CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1668 |
1.1701 |
0.0034 |
0.3% |
1.1511 |
| High |
1.1718 |
1.1718 |
0.0000 |
0.0% |
1.1718 |
| Low |
1.1654 |
1.1660 |
0.0007 |
0.1% |
1.1473 |
| Close |
1.1713 |
1.1677 |
-0.0036 |
-0.3% |
1.1713 |
| Range |
0.0065 |
0.0058 |
-0.0007 |
-10.1% |
0.0245 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
204,805 |
165,384 |
-39,421 |
-19.2% |
1,152,342 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1826 |
1.1709 |
|
| R3 |
1.1801 |
1.1768 |
1.1693 |
|
| R2 |
1.1743 |
1.1743 |
1.1688 |
|
| R1 |
1.1710 |
1.1710 |
1.1682 |
1.1698 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1679 |
| S1 |
1.1652 |
1.1652 |
1.1672 |
1.1640 |
| S2 |
1.1627 |
1.1627 |
1.1666 |
|
| S3 |
1.1569 |
1.1594 |
1.1661 |
|
| S4 |
1.1511 |
1.1536 |
1.1645 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2370 |
1.2286 |
1.1848 |
|
| R3 |
1.2125 |
1.2041 |
1.1780 |
|
| R2 |
1.1880 |
1.1880 |
1.1758 |
|
| R1 |
1.1796 |
1.1796 |
1.1735 |
1.1838 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1656 |
| S1 |
1.1551 |
1.1551 |
1.1691 |
1.1593 |
| S2 |
1.1390 |
1.1390 |
1.1668 |
|
| S3 |
1.1145 |
1.1306 |
1.1646 |
|
| S4 |
1.0900 |
1.1061 |
1.1578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1718 |
1.1509 |
0.0209 |
1.8% |
0.0093 |
0.8% |
80% |
True |
False |
235,449 |
| 10 |
1.1718 |
1.1409 |
0.0309 |
2.6% |
0.0088 |
0.8% |
87% |
True |
False |
219,647 |
| 20 |
1.1718 |
1.1223 |
0.0496 |
4.2% |
0.0083 |
0.7% |
92% |
True |
False |
223,082 |
| 40 |
1.1718 |
1.1173 |
0.0545 |
4.7% |
0.0074 |
0.6% |
92% |
True |
False |
150,087 |
| 60 |
1.1718 |
1.0910 |
0.0808 |
6.9% |
0.0074 |
0.6% |
95% |
True |
False |
100,552 |
| 80 |
1.1718 |
1.0656 |
0.1063 |
9.1% |
0.0072 |
0.6% |
96% |
True |
False |
75,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1965 |
|
2.618 |
1.1870 |
|
1.618 |
1.1812 |
|
1.000 |
1.1776 |
|
0.618 |
1.1754 |
|
HIGH |
1.1718 |
|
0.618 |
1.1696 |
|
0.500 |
1.1689 |
|
0.382 |
1.1682 |
|
LOW |
1.1660 |
|
0.618 |
1.1624 |
|
1.000 |
1.1602 |
|
1.618 |
1.1566 |
|
2.618 |
1.1508 |
|
4.250 |
1.1414 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1689 |
1.1657 |
| PP |
1.1685 |
1.1636 |
| S1 |
1.1681 |
1.1616 |
|