CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1235 |
-0.0010 |
-0.1% |
1.1255 |
| High |
1.1271 |
1.1401 |
0.0130 |
1.2% |
1.1268 |
| Low |
1.1223 |
1.1230 |
0.0007 |
0.1% |
1.1173 |
| Close |
1.1232 |
1.1398 |
0.0167 |
1.5% |
1.1249 |
| Range |
0.0049 |
0.0172 |
0.0123 |
253.6% |
0.0095 |
| ATR |
0.0065 |
0.0072 |
0.0008 |
11.8% |
0.0000 |
| Volume |
159,251 |
297,212 |
137,961 |
86.6% |
672,229 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1857 |
1.1799 |
1.1492 |
|
| R3 |
1.1686 |
1.1628 |
1.1445 |
|
| R2 |
1.1514 |
1.1514 |
1.1429 |
|
| R1 |
1.1456 |
1.1456 |
1.1414 |
1.1485 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1357 |
| S1 |
1.1285 |
1.1285 |
1.1382 |
1.1314 |
| S2 |
1.1171 |
1.1171 |
1.1367 |
|
| S3 |
1.1000 |
1.1113 |
1.1351 |
|
| S4 |
1.0828 |
1.0942 |
1.1304 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1475 |
1.1300 |
|
| R3 |
1.1419 |
1.1381 |
1.1274 |
|
| R2 |
1.1324 |
1.1324 |
1.1266 |
|
| R1 |
1.1286 |
1.1286 |
1.1257 |
1.1258 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1216 |
| S1 |
1.1192 |
1.1192 |
1.1240 |
1.1164 |
| S2 |
1.1135 |
1.1135 |
1.1231 |
|
| S3 |
1.1041 |
1.1097 |
1.1223 |
|
| S4 |
1.0946 |
1.1003 |
1.1197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1401 |
1.1181 |
0.0220 |
1.9% |
0.0074 |
0.6% |
99% |
True |
False |
167,584 |
| 10 |
1.1401 |
1.1173 |
0.0228 |
2.0% |
0.0075 |
0.7% |
99% |
True |
False |
172,321 |
| 20 |
1.1401 |
1.1173 |
0.0228 |
2.0% |
0.0067 |
0.6% |
99% |
True |
False |
99,456 |
| 40 |
1.1401 |
1.0910 |
0.0491 |
4.3% |
0.0072 |
0.6% |
99% |
True |
False |
50,664 |
| 60 |
1.1401 |
1.0656 |
0.0746 |
6.5% |
0.0070 |
0.6% |
100% |
True |
False |
33,949 |
| 80 |
1.1401 |
1.0630 |
0.0771 |
6.8% |
0.0070 |
0.6% |
100% |
True |
False |
25,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2130 |
|
2.618 |
1.1850 |
|
1.618 |
1.1678 |
|
1.000 |
1.1573 |
|
0.618 |
1.1507 |
|
HIGH |
1.1401 |
|
0.618 |
1.1335 |
|
0.500 |
1.1315 |
|
0.382 |
1.1295 |
|
LOW |
1.1230 |
|
0.618 |
1.1124 |
|
1.000 |
1.1058 |
|
1.618 |
1.0952 |
|
2.618 |
1.0781 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1365 |
| PP |
1.1343 |
1.1332 |
| S1 |
1.1315 |
1.1299 |
|