 |
|
| R3 |
1.1861 |
1.1813 |
1.1706 |
|
| R2 |
1.1780 |
1.1780 |
1.1698 |
|
| R1 |
1.1732 |
1.1732 |
1.1691 |
1.1756 |
| PP |
1.1698 |
1.1698 |
1.1698 |
1.1710 |
| S1 |
1.1650 |
1.1650 |
1.1676 |
1.1674 |
| S2 |
1.1617 |
1.1617 |
1.1669 |
|
| S3 |
1.1535 |
1.1569 |
1.1661 |
|
| S4 |
1.1454 |
1.1487 |
1.1639 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2370 |
1.2286 |
1.1848 |
|
| R3 |
1.2125 |
1.2041 |
1.1780 |
|
| R2 |
1.1880 |
1.1880 |
1.1758 |
|
| R1 |
1.1796 |
1.1796 |
1.1735 |
1.1838 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1656 |
| S1 |
1.1551 |
1.1551 |
1.1691 |
1.1593 |
| S2 |
1.1390 |
1.1390 |
1.1668 |
|
| S3 |
1.1145 |
1.1306 |
1.1646 |
|
| S4 |
1.0900 |
1.1061 |
1.1578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1746 |
1.1514 |
0.0233 |
2.0% |
0.0086 |
0.7% |
73% |
True |
False |
227,358 |
| 10 |
1.1746 |
1.1409 |
0.0337 |
2.9% |
0.0086 |
0.7% |
81% |
True |
False |
223,161 |
| 20 |
1.1746 |
1.1230 |
0.0517 |
4.4% |
0.0084 |
0.7% |
88% |
True |
False |
226,311 |
| 40 |
1.1746 |
1.1173 |
0.0573 |
4.9% |
0.0074 |
0.6% |
89% |
True |
False |
155,594 |
| 60 |
1.1746 |
1.0910 |
0.0836 |
7.2% |
0.0074 |
0.6% |
93% |
True |
False |
104,267 |
| 80 |
1.1746 |
1.0656 |
0.1091 |
9.3% |
0.0072 |
0.6% |
94% |
True |
False |
78,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2092 |
|
2.618 |
1.1959 |
|
1.618 |
1.1878 |
|
1.000 |
1.1828 |
|
0.618 |
1.1796 |
|
HIGH |
1.1746 |
|
0.618 |
1.1715 |
|
0.500 |
1.1705 |
|
0.382 |
1.1696 |
|
LOW |
1.1665 |
|
0.618 |
1.1614 |
|
1.000 |
1.1583 |
|
1.618 |
1.1533 |
|
2.618 |
1.1451 |
|
4.250 |
1.1318 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1700 |
| PP |
1.1698 |
1.1694 |
| S1 |
1.1691 |
1.1689 |
|