CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0897 |
-0.0049 |
-0.4% |
1.0921 |
| High |
1.0954 |
1.0918 |
-0.0036 |
-0.3% |
1.1024 |
| Low |
1.0884 |
1.0873 |
-0.0011 |
-0.1% |
1.0898 |
| Close |
1.0889 |
1.0882 |
-0.0008 |
-0.1% |
1.1011 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0126 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
198,036 |
146,673 |
-51,363 |
-25.9% |
735,534 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0999 |
1.0906 |
|
| R3 |
1.0981 |
1.0954 |
1.0894 |
|
| R2 |
1.0936 |
1.0936 |
1.0890 |
|
| R1 |
1.0909 |
1.0909 |
1.0886 |
1.0900 |
| PP |
1.0891 |
1.0891 |
1.0891 |
1.0886 |
| S1 |
1.0864 |
1.0864 |
1.0877 |
1.0855 |
| S2 |
1.0846 |
1.0846 |
1.0873 |
|
| S3 |
1.0801 |
1.0819 |
1.0869 |
|
| S4 |
1.0756 |
1.0774 |
1.0857 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1309 |
1.1080 |
|
| R3 |
1.1229 |
1.1183 |
1.1046 |
|
| R2 |
1.1103 |
1.1103 |
1.1034 |
|
| R1 |
1.1057 |
1.1057 |
1.1023 |
1.1080 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0989 |
| S1 |
1.0931 |
1.0931 |
1.0999 |
1.0954 |
| S2 |
1.0851 |
1.0851 |
1.0988 |
|
| S3 |
1.0725 |
1.0805 |
1.0976 |
|
| S4 |
1.0599 |
1.0679 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1036 |
1.0873 |
0.0163 |
1.5% |
0.0076 |
0.7% |
5% |
False |
True |
183,837 |
| 10 |
1.1036 |
1.0873 |
0.0163 |
1.5% |
0.0069 |
0.6% |
5% |
False |
True |
172,834 |
| 20 |
1.1036 |
1.0621 |
0.0416 |
3.8% |
0.0073 |
0.7% |
63% |
False |
False |
174,351 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
4.0% |
0.0069 |
0.6% |
64% |
False |
False |
176,001 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0071 |
0.7% |
68% |
False |
False |
139,886 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0074 |
0.7% |
68% |
False |
False |
105,134 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.6% |
0.0078 |
0.7% |
75% |
False |
False |
84,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.1036 |
|
1.618 |
1.0991 |
|
1.000 |
1.0963 |
|
0.618 |
1.0946 |
|
HIGH |
1.0918 |
|
0.618 |
1.0901 |
|
0.500 |
1.0896 |
|
0.382 |
1.0890 |
|
LOW |
1.0873 |
|
0.618 |
1.0845 |
|
1.000 |
1.0828 |
|
1.618 |
1.0800 |
|
2.618 |
1.0755 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0955 |
| PP |
1.0891 |
1.0930 |
| S1 |
1.0886 |
1.0906 |
|