CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1780 |
1.1707 |
-0.0073 |
-0.6% |
1.1701 |
| High |
1.1808 |
1.1795 |
-0.0014 |
-0.1% |
1.1808 |
| Low |
1.1681 |
1.1701 |
0.0020 |
0.2% |
1.1646 |
| Close |
1.1715 |
1.1792 |
0.0077 |
0.7% |
1.1792 |
| Range |
0.0127 |
0.0094 |
-0.0034 |
-26.4% |
0.0163 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
274,483 |
229,652 |
-44,831 |
-16.3% |
1,160,544 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2043 |
1.2011 |
1.1843 |
|
| R3 |
1.1949 |
1.1917 |
1.1817 |
|
| R2 |
1.1856 |
1.1856 |
1.1809 |
|
| R1 |
1.1824 |
1.1824 |
1.1800 |
1.1840 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1770 |
| S1 |
1.1730 |
1.1730 |
1.1783 |
1.1746 |
| S2 |
1.1669 |
1.1669 |
1.1774 |
|
| S3 |
1.1575 |
1.1637 |
1.1766 |
|
| S4 |
1.1482 |
1.1543 |
1.1740 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2176 |
1.1881 |
|
| R3 |
1.2073 |
1.2014 |
1.1836 |
|
| R2 |
1.1911 |
1.1911 |
1.1821 |
|
| R1 |
1.1851 |
1.1851 |
1.1806 |
1.1881 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1763 |
| S1 |
1.1689 |
1.1689 |
1.1777 |
1.1719 |
| S2 |
1.1586 |
1.1586 |
1.1762 |
|
| S3 |
1.1423 |
1.1526 |
1.1747 |
|
| S4 |
1.1261 |
1.1364 |
1.1702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1808 |
1.1646 |
0.0163 |
1.4% |
0.0098 |
0.8% |
90% |
False |
False |
232,108 |
| 10 |
1.1808 |
1.1473 |
0.0335 |
2.8% |
0.0095 |
0.8% |
95% |
False |
False |
231,288 |
| 20 |
1.1808 |
1.1356 |
0.0452 |
3.8% |
0.0085 |
0.7% |
96% |
False |
False |
217,614 |
| 40 |
1.1808 |
1.1173 |
0.0635 |
5.4% |
0.0077 |
0.6% |
97% |
False |
False |
174,514 |
| 60 |
1.1808 |
1.0910 |
0.0898 |
7.6% |
0.0078 |
0.7% |
98% |
False |
False |
117,098 |
| 80 |
1.1808 |
1.0656 |
0.1153 |
9.8% |
0.0075 |
0.6% |
99% |
False |
False |
87,955 |
| 100 |
1.1808 |
1.0630 |
0.1178 |
10.0% |
0.0073 |
0.6% |
99% |
False |
False |
70,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2039 |
|
1.618 |
1.1946 |
|
1.000 |
1.1888 |
|
0.618 |
1.1852 |
|
HIGH |
1.1795 |
|
0.618 |
1.1759 |
|
0.500 |
1.1748 |
|
0.382 |
1.1737 |
|
LOW |
1.1701 |
|
0.618 |
1.1643 |
|
1.000 |
1.1608 |
|
1.618 |
1.1550 |
|
2.618 |
1.1456 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1777 |
1.1770 |
| PP |
1.1762 |
1.1748 |
| S1 |
1.1748 |
1.1727 |
|