CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1488 |
1.1467 |
-0.0021 |
-0.2% |
1.1244 |
| High |
1.1491 |
1.1472 |
-0.0019 |
-0.2% |
1.1493 |
| Low |
1.1438 |
1.1400 |
-0.0038 |
-0.3% |
1.1223 |
| Close |
1.1467 |
1.1402 |
-0.0066 |
-0.6% |
1.1467 |
| Range |
0.0053 |
0.0072 |
0.0019 |
35.8% |
0.0271 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
206,175 |
167,970 |
-38,205 |
-18.5% |
1,310,709 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1593 |
1.1441 |
|
| R3 |
1.1569 |
1.1521 |
1.1421 |
|
| R2 |
1.1497 |
1.1497 |
1.1415 |
|
| R1 |
1.1449 |
1.1449 |
1.1408 |
1.1437 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1418 |
| S1 |
1.1377 |
1.1377 |
1.1395 |
1.1365 |
| S2 |
1.1353 |
1.1353 |
1.1388 |
|
| S3 |
1.1281 |
1.1305 |
1.1382 |
|
| S4 |
1.1209 |
1.1233 |
1.1362 |
|
|
| 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 |
1.1230 |
0.0264 |
2.3% |
0.0094 |
0.8% |
65% |
False |
False |
263,885 |
| 10 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0071 |
0.6% |
71% |
False |
False |
201,246 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0068 |
0.6% |
71% |
False |
False |
149,638 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0073 |
0.6% |
84% |
False |
False |
76,143 |
| 60 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0072 |
0.6% |
89% |
False |
False |
50,962 |
| 80 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0071 |
0.6% |
89% |
False |
False |
38,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1778 |
|
2.618 |
1.1660 |
|
1.618 |
1.1588 |
|
1.000 |
1.1544 |
|
0.618 |
1.1516 |
|
HIGH |
1.1472 |
|
0.618 |
1.1444 |
|
0.500 |
1.1436 |
|
0.382 |
1.1428 |
|
LOW |
1.1400 |
|
0.618 |
1.1356 |
|
1.000 |
1.1328 |
|
1.618 |
1.1284 |
|
2.618 |
1.1212 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1447 |
| PP |
1.1425 |
1.1432 |
| S1 |
1.1413 |
1.1417 |
|