CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0921 |
0.0023 |
0.2% |
1.0893 |
| High |
1.0973 |
1.0950 |
-0.0024 |
-0.2% |
1.0979 |
| Low |
1.0882 |
1.0910 |
0.0028 |
0.3% |
1.0849 |
| Close |
1.0921 |
1.0931 |
0.0010 |
0.1% |
1.0921 |
| Range |
0.0091 |
0.0040 |
-0.0051 |
-56.0% |
0.0130 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
224,136 |
69,677 |
-154,459 |
-68.9% |
1,208,235 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1031 |
1.0953 |
|
| R3 |
1.1010 |
1.0991 |
1.0942 |
|
| R2 |
1.0970 |
1.0970 |
1.0938 |
|
| R1 |
1.0951 |
1.0951 |
1.0935 |
1.0960 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0935 |
| S1 |
1.0911 |
1.0911 |
1.0927 |
1.0920 |
| S2 |
1.0890 |
1.0890 |
1.0924 |
|
| S3 |
1.0850 |
1.0871 |
1.0920 |
|
| S4 |
1.0810 |
1.0831 |
1.0909 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1244 |
1.0993 |
|
| R3 |
1.1176 |
1.1114 |
1.0957 |
|
| R2 |
1.1046 |
1.1046 |
1.0945 |
|
| R1 |
1.0984 |
1.0984 |
1.0933 |
1.1015 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0932 |
| S1 |
1.0854 |
1.0854 |
1.0909 |
1.0885 |
| S2 |
1.0786 |
1.0786 |
1.0897 |
|
| S3 |
1.0656 |
1.0724 |
1.0885 |
|
| S4 |
1.0526 |
1.0594 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0877 |
0.0102 |
0.9% |
0.0081 |
0.7% |
53% |
False |
False |
204,164 |
| 10 |
1.0979 |
1.0669 |
0.0310 |
2.8% |
0.0075 |
0.7% |
85% |
False |
False |
191,089 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0068 |
0.6% |
87% |
False |
False |
169,493 |
| 40 |
1.0979 |
1.0575 |
0.0404 |
3.7% |
0.0070 |
0.6% |
88% |
False |
False |
177,783 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0072 |
0.7% |
89% |
False |
False |
120,217 |
| 80 |
1.0979 |
1.0536 |
0.0443 |
4.1% |
0.0077 |
0.7% |
89% |
False |
False |
90,349 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0082 |
0.7% |
91% |
False |
False |
72,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1054 |
|
1.618 |
1.1014 |
|
1.000 |
1.0990 |
|
0.618 |
1.0974 |
|
HIGH |
1.0950 |
|
0.618 |
1.0934 |
|
0.500 |
1.0930 |
|
0.382 |
1.0925 |
|
LOW |
1.0910 |
|
0.618 |
1.0885 |
|
1.000 |
1.0870 |
|
1.618 |
1.0845 |
|
2.618 |
1.0805 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0929 |
| PP |
1.0930 |
1.0927 |
| S1 |
1.0930 |
1.0925 |
|