CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1189 |
1.1220 |
0.0031 |
0.3% |
1.1262 |
| High |
1.1226 |
1.1229 |
0.0003 |
0.0% |
1.1354 |
| Low |
1.1181 |
1.1191 |
0.0010 |
0.1% |
1.1188 |
| Close |
1.1216 |
1.1199 |
-0.0018 |
-0.2% |
1.1249 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0166 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
130,203 |
123,236 |
-6,967 |
-5.4% |
720,669 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1297 |
1.1219 |
|
| R3 |
1.1282 |
1.1259 |
1.1209 |
|
| R2 |
1.1244 |
1.1244 |
1.1205 |
|
| R1 |
1.1221 |
1.1221 |
1.1202 |
1.1214 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1202 |
| S1 |
1.1183 |
1.1183 |
1.1195 |
1.1176 |
| S2 |
1.1168 |
1.1168 |
1.1192 |
|
| S3 |
1.1130 |
1.1145 |
1.1188 |
|
| S4 |
1.1092 |
1.1107 |
1.1178 |
|
|
| 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 |
1.1268 |
1.1173 |
0.0095 |
0.8% |
0.0053 |
0.5% |
27% |
False |
False |
146,548 |
| 10 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0059 |
0.5% |
14% |
False |
False |
128,896 |
| 20 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0064 |
0.6% |
14% |
False |
False |
70,803 |
| 40 |
1.1354 |
1.0910 |
0.0444 |
4.0% |
0.0070 |
0.6% |
65% |
False |
False |
36,117 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0069 |
0.6% |
78% |
False |
False |
24,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1391 |
|
2.618 |
1.1328 |
|
1.618 |
1.1290 |
|
1.000 |
1.1267 |
|
0.618 |
1.1252 |
|
HIGH |
1.1229 |
|
0.618 |
1.1214 |
|
0.500 |
1.1210 |
|
0.382 |
1.1206 |
|
LOW |
1.1191 |
|
0.618 |
1.1168 |
|
1.000 |
1.1153 |
|
1.618 |
1.1130 |
|
2.618 |
1.1092 |
|
4.250 |
1.1030 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1201 |
| PP |
1.1206 |
1.1200 |
| S1 |
1.1202 |
1.1199 |
|