CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1516 |
1.1592 |
0.0076 |
0.7% |
1.1441 |
| High |
1.1622 |
1.1594 |
-0.0028 |
-0.2% |
1.1530 |
| Low |
1.1509 |
1.1547 |
0.0038 |
0.3% |
1.1409 |
| Close |
1.1599 |
1.1555 |
-0.0044 |
-0.4% |
1.1504 |
| Range |
0.0113 |
0.0048 |
-0.0066 |
-58.0% |
0.0121 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
264,281 |
173,959 |
-90,322 |
-34.2% |
1,007,587 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1679 |
1.1581 |
|
| R3 |
1.1660 |
1.1631 |
1.1568 |
|
| R2 |
1.1613 |
1.1613 |
1.1564 |
|
| R1 |
1.1584 |
1.1584 |
1.1559 |
1.1575 |
| PP |
1.1565 |
1.1565 |
1.1565 |
1.1561 |
| S1 |
1.1536 |
1.1536 |
1.1551 |
1.1527 |
| S2 |
1.1518 |
1.1518 |
1.1546 |
|
| S3 |
1.1470 |
1.1489 |
1.1542 |
|
| S4 |
1.1423 |
1.1441 |
1.1529 |
|
|
| 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 |
1.1622 |
1.1409 |
0.0213 |
1.8% |
0.0076 |
0.7% |
69% |
False |
False |
205,335 |
| 10 |
1.1622 |
1.1372 |
0.0250 |
2.2% |
0.0077 |
0.7% |
73% |
False |
False |
198,676 |
| 20 |
1.1622 |
1.1181 |
0.0441 |
3.8% |
0.0075 |
0.6% |
85% |
False |
False |
205,205 |
| 40 |
1.1622 |
1.1173 |
0.0449 |
3.9% |
0.0071 |
0.6% |
85% |
False |
False |
131,806 |
| 60 |
1.1622 |
1.0910 |
0.0712 |
6.2% |
0.0074 |
0.6% |
91% |
False |
False |
88,287 |
| 80 |
1.1622 |
1.0656 |
0.0967 |
8.4% |
0.0071 |
0.6% |
93% |
False |
False |
66,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1796 |
|
2.618 |
1.1718 |
|
1.618 |
1.1671 |
|
1.000 |
1.1642 |
|
0.618 |
1.1623 |
|
HIGH |
1.1594 |
|
0.618 |
1.1576 |
|
0.500 |
1.1570 |
|
0.382 |
1.1565 |
|
LOW |
1.1547 |
|
0.618 |
1.1517 |
|
1.000 |
1.1499 |
|
1.618 |
1.1470 |
|
2.618 |
1.1422 |
|
4.250 |
1.1345 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1570 |
1.1553 |
| PP |
1.1565 |
1.1550 |
| S1 |
1.1560 |
1.1548 |
|