CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0704 |
1.0715 |
0.0011 |
0.1% |
1.0873 |
| High |
1.0714 |
1.0726 |
0.0012 |
0.1% |
1.0949 |
| Low |
1.0673 |
1.0668 |
-0.0005 |
0.0% |
1.0689 |
| Close |
1.0706 |
1.0703 |
-0.0003 |
0.0% |
1.0722 |
| Range |
0.0041 |
0.0058 |
0.0017 |
40.2% |
0.0260 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
140,948 |
184,581 |
43,633 |
31.0% |
943,809 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0871 |
1.0844 |
1.0734 |
|
| R3 |
1.0814 |
1.0787 |
1.0718 |
|
| R2 |
1.0756 |
1.0756 |
1.0713 |
|
| R1 |
1.0729 |
1.0729 |
1.0708 |
1.0714 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0691 |
| S1 |
1.0672 |
1.0672 |
1.0697 |
1.0657 |
| S2 |
1.0641 |
1.0641 |
1.0692 |
|
| S3 |
1.0584 |
1.0614 |
1.0687 |
|
| S4 |
1.0526 |
1.0557 |
1.0671 |
|
|
| 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 |
1.0810 |
1.0668 |
0.0142 |
1.3% |
0.0058 |
0.5% |
24% |
False |
True |
170,887 |
| 10 |
1.0949 |
1.0668 |
0.0281 |
2.6% |
0.0062 |
0.6% |
12% |
False |
True |
172,501 |
| 20 |
1.0949 |
1.0575 |
0.0374 |
3.5% |
0.0071 |
0.7% |
34% |
False |
False |
193,426 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0071 |
0.7% |
39% |
False |
False |
107,304 |
| 60 |
1.0949 |
1.0536 |
0.0414 |
3.9% |
0.0078 |
0.7% |
40% |
False |
False |
71,804 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0082 |
0.8% |
53% |
False |
False |
54,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0970 |
|
2.618 |
1.0876 |
|
1.618 |
1.0819 |
|
1.000 |
1.0783 |
|
0.618 |
1.0761 |
|
HIGH |
1.0726 |
|
0.618 |
1.0704 |
|
0.500 |
1.0697 |
|
0.382 |
1.0690 |
|
LOW |
1.0668 |
|
0.618 |
1.0632 |
|
1.000 |
1.0611 |
|
1.618 |
1.0575 |
|
2.618 |
1.0517 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0701 |
1.0701 |
| PP |
1.0699 |
1.0699 |
| S1 |
1.0697 |
1.0697 |
|