CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1438 |
-0.0014 |
-0.1% |
1.1441 |
| High |
1.1495 |
1.1510 |
0.0015 |
0.1% |
1.1530 |
| Low |
1.1409 |
1.1429 |
0.0020 |
0.2% |
1.1409 |
| Close |
1.1444 |
1.1504 |
0.0061 |
0.5% |
1.1504 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0121 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
243,647 |
204,314 |
-39,333 |
-16.1% |
1,007,587 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1694 |
1.1548 |
|
| R3 |
1.1642 |
1.1613 |
1.1526 |
|
| R2 |
1.1561 |
1.1561 |
1.1519 |
|
| R1 |
1.1533 |
1.1533 |
1.1511 |
1.1547 |
| PP |
1.1481 |
1.1481 |
1.1481 |
1.1488 |
| S1 |
1.1452 |
1.1452 |
1.1497 |
1.1467 |
| S2 |
1.1400 |
1.1400 |
1.1489 |
|
| S3 |
1.1320 |
1.1372 |
1.1482 |
|
| S4 |
1.1239 |
1.1291 |
1.1460 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1795 |
1.1571 |
|
| R3 |
1.1723 |
1.1674 |
1.1537 |
|
| R2 |
1.1602 |
1.1602 |
1.1526 |
|
| R1 |
1.1553 |
1.1553 |
1.1515 |
1.1578 |
| PP |
1.1481 |
1.1481 |
1.1481 |
1.1493 |
| S1 |
1.1432 |
1.1432 |
1.1493 |
1.1457 |
| S2 |
1.1360 |
1.1360 |
1.1482 |
|
| S3 |
1.1239 |
1.1311 |
1.1471 |
|
| S4 |
1.1118 |
1.1190 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1530 |
1.1409 |
0.0121 |
1.1% |
0.0080 |
0.7% |
79% |
False |
False |
201,517 |
| 10 |
1.1530 |
1.1356 |
0.0174 |
1.5% |
0.0075 |
0.6% |
85% |
False |
False |
203,939 |
| 20 |
1.1530 |
1.1173 |
0.0357 |
3.1% |
0.0073 |
0.6% |
93% |
False |
False |
200,234 |
| 40 |
1.1530 |
1.1145 |
0.0385 |
3.3% |
0.0073 |
0.6% |
93% |
False |
False |
117,505 |
| 60 |
1.1530 |
1.0763 |
0.0768 |
6.7% |
0.0073 |
0.6% |
97% |
False |
False |
78,677 |
| 80 |
1.1530 |
1.0656 |
0.0875 |
7.6% |
0.0070 |
0.6% |
97% |
False |
False |
59,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1852 |
|
2.618 |
1.1720 |
|
1.618 |
1.1640 |
|
1.000 |
1.1590 |
|
0.618 |
1.1559 |
|
HIGH |
1.1510 |
|
0.618 |
1.1479 |
|
0.500 |
1.1469 |
|
0.382 |
1.1460 |
|
LOW |
1.1429 |
|
0.618 |
1.1379 |
|
1.000 |
1.1349 |
|
1.618 |
1.1299 |
|
2.618 |
1.1218 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1493 |
| PP |
1.1481 |
1.1481 |
| S1 |
1.1469 |
1.1470 |
|