CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0698 |
0.0061 |
0.6% |
1.0699 |
| High |
1.0707 |
1.0710 |
0.0003 |
0.0% |
1.0726 |
| Low |
1.0621 |
1.0641 |
0.0021 |
0.2% |
1.0615 |
| Close |
1.0627 |
1.0654 |
0.0027 |
0.3% |
1.0624 |
| Range |
0.0087 |
0.0069 |
-0.0018 |
-20.8% |
0.0111 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
161,555 |
146,639 |
-14,916 |
-9.2% |
819,834 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0832 |
1.0692 |
|
| R3 |
1.0805 |
1.0764 |
1.0673 |
|
| R2 |
1.0737 |
1.0737 |
1.0667 |
|
| R1 |
1.0695 |
1.0695 |
1.0660 |
1.0682 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0661 |
| S1 |
1.0627 |
1.0627 |
1.0648 |
1.0613 |
| S2 |
1.0600 |
1.0600 |
1.0641 |
|
| S3 |
1.0531 |
1.0558 |
1.0635 |
|
| S4 |
1.0463 |
1.0490 |
1.0616 |
|
|
| 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 |
1.0715 |
1.0605 |
0.0111 |
1.0% |
0.0069 |
0.6% |
45% |
False |
False |
156,666 |
| 10 |
1.0741 |
1.0605 |
0.0136 |
1.3% |
0.0059 |
0.6% |
36% |
False |
False |
158,171 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0064 |
0.6% |
14% |
False |
False |
170,874 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0071 |
0.7% |
27% |
False |
False |
130,286 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0073 |
0.7% |
27% |
False |
False |
87,176 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0079 |
0.7% |
43% |
False |
False |
65,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0889 |
|
1.618 |
1.0820 |
|
1.000 |
1.0778 |
|
0.618 |
1.0752 |
|
HIGH |
1.0710 |
|
0.618 |
1.0683 |
|
0.500 |
1.0675 |
|
0.382 |
1.0667 |
|
LOW |
1.0641 |
|
0.618 |
1.0599 |
|
1.000 |
1.0573 |
|
1.618 |
1.0530 |
|
2.618 |
1.0462 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0661 |
| PP |
1.0668 |
1.0659 |
| S1 |
1.0661 |
1.0656 |
|