CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1255 |
1.1202 |
-0.0053 |
-0.5% |
1.1262 |
| High |
1.1268 |
1.1219 |
-0.0049 |
-0.4% |
1.1354 |
| Low |
1.1198 |
1.1173 |
-0.0025 |
-0.2% |
1.1188 |
| Close |
1.1203 |
1.1183 |
-0.0020 |
-0.2% |
1.1249 |
| Range |
0.0070 |
0.0046 |
-0.0024 |
-34.3% |
0.0166 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
138,442 |
152,326 |
13,884 |
10.0% |
720,669 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1302 |
1.1208 |
|
| R3 |
1.1284 |
1.1256 |
1.1196 |
|
| R2 |
1.1238 |
1.1238 |
1.1191 |
|
| R1 |
1.1210 |
1.1210 |
1.1187 |
1.1201 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1187 |
| S1 |
1.1164 |
1.1164 |
1.1179 |
1.1155 |
| S2 |
1.1146 |
1.1146 |
1.1175 |
|
| S3 |
1.1100 |
1.1118 |
1.1170 |
|
| S4 |
1.1054 |
1.1072 |
1.1158 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1671 |
1.1340 |
|
| R3 |
1.1595 |
1.1505 |
1.1294 |
|
| R2 |
1.1429 |
1.1429 |
1.1279 |
|
| R1 |
1.1339 |
1.1339 |
1.1264 |
1.1301 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1244 |
| S1 |
1.1173 |
1.1173 |
1.1233 |
1.1135 |
| S2 |
1.1097 |
1.1097 |
1.1218 |
|
| S3 |
1.0931 |
1.1007 |
1.1203 |
|
| S4 |
1.0765 |
1.0841 |
1.1157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0076 |
0.7% |
6% |
False |
True |
177,057 |
| 10 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0066 |
0.6% |
6% |
False |
True |
110,884 |
| 20 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0067 |
0.6% |
6% |
False |
True |
58,408 |
| 40 |
1.1354 |
1.0910 |
0.0444 |
4.0% |
0.0073 |
0.7% |
62% |
False |
False |
29,828 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0070 |
0.6% |
76% |
False |
False |
20,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1415 |
|
2.618 |
1.1339 |
|
1.618 |
1.1293 |
|
1.000 |
1.1265 |
|
0.618 |
1.1247 |
|
HIGH |
1.1219 |
|
0.618 |
1.1201 |
|
0.500 |
1.1196 |
|
0.382 |
1.1191 |
|
LOW |
1.1173 |
|
0.618 |
1.1145 |
|
1.000 |
1.1127 |
|
1.618 |
1.1099 |
|
2.618 |
1.1053 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1196 |
1.1220 |
| PP |
1.1192 |
1.1208 |
| S1 |
1.1187 |
1.1195 |
|