CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1672 |
1.1680 |
0.0009 |
0.1% |
1.1511 |
| High |
1.1746 |
1.1773 |
0.0027 |
0.2% |
1.1718 |
| Low |
1.1665 |
1.1646 |
-0.0019 |
-0.2% |
1.1473 |
| Close |
1.1684 |
1.1736 |
0.0053 |
0.4% |
1.1713 |
| Range |
0.0082 |
0.0128 |
0.0046 |
56.4% |
0.0245 |
| ATR |
0.0079 |
0.0083 |
0.0003 |
4.3% |
0.0000 |
| Volume |
223,824 |
267,201 |
43,377 |
19.4% |
1,152,342 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2046 |
1.1806 |
|
| R3 |
1.1973 |
1.1918 |
1.1771 |
|
| R2 |
1.1846 |
1.1846 |
1.1759 |
|
| R1 |
1.1791 |
1.1791 |
1.1748 |
1.1818 |
| PP |
1.1718 |
1.1718 |
1.1718 |
1.1732 |
| S1 |
1.1663 |
1.1663 |
1.1724 |
1.1691 |
| S2 |
1.1591 |
1.1591 |
1.1713 |
|
| S3 |
1.1463 |
1.1536 |
1.1701 |
|
| S4 |
1.1336 |
1.1408 |
1.1666 |
|
|
| 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 |
1.1773 |
1.1514 |
0.0260 |
2.2% |
0.0102 |
0.9% |
86% |
True |
False |
246,006 |
| 10 |
1.1773 |
1.1409 |
0.0364 |
3.1% |
0.0089 |
0.8% |
90% |
True |
False |
225,671 |
| 20 |
1.1773 |
1.1341 |
0.0432 |
3.7% |
0.0082 |
0.7% |
91% |
True |
False |
224,810 |
| 40 |
1.1773 |
1.1173 |
0.0600 |
5.1% |
0.0075 |
0.6% |
94% |
True |
False |
162,133 |
| 60 |
1.1773 |
1.0910 |
0.0863 |
7.4% |
0.0076 |
0.6% |
96% |
True |
False |
108,713 |
| 80 |
1.1773 |
1.0656 |
0.1118 |
9.5% |
0.0073 |
0.6% |
97% |
True |
False |
81,664 |
| 100 |
1.1773 |
1.0630 |
0.1143 |
9.7% |
0.0072 |
0.6% |
97% |
True |
False |
65,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2315 |
|
2.618 |
1.2107 |
|
1.618 |
1.1979 |
|
1.000 |
1.1901 |
|
0.618 |
1.1852 |
|
HIGH |
1.1773 |
|
0.618 |
1.1724 |
|
0.500 |
1.1709 |
|
0.382 |
1.1694 |
|
LOW |
1.1646 |
|
0.618 |
1.1567 |
|
1.000 |
1.1518 |
|
1.618 |
1.1439 |
|
2.618 |
1.1312 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1727 |
1.1727 |
| PP |
1.1718 |
1.1718 |
| S1 |
1.1709 |
1.1709 |
|