CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0739 |
-0.0024 |
-0.2% |
1.0615 |
| High |
1.0768 |
1.0807 |
0.0039 |
0.4% |
1.0710 |
| Low |
1.0731 |
1.0739 |
0.0008 |
0.1% |
1.0605 |
| Close |
1.0751 |
1.0750 |
-0.0001 |
0.0% |
1.0654 |
| Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0105 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
129,350 |
162,009 |
32,659 |
25.2% |
579,115 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0927 |
1.0787 |
|
| R3 |
1.0901 |
1.0859 |
1.0768 |
|
| R2 |
1.0833 |
1.0833 |
1.0762 |
|
| R1 |
1.0791 |
1.0791 |
1.0756 |
1.0812 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0775 |
| S1 |
1.0723 |
1.0723 |
1.0743 |
1.0744 |
| S2 |
1.0697 |
1.0697 |
1.0737 |
|
| S3 |
1.0629 |
1.0655 |
1.0731 |
|
| S4 |
1.0561 |
1.0587 |
1.0712 |
|
|
| 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 |
1.0807 |
1.0634 |
0.0173 |
1.6% |
0.0068 |
0.6% |
67% |
True |
False |
140,144 |
| 10 |
1.0807 |
1.0605 |
0.0202 |
1.9% |
0.0067 |
0.6% |
72% |
True |
False |
148,071 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0064 |
0.6% |
42% |
False |
False |
160,286 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0069 |
0.6% |
50% |
False |
False |
143,969 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
50% |
False |
False |
96,376 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0079 |
0.7% |
62% |
False |
False |
72,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0985 |
|
1.618 |
1.0917 |
|
1.000 |
1.0875 |
|
0.618 |
1.0849 |
|
HIGH |
1.0807 |
|
0.618 |
1.0781 |
|
0.500 |
1.0773 |
|
0.382 |
1.0764 |
|
LOW |
1.0739 |
|
0.618 |
1.0696 |
|
1.000 |
1.0671 |
|
1.618 |
1.0628 |
|
2.618 |
1.0560 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0746 |
| PP |
1.0765 |
1.0742 |
| S1 |
1.0757 |
1.0738 |
|