CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0628 |
0.0013 |
0.1% |
1.0699 |
| High |
1.0642 |
1.0665 |
0.0023 |
0.2% |
1.0726 |
| Low |
1.0605 |
1.0613 |
0.0009 |
0.1% |
1.0615 |
| Close |
1.0630 |
1.0642 |
0.0013 |
0.1% |
1.0624 |
| Range |
0.0037 |
0.0052 |
0.0015 |
39.2% |
0.0111 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
132,115 |
138,806 |
6,691 |
5.1% |
819,834 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0770 |
1.0670 |
|
| R3 |
1.0743 |
1.0718 |
1.0656 |
|
| R2 |
1.0691 |
1.0691 |
1.0651 |
|
| R1 |
1.0667 |
1.0667 |
1.0647 |
1.0679 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0646 |
| S1 |
1.0615 |
1.0615 |
1.0637 |
1.0628 |
| S2 |
1.0588 |
1.0588 |
1.0633 |
|
| S3 |
1.0537 |
1.0564 |
1.0628 |
|
| S4 |
1.0485 |
1.0512 |
1.0614 |
|
|
| 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% |
0.0060 |
0.6% |
31% |
False |
False |
160,604 |
| 10 |
1.0869 |
1.0605 |
0.0264 |
2.5% |
0.0062 |
0.6% |
14% |
False |
False |
167,539 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0066 |
0.6% |
11% |
False |
False |
177,652 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0071 |
0.7% |
24% |
False |
False |
122,654 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0075 |
0.7% |
24% |
False |
False |
82,062 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0080 |
0.8% |
41% |
False |
False |
61,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0799 |
|
1.618 |
1.0748 |
|
1.000 |
1.0716 |
|
0.618 |
1.0696 |
|
HIGH |
1.0665 |
|
0.618 |
1.0645 |
|
0.500 |
1.0639 |
|
0.382 |
1.0633 |
|
LOW |
1.0613 |
|
0.618 |
1.0581 |
|
1.000 |
1.0562 |
|
1.618 |
1.0530 |
|
2.618 |
1.0478 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0641 |
1.0660 |
| PP |
1.0640 |
1.0654 |
| S1 |
1.0639 |
1.0648 |
|