CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0921 |
1.0924 |
0.0003 |
0.0% |
1.0893 |
| High |
1.0950 |
1.0958 |
0.0009 |
0.1% |
1.0979 |
| Low |
1.0910 |
1.0913 |
0.0004 |
0.0% |
1.0849 |
| Close |
1.0931 |
1.0952 |
0.0021 |
0.2% |
1.0921 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0130 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
69,677 |
124,484 |
54,807 |
78.7% |
1,208,235 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1059 |
1.0977 |
|
| R3 |
1.1031 |
1.1014 |
1.0964 |
|
| R2 |
1.0986 |
1.0986 |
1.0960 |
|
| R1 |
1.0969 |
1.0969 |
1.0956 |
1.0978 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0945 |
| S1 |
1.0924 |
1.0924 |
1.0948 |
1.0933 |
| S2 |
1.0896 |
1.0896 |
1.0944 |
|
| S3 |
1.0851 |
1.0879 |
1.0940 |
|
| S4 |
1.0806 |
1.0834 |
1.0927 |
|
|
| 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% |
0.0071 |
0.6% |
74% |
False |
False |
181,412 |
| 10 |
1.0979 |
1.0712 |
0.0267 |
2.4% |
0.0069 |
0.6% |
90% |
False |
False |
185,268 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0068 |
0.6% |
93% |
False |
False |
168,378 |
| 40 |
1.0979 |
1.0575 |
0.0404 |
3.7% |
0.0069 |
0.6% |
93% |
False |
False |
179,570 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0071 |
0.7% |
94% |
False |
False |
122,272 |
| 80 |
1.0979 |
1.0536 |
0.0443 |
4.0% |
0.0076 |
0.7% |
94% |
False |
False |
91,893 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0082 |
0.7% |
95% |
False |
False |
73,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1149 |
|
2.618 |
1.1076 |
|
1.618 |
1.1031 |
|
1.000 |
1.1003 |
|
0.618 |
1.0986 |
|
HIGH |
1.0958 |
|
0.618 |
1.0941 |
|
0.500 |
1.0936 |
|
0.382 |
1.0930 |
|
LOW |
1.0913 |
|
0.618 |
1.0885 |
|
1.000 |
1.0868 |
|
1.618 |
1.0840 |
|
2.618 |
1.0795 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0944 |
| PP |
1.0941 |
1.0936 |
| S1 |
1.0936 |
1.0928 |
|