CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1707 |
1.1783 |
0.0076 |
0.6% |
1.1701 |
| High |
1.1795 |
1.1876 |
0.0081 |
0.7% |
1.1808 |
| Low |
1.1701 |
1.1753 |
0.0052 |
0.4% |
1.1646 |
| Close |
1.1792 |
1.1861 |
0.0069 |
0.6% |
1.1792 |
| Range |
0.0094 |
0.0123 |
0.0029 |
31.0% |
0.0163 |
| ATR |
0.0087 |
0.0089 |
0.0003 |
3.0% |
0.0000 |
| Volume |
229,652 |
241,643 |
11,991 |
5.2% |
1,160,544 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2151 |
1.1928 |
|
| R3 |
1.2075 |
1.2029 |
1.1894 |
|
| R2 |
1.1952 |
1.1952 |
1.1883 |
|
| R1 |
1.1906 |
1.1906 |
1.1872 |
1.1929 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1841 |
| S1 |
1.1784 |
1.1784 |
1.1849 |
1.1807 |
| S2 |
1.1707 |
1.1707 |
1.1838 |
|
| S3 |
1.1585 |
1.1661 |
1.1827 |
|
| S4 |
1.1462 |
1.1539 |
1.1793 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2176 |
1.1881 |
|
| R3 |
1.2073 |
1.2014 |
1.1836 |
|
| R2 |
1.1911 |
1.1911 |
1.1821 |
|
| R1 |
1.1851 |
1.1851 |
1.1806 |
1.1881 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1763 |
| S1 |
1.1689 |
1.1689 |
1.1777 |
1.1719 |
| S2 |
1.1586 |
1.1586 |
1.1762 |
|
| S3 |
1.1423 |
1.1526 |
1.1747 |
|
| S4 |
1.1261 |
1.1364 |
1.1702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1876 |
1.1646 |
0.0230 |
1.9% |
0.0110 |
0.9% |
93% |
True |
False |
247,360 |
| 10 |
1.1876 |
1.1509 |
0.0367 |
3.1% |
0.0102 |
0.9% |
96% |
True |
False |
241,405 |
| 20 |
1.1876 |
1.1356 |
0.0520 |
4.4% |
0.0088 |
0.7% |
97% |
True |
False |
219,387 |
| 40 |
1.1876 |
1.1173 |
0.0703 |
5.9% |
0.0078 |
0.7% |
98% |
True |
False |
180,418 |
| 60 |
1.1876 |
1.0910 |
0.0966 |
8.1% |
0.0078 |
0.7% |
98% |
True |
False |
121,109 |
| 80 |
1.1876 |
1.0656 |
0.1220 |
10.3% |
0.0076 |
0.6% |
99% |
True |
False |
90,972 |
| 100 |
1.1876 |
1.0630 |
0.1246 |
10.5% |
0.0074 |
0.6% |
99% |
True |
False |
72,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2396 |
|
2.618 |
1.2196 |
|
1.618 |
1.2074 |
|
1.000 |
1.1998 |
|
0.618 |
1.1951 |
|
HIGH |
1.1876 |
|
0.618 |
1.1829 |
|
0.500 |
1.1814 |
|
0.382 |
1.1800 |
|
LOW |
1.1753 |
|
0.618 |
1.1677 |
|
1.000 |
1.1631 |
|
1.618 |
1.1555 |
|
2.618 |
1.1432 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1845 |
1.1833 |
| PP |
1.1830 |
1.1806 |
| S1 |
1.1814 |
1.1778 |
|