CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1488 |
0.0063 |
0.6% |
1.1244 |
| High |
1.1493 |
1.1491 |
-0.0002 |
0.0% |
1.1493 |
| Low |
1.1422 |
1.1438 |
0.0017 |
0.1% |
1.1223 |
| Close |
1.1480 |
1.1467 |
-0.0013 |
-0.1% |
1.1467 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-25.9% |
0.0271 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
265,810 |
206,175 |
-59,635 |
-22.4% |
1,310,709 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1599 |
1.1496 |
|
| R3 |
1.1571 |
1.1546 |
1.1482 |
|
| R2 |
1.1518 |
1.1518 |
1.1477 |
|
| R1 |
1.1493 |
1.1493 |
1.1472 |
1.1479 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1459 |
| S1 |
1.1440 |
1.1440 |
1.1462 |
1.1426 |
| S2 |
1.1412 |
1.1412 |
1.1457 |
|
| S3 |
1.1359 |
1.1387 |
1.1452 |
|
| S4 |
1.1306 |
1.1334 |
1.1438 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2206 |
1.2107 |
1.1616 |
|
| R3 |
1.1935 |
1.1836 |
1.1541 |
|
| R2 |
1.1665 |
1.1665 |
1.1517 |
|
| R1 |
1.1566 |
1.1566 |
1.1492 |
1.1615 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1419 |
| S1 |
1.1295 |
1.1295 |
1.1442 |
1.1345 |
| S2 |
1.1124 |
1.1124 |
1.1417 |
|
| S3 |
1.0853 |
1.1025 |
1.1393 |
|
| S4 |
1.0583 |
1.0754 |
1.1318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1223 |
0.0271 |
2.4% |
0.0089 |
0.8% |
90% |
False |
False |
262,141 |
| 10 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0071 |
0.6% |
92% |
False |
False |
198,293 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0067 |
0.6% |
92% |
False |
False |
141,449 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0073 |
0.6% |
96% |
False |
False |
71,970 |
| 60 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0072 |
0.6% |
97% |
False |
False |
48,167 |
| 80 |
1.1493 |
1.0630 |
0.0863 |
7.5% |
0.0071 |
0.6% |
97% |
False |
False |
36,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1716 |
|
2.618 |
1.1630 |
|
1.618 |
1.1577 |
|
1.000 |
1.1544 |
|
0.618 |
1.1524 |
|
HIGH |
1.1491 |
|
0.618 |
1.1471 |
|
0.500 |
1.1465 |
|
0.382 |
1.1458 |
|
LOW |
1.1438 |
|
0.618 |
1.1405 |
|
1.000 |
1.1385 |
|
1.618 |
1.1352 |
|
2.618 |
1.1299 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1466 |
1.1450 |
| PP |
1.1465 |
1.1434 |
| S1 |
1.1465 |
1.1417 |
|