CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0615 |
-0.0062 |
-0.6% |
1.0699 |
| High |
1.0715 |
1.0642 |
-0.0074 |
-0.7% |
1.0726 |
| Low |
1.0615 |
1.0605 |
-0.0011 |
-0.1% |
1.0615 |
| Close |
1.0624 |
1.0630 |
0.0006 |
0.1% |
1.0624 |
| Range |
0.0100 |
0.0037 |
-0.0063 |
-63.0% |
0.0111 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
204,215 |
132,115 |
-72,100 |
-35.3% |
819,834 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0720 |
1.0650 |
|
| R3 |
1.0699 |
1.0683 |
1.0640 |
|
| R2 |
1.0662 |
1.0662 |
1.0636 |
|
| R1 |
1.0646 |
1.0646 |
1.0633 |
1.0654 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0629 |
| S1 |
1.0609 |
1.0609 |
1.0626 |
1.0617 |
| S2 |
1.0588 |
1.0588 |
1.0623 |
|
| S3 |
1.0551 |
1.0572 |
1.0619 |
|
| S4 |
1.0514 |
1.0535 |
1.0609 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0915 |
1.0684 |
|
| R3 |
1.0876 |
1.0805 |
1.0654 |
|
| R2 |
1.0765 |
1.0765 |
1.0644 |
|
| R1 |
1.0694 |
1.0694 |
1.0634 |
1.0675 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0645 |
| S1 |
1.0584 |
1.0584 |
1.0613 |
1.0564 |
| S2 |
1.0544 |
1.0544 |
1.0603 |
|
| S3 |
1.0434 |
1.0473 |
1.0593 |
|
| S4 |
1.0323 |
1.0363 |
1.0563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0726 |
1.0605 |
0.0121 |
1.1% |
0.0058 |
0.5% |
21% |
False |
True |
161,032 |
| 10 |
1.0915 |
1.0605 |
0.0311 |
2.9% |
0.0064 |
0.6% |
8% |
False |
True |
170,380 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0067 |
0.6% |
7% |
False |
True |
178,688 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0071 |
0.7% |
20% |
False |
False |
119,201 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0075 |
0.7% |
20% |
False |
False |
79,762 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0081 |
0.8% |
39% |
False |
False |
60,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0799 |
|
2.618 |
1.0738 |
|
1.618 |
1.0701 |
|
1.000 |
1.0679 |
|
0.618 |
1.0664 |
|
HIGH |
1.0642 |
|
0.618 |
1.0627 |
|
0.500 |
1.0623 |
|
0.382 |
1.0619 |
|
LOW |
1.0605 |
|
0.618 |
1.0582 |
|
1.000 |
1.0568 |
|
1.618 |
1.0545 |
|
2.618 |
1.0508 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0627 |
1.0662 |
| PP |
1.0625 |
1.0651 |
| S1 |
1.0623 |
1.0640 |
|