CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0763 |
0.0088 |
0.8% |
1.0615 |
| High |
1.0768 |
1.0768 |
0.0000 |
0.0% |
1.0710 |
| Low |
1.0669 |
1.0731 |
0.0062 |
0.6% |
1.0605 |
| Close |
1.0763 |
1.0751 |
-0.0012 |
-0.1% |
1.0654 |
| Range |
0.0099 |
0.0037 |
-0.0062 |
-62.4% |
0.0105 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
182,698 |
129,350 |
-53,348 |
-29.2% |
579,115 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0843 |
1.0771 |
|
| R3 |
1.0824 |
1.0806 |
1.0761 |
|
| R2 |
1.0787 |
1.0787 |
1.0757 |
|
| R1 |
1.0769 |
1.0769 |
1.0754 |
1.0759 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0745 |
| S1 |
1.0732 |
1.0732 |
1.0747 |
1.0722 |
| S2 |
1.0713 |
1.0713 |
1.0744 |
|
| S3 |
1.0676 |
1.0695 |
1.0740 |
|
| S4 |
1.0639 |
1.0658 |
1.0730 |
|
|
| 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 |
1.0768 |
1.0621 |
0.0147 |
1.4% |
0.0072 |
0.7% |
88% |
True |
False |
140,053 |
| 10 |
1.0768 |
1.0605 |
0.0163 |
1.5% |
0.0066 |
0.6% |
90% |
True |
False |
150,328 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0064 |
0.6% |
42% |
False |
False |
162,156 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0069 |
0.6% |
51% |
False |
False |
139,966 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
51% |
False |
False |
93,686 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0079 |
0.7% |
62% |
False |
False |
70,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0864 |
|
1.618 |
1.0827 |
|
1.000 |
1.0805 |
|
0.618 |
1.0790 |
|
HIGH |
1.0768 |
|
0.618 |
1.0753 |
|
0.500 |
1.0749 |
|
0.382 |
1.0745 |
|
LOW |
1.0731 |
|
0.618 |
1.0708 |
|
1.000 |
1.0694 |
|
1.618 |
1.0671 |
|
2.618 |
1.0634 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0734 |
| PP |
1.0750 |
1.0717 |
| S1 |
1.0749 |
1.0701 |
|