CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0956 |
0.0060 |
0.6% |
1.0641 |
| High |
1.0978 |
1.0979 |
0.0001 |
0.0% |
1.0807 |
| Low |
1.0879 |
1.0884 |
0.0005 |
0.0% |
1.0634 |
| Close |
1.0968 |
1.0926 |
-0.0042 |
-0.4% |
1.0724 |
| Range |
0.0099 |
0.0095 |
-0.0004 |
-4.0% |
0.0173 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.4% |
0.0000 |
| Volume |
238,244 |
242,147 |
3,903 |
1.6% |
713,008 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1165 |
1.0978 |
|
| R3 |
1.1119 |
1.1070 |
1.0952 |
|
| R2 |
1.1024 |
1.1024 |
1.0943 |
|
| R1 |
1.0975 |
1.0975 |
1.0934 |
1.0952 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0918 |
| S1 |
1.0880 |
1.0880 |
1.0917 |
1.0857 |
| S2 |
1.0834 |
1.0834 |
1.0908 |
|
| S3 |
1.0739 |
1.0785 |
1.0899 |
|
| S4 |
1.0644 |
1.0690 |
1.0873 |
|
|
| 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 |
1.0979 |
1.0712 |
0.0267 |
2.4% |
0.0080 |
0.7% |
80% |
True |
False |
211,683 |
| 10 |
1.0979 |
1.0621 |
0.0358 |
3.3% |
0.0076 |
0.7% |
85% |
True |
False |
175,868 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0069 |
0.6% |
86% |
True |
False |
171,703 |
| 40 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0071 |
0.6% |
88% |
True |
False |
165,889 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0073 |
0.7% |
88% |
True |
False |
111,258 |
| 80 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0080 |
0.7% |
90% |
True |
False |
83,629 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0084 |
0.8% |
90% |
True |
False |
67,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1382 |
|
2.618 |
1.1227 |
|
1.618 |
1.1132 |
|
1.000 |
1.1074 |
|
0.618 |
1.1037 |
|
HIGH |
1.0979 |
|
0.618 |
1.0942 |
|
0.500 |
1.0931 |
|
0.382 |
1.0920 |
|
LOW |
1.0884 |
|
0.618 |
1.0825 |
|
1.000 |
1.0789 |
|
1.618 |
1.0730 |
|
2.618 |
1.0635 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0922 |
| PP |
1.0929 |
1.0918 |
| S1 |
1.0927 |
1.0914 |
|