CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1467 |
1.1409 |
-0.0058 |
-0.5% |
1.1244 |
| High |
1.1472 |
1.1422 |
-0.0051 |
-0.4% |
1.1493 |
| Low |
1.1400 |
1.1356 |
-0.0044 |
-0.4% |
1.1223 |
| Close |
1.1402 |
1.1386 |
-0.0016 |
-0.1% |
1.1467 |
| Range |
0.0072 |
0.0066 |
-0.0007 |
-9.0% |
0.0271 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
167,970 |
257,199 |
89,229 |
53.1% |
1,310,709 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1550 |
1.1422 |
|
| R3 |
1.1519 |
1.1485 |
1.1404 |
|
| R2 |
1.1453 |
1.1453 |
1.1398 |
|
| R1 |
1.1419 |
1.1419 |
1.1392 |
1.1404 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1380 |
| S1 |
1.1354 |
1.1354 |
1.1379 |
1.1338 |
| S2 |
1.1322 |
1.1322 |
1.1373 |
|
| S3 |
1.1257 |
1.1288 |
1.1367 |
|
| S4 |
1.1191 |
1.1223 |
1.1349 |
|
|
| 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 |
1.1341 |
0.0152 |
1.3% |
0.0072 |
0.6% |
29% |
False |
False |
255,883 |
| 10 |
1.1493 |
1.1181 |
0.0312 |
2.7% |
0.0073 |
0.6% |
66% |
False |
False |
211,733 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0070 |
0.6% |
66% |
False |
False |
161,309 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0072 |
0.6% |
82% |
False |
False |
82,544 |
| 60 |
1.1493 |
1.0656 |
0.0838 |
7.4% |
0.0071 |
0.6% |
87% |
False |
False |
55,245 |
| 80 |
1.1493 |
1.0656 |
0.0838 |
7.4% |
0.0070 |
0.6% |
87% |
False |
False |
41,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1593 |
|
1.618 |
1.1527 |
|
1.000 |
1.1487 |
|
0.618 |
1.1462 |
|
HIGH |
1.1422 |
|
0.618 |
1.1396 |
|
0.500 |
1.1389 |
|
0.382 |
1.1381 |
|
LOW |
1.1356 |
|
0.618 |
1.1316 |
|
1.000 |
1.1291 |
|
1.618 |
1.1250 |
|
2.618 |
1.1185 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1389 |
1.1424 |
| PP |
1.1388 |
1.1411 |
| S1 |
1.1387 |
1.1398 |
|