CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1780 |
0.0100 |
0.9% |
1.1511 |
| High |
1.1773 |
1.1808 |
0.0035 |
0.3% |
1.1718 |
| Low |
1.1646 |
1.1681 |
0.0036 |
0.3% |
1.1473 |
| Close |
1.1736 |
1.1715 |
-0.0022 |
-0.2% |
1.1713 |
| Range |
0.0128 |
0.0127 |
-0.0001 |
-0.4% |
0.0245 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.8% |
0.0000 |
| Volume |
267,201 |
274,483 |
7,282 |
2.7% |
1,152,342 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.2042 |
1.1784 |
|
| R3 |
1.1989 |
1.1915 |
1.1749 |
|
| R2 |
1.1862 |
1.1862 |
1.1738 |
|
| R1 |
1.1788 |
1.1788 |
1.1726 |
1.1761 |
| PP |
1.1735 |
1.1735 |
1.1735 |
1.1721 |
| S1 |
1.1661 |
1.1661 |
1.1703 |
1.1634 |
| S2 |
1.1608 |
1.1608 |
1.1691 |
|
| S3 |
1.1481 |
1.1534 |
1.1680 |
|
| S4 |
1.1354 |
1.1407 |
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 |
1.1808 |
1.1646 |
0.0163 |
1.4% |
0.0092 |
0.8% |
42% |
True |
False |
227,139 |
| 10 |
1.1808 |
1.1429 |
0.0379 |
3.2% |
0.0093 |
0.8% |
75% |
True |
False |
228,754 |
| 20 |
1.1808 |
1.1356 |
0.0452 |
3.9% |
0.0083 |
0.7% |
79% |
True |
False |
219,421 |
| 40 |
1.1808 |
1.1173 |
0.0635 |
5.4% |
0.0076 |
0.6% |
85% |
True |
False |
168,852 |
| 60 |
1.1808 |
1.0910 |
0.0898 |
7.7% |
0.0077 |
0.7% |
90% |
True |
False |
113,281 |
| 80 |
1.1808 |
1.0656 |
0.1153 |
9.8% |
0.0074 |
0.6% |
92% |
True |
False |
85,090 |
| 100 |
1.1808 |
1.0630 |
0.1178 |
10.1% |
0.0073 |
0.6% |
92% |
True |
False |
68,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2348 |
|
2.618 |
1.2140 |
|
1.618 |
1.2013 |
|
1.000 |
1.1935 |
|
0.618 |
1.1886 |
|
HIGH |
1.1808 |
|
0.618 |
1.1759 |
|
0.500 |
1.1745 |
|
0.382 |
1.1730 |
|
LOW |
1.1681 |
|
0.618 |
1.1603 |
|
1.000 |
1.1554 |
|
1.618 |
1.1476 |
|
2.618 |
1.1349 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1727 |
| PP |
1.1735 |
1.1723 |
| S1 |
1.1725 |
1.1719 |
|