CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0699 |
-0.0022 |
-0.2% |
1.0873 |
| High |
1.0741 |
1.0719 |
-0.0022 |
-0.2% |
1.0949 |
| Low |
1.0689 |
1.0680 |
-0.0009 |
-0.1% |
1.0689 |
| Close |
1.0722 |
1.0705 |
-0.0018 |
-0.2% |
1.0722 |
| Range |
0.0052 |
0.0039 |
-0.0013 |
-24.3% |
0.0260 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
182,770 |
146,787 |
-35,983 |
-19.7% |
943,809 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0800 |
1.0726 |
|
| R3 |
1.0779 |
1.0761 |
1.0715 |
|
| R2 |
1.0740 |
1.0740 |
1.0712 |
|
| R1 |
1.0722 |
1.0722 |
1.0708 |
1.0731 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0706 |
| S1 |
1.0683 |
1.0683 |
1.0701 |
1.0692 |
| S2 |
1.0662 |
1.0662 |
1.0697 |
|
| S3 |
1.0623 |
1.0644 |
1.0694 |
|
| S4 |
1.0584 |
1.0605 |
1.0683 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1404 |
1.0865 |
|
| R3 |
1.1307 |
1.1144 |
1.0794 |
|
| R2 |
1.1047 |
1.1047 |
1.0770 |
|
| R1 |
1.0884 |
1.0884 |
1.0746 |
1.0836 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0762 |
| S1 |
1.0624 |
1.0624 |
1.0698 |
1.0576 |
| S2 |
1.0527 |
1.0527 |
1.0674 |
|
| S3 |
1.0267 |
1.0364 |
1.0651 |
|
| S4 |
1.0007 |
1.0104 |
1.0579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0915 |
1.0680 |
0.0235 |
2.2% |
0.0070 |
0.7% |
10% |
False |
True |
179,729 |
| 10 |
1.0949 |
1.0680 |
0.0269 |
2.5% |
0.0067 |
0.6% |
9% |
False |
True |
183,848 |
| 20 |
1.0949 |
1.0575 |
0.0374 |
3.5% |
0.0071 |
0.7% |
35% |
False |
False |
190,763 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0073 |
0.7% |
39% |
False |
False |
99,219 |
| 60 |
1.0949 |
1.0536 |
0.0414 |
3.9% |
0.0079 |
0.7% |
41% |
False |
False |
66,398 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0085 |
0.8% |
52% |
False |
False |
49,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0821 |
|
1.618 |
1.0782 |
|
1.000 |
1.0758 |
|
0.618 |
1.0743 |
|
HIGH |
1.0719 |
|
0.618 |
1.0704 |
|
0.500 |
1.0700 |
|
0.382 |
1.0695 |
|
LOW |
1.0680 |
|
0.618 |
1.0656 |
|
1.000 |
1.0641 |
|
1.618 |
1.0617 |
|
2.618 |
1.0578 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0703 |
1.0745 |
| PP |
1.0701 |
1.0731 |
| S1 |
1.0700 |
1.0718 |
|