CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0896 |
0.0003 |
0.0% |
1.0641 |
| High |
1.0929 |
1.0978 |
0.0050 |
0.5% |
1.0807 |
| Low |
1.0849 |
1.0879 |
0.0031 |
0.3% |
1.0634 |
| Close |
1.0887 |
1.0968 |
0.0081 |
0.7% |
1.0724 |
| Range |
0.0080 |
0.0099 |
0.0019 |
23.8% |
0.0173 |
| ATR |
0.0078 |
0.0079 |
0.0002 |
1.9% |
0.0000 |
| Volume |
257,092 |
238,244 |
-18,848 |
-7.3% |
713,008 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1202 |
1.1022 |
|
| R3 |
1.1140 |
1.1103 |
1.0995 |
|
| R2 |
1.1041 |
1.1041 |
1.0986 |
|
| R1 |
1.1004 |
1.1004 |
1.0977 |
1.1022 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0951 |
| S1 |
1.0905 |
1.0905 |
1.0958 |
1.0923 |
| S2 |
1.0843 |
1.0843 |
1.0949 |
|
| S3 |
1.0744 |
1.0806 |
1.0940 |
|
| S4 |
1.0645 |
1.0707 |
1.0913 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1154 |
1.0819 |
|
| R3 |
1.1067 |
1.0982 |
1.0771 |
|
| R2 |
1.0894 |
1.0894 |
1.0756 |
|
| R1 |
1.0809 |
1.0809 |
1.0740 |
1.0852 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0743 |
| S1 |
1.0637 |
1.0637 |
1.0708 |
1.0679 |
| S2 |
1.0549 |
1.0549 |
1.0692 |
|
| S3 |
1.0377 |
1.0464 |
1.0677 |
|
| S4 |
1.0204 |
1.0292 |
1.0629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0978 |
1.0712 |
0.0267 |
2.4% |
0.0068 |
0.6% |
96% |
True |
False |
189,124 |
| 10 |
1.0978 |
1.0613 |
0.0365 |
3.3% |
0.0071 |
0.7% |
97% |
True |
False |
165,534 |
| 20 |
1.0978 |
1.0605 |
0.0374 |
3.4% |
0.0068 |
0.6% |
97% |
True |
False |
167,957 |
| 40 |
1.0978 |
1.0548 |
0.0431 |
3.9% |
0.0070 |
0.6% |
98% |
True |
False |
160,061 |
| 60 |
1.0978 |
1.0548 |
0.0431 |
3.9% |
0.0073 |
0.7% |
98% |
True |
False |
107,239 |
| 80 |
1.0978 |
1.0428 |
0.0551 |
5.0% |
0.0080 |
0.7% |
98% |
True |
False |
80,607 |
| 100 |
1.0978 |
1.0428 |
0.0551 |
5.0% |
0.0084 |
0.8% |
98% |
True |
False |
64,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1237 |
|
1.618 |
1.1138 |
|
1.000 |
1.1077 |
|
0.618 |
1.1039 |
|
HIGH |
1.0978 |
|
0.618 |
1.0940 |
|
0.500 |
1.0929 |
|
0.382 |
1.0917 |
|
LOW |
1.0879 |
|
0.618 |
1.0818 |
|
1.000 |
1.0780 |
|
1.618 |
1.0719 |
|
2.618 |
1.0620 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0927 |
| PP |
1.0942 |
1.0886 |
| S1 |
1.0929 |
1.0845 |
|