CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0699 |
-0.0016 |
-0.1% |
1.0873 |
| High |
1.0726 |
1.0719 |
-0.0007 |
-0.1% |
1.0949 |
| Low |
1.0668 |
1.0664 |
-0.0004 |
0.0% |
1.0689 |
| Close |
1.0703 |
1.0682 |
-0.0021 |
-0.2% |
1.0722 |
| Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0260 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
184,581 |
143,303 |
-41,278 |
-22.4% |
943,809 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0821 |
1.0712 |
|
| R3 |
1.0797 |
1.0767 |
1.0697 |
|
| R2 |
1.0743 |
1.0743 |
1.0692 |
|
| R1 |
1.0712 |
1.0712 |
1.0687 |
1.0700 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0682 |
| S1 |
1.0658 |
1.0658 |
1.0677 |
1.0646 |
| S2 |
1.0634 |
1.0634 |
1.0672 |
|
| S3 |
1.0579 |
1.0603 |
1.0667 |
|
| S4 |
1.0525 |
1.0549 |
1.0652 |
|
|
| 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 |
1.0741 |
1.0664 |
0.0077 |
0.7% |
0.0049 |
0.5% |
24% |
False |
True |
159,677 |
| 10 |
1.0949 |
1.0664 |
0.0285 |
2.7% |
0.0064 |
0.6% |
6% |
False |
True |
171,063 |
| 20 |
1.0949 |
1.0614 |
0.0335 |
3.1% |
0.0070 |
0.7% |
20% |
False |
False |
188,763 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0071 |
0.7% |
33% |
False |
False |
110,846 |
| 60 |
1.0949 |
1.0536 |
0.0414 |
3.9% |
0.0077 |
0.7% |
35% |
False |
False |
74,185 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0082 |
0.8% |
49% |
False |
False |
55,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0861 |
|
1.618 |
1.0807 |
|
1.000 |
1.0773 |
|
0.618 |
1.0752 |
|
HIGH |
1.0719 |
|
0.618 |
1.0698 |
|
0.500 |
1.0691 |
|
0.382 |
1.0685 |
|
LOW |
1.0664 |
|
0.618 |
1.0630 |
|
1.000 |
1.0610 |
|
1.618 |
1.0576 |
|
2.618 |
1.0521 |
|
4.250 |
1.0432 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0695 |
| PP |
1.0688 |
1.0691 |
| S1 |
1.0685 |
1.0686 |
|