CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1592 |
1.1554 |
-0.0039 |
-0.3% |
1.1441 |
| High |
1.1594 |
1.1694 |
0.0100 |
0.9% |
1.1530 |
| Low |
1.1547 |
1.1514 |
-0.0033 |
-0.3% |
1.1409 |
| Close |
1.1555 |
1.1659 |
0.0104 |
0.9% |
1.1504 |
| Range |
0.0048 |
0.0181 |
0.0133 |
280.0% |
0.0121 |
| ATR |
0.0075 |
0.0082 |
0.0008 |
10.1% |
0.0000 |
| Volume |
173,959 |
368,819 |
194,860 |
112.0% |
1,007,587 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2092 |
1.1758 |
|
| R3 |
1.1983 |
1.1911 |
1.1709 |
|
| R2 |
1.1803 |
1.1803 |
1.1692 |
|
| R1 |
1.1731 |
1.1731 |
1.1676 |
1.1767 |
| PP |
1.1622 |
1.1622 |
1.1622 |
1.1640 |
| S1 |
1.1550 |
1.1550 |
1.1642 |
1.1586 |
| S2 |
1.1442 |
1.1442 |
1.1626 |
|
| S3 |
1.1261 |
1.1370 |
1.1609 |
|
| S4 |
1.1081 |
1.1189 |
1.1560 |
|
|
| 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 |
1.1694 |
1.1429 |
0.0265 |
2.3% |
0.0095 |
0.8% |
87% |
True |
False |
230,370 |
| 10 |
1.1694 |
1.1409 |
0.0285 |
2.4% |
0.0085 |
0.7% |
88% |
True |
False |
215,591 |
| 20 |
1.1694 |
1.1191 |
0.0503 |
4.3% |
0.0082 |
0.7% |
93% |
True |
False |
217,136 |
| 40 |
1.1694 |
1.1173 |
0.0521 |
4.5% |
0.0073 |
0.6% |
93% |
True |
False |
140,961 |
| 60 |
1.1694 |
1.0910 |
0.0784 |
6.7% |
0.0075 |
0.6% |
96% |
True |
False |
94,418 |
| 80 |
1.1694 |
1.0656 |
0.1039 |
8.9% |
0.0073 |
0.6% |
97% |
True |
False |
70,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2461 |
|
2.618 |
1.2167 |
|
1.618 |
1.1986 |
|
1.000 |
1.1875 |
|
0.618 |
1.1806 |
|
HIGH |
1.1694 |
|
0.618 |
1.1625 |
|
0.500 |
1.1604 |
|
0.382 |
1.1582 |
|
LOW |
1.1514 |
|
0.618 |
1.1402 |
|
1.000 |
1.1333 |
|
1.618 |
1.1221 |
|
2.618 |
1.1041 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1641 |
1.1640 |
| PP |
1.1622 |
1.1621 |
| S1 |
1.1604 |
1.1602 |
|