CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0698 |
1.0641 |
-0.0057 |
-0.5% |
1.0615 |
| High |
1.0710 |
1.0703 |
-0.0007 |
-0.1% |
1.0710 |
| Low |
1.0641 |
1.0634 |
-0.0007 |
-0.1% |
1.0605 |
| Close |
1.0654 |
1.0675 |
0.0021 |
0.2% |
1.0654 |
| Range |
0.0069 |
0.0069 |
0.0001 |
0.7% |
0.0105 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
146,639 |
80,026 |
-66,613 |
-45.4% |
579,115 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0878 |
1.0845 |
1.0712 |
|
| R3 |
1.0809 |
1.0776 |
1.0693 |
|
| R2 |
1.0740 |
1.0740 |
1.0687 |
|
| R1 |
1.0707 |
1.0707 |
1.0681 |
1.0723 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0679 |
| S1 |
1.0638 |
1.0638 |
1.0668 |
1.0654 |
| S2 |
1.0602 |
1.0602 |
1.0662 |
|
| S3 |
1.0533 |
1.0569 |
1.0656 |
|
| S4 |
1.0464 |
1.0500 |
1.0637 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0918 |
1.0712 |
|
| R3 |
1.0866 |
1.0813 |
1.0683 |
|
| R2 |
1.0761 |
1.0761 |
1.0673 |
|
| R1 |
1.0708 |
1.0708 |
1.0664 |
1.0734 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0669 |
| S1 |
1.0603 |
1.0603 |
1.0644 |
1.0629 |
| S2 |
1.0551 |
1.0551 |
1.0635 |
|
| S3 |
1.0446 |
1.0498 |
1.0625 |
|
| S4 |
1.0341 |
1.0393 |
1.0596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0710 |
1.0605 |
0.0105 |
1.0% |
0.0063 |
0.6% |
67% |
False |
False |
131,828 |
| 10 |
1.0726 |
1.0605 |
0.0121 |
1.1% |
0.0060 |
0.6% |
58% |
False |
False |
147,897 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0064 |
0.6% |
20% |
False |
False |
165,460 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0070 |
0.7% |
32% |
False |
False |
132,249 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0073 |
0.7% |
32% |
False |
False |
88,499 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0079 |
0.7% |
47% |
False |
False |
66,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0884 |
|
1.618 |
1.0815 |
|
1.000 |
1.0772 |
|
0.618 |
1.0746 |
|
HIGH |
1.0703 |
|
0.618 |
1.0677 |
|
0.500 |
1.0669 |
|
0.382 |
1.0660 |
|
LOW |
1.0634 |
|
0.618 |
1.0591 |
|
1.000 |
1.0565 |
|
1.618 |
1.0522 |
|
2.618 |
1.0453 |
|
4.250 |
1.0341 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0671 |
| PP |
1.0671 |
1.0668 |
| S1 |
1.0669 |
1.0665 |
|