CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0887 |
-0.0010 |
-0.1% |
1.0921 |
| High |
1.0918 |
1.0912 |
-0.0007 |
-0.1% |
1.1024 |
| Low |
1.0873 |
1.0858 |
-0.0015 |
-0.1% |
1.0898 |
| Close |
1.0882 |
1.0885 |
0.0004 |
0.0% |
1.1011 |
| Range |
0.0045 |
0.0054 |
0.0009 |
18.9% |
0.0126 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
146,673 |
134,104 |
-12,569 |
-8.6% |
735,534 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1019 |
1.0914 |
|
| R3 |
1.0992 |
1.0965 |
1.0900 |
|
| R2 |
1.0938 |
1.0938 |
1.0895 |
|
| R1 |
1.0912 |
1.0912 |
1.0890 |
1.0898 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0878 |
| S1 |
1.0858 |
1.0858 |
1.0880 |
1.0845 |
| S2 |
1.0831 |
1.0831 |
1.0875 |
|
| S3 |
1.0778 |
1.0805 |
1.0870 |
|
| S4 |
1.0724 |
1.0751 |
1.0856 |
|
|
| 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 |
1.0858 |
0.0178 |
1.6% |
0.0065 |
0.6% |
15% |
False |
True |
167,267 |
| 10 |
1.1036 |
1.0858 |
0.0178 |
1.6% |
0.0067 |
0.6% |
15% |
False |
True |
161,582 |
| 20 |
1.1036 |
1.0634 |
0.0402 |
3.7% |
0.0071 |
0.7% |
62% |
False |
False |
172,978 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
4.0% |
0.0067 |
0.6% |
65% |
False |
False |
173,623 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0071 |
0.7% |
69% |
False |
False |
142,096 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0073 |
0.7% |
69% |
False |
False |
106,800 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.6% |
0.0077 |
0.7% |
75% |
False |
False |
85,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1052 |
|
1.618 |
1.0998 |
|
1.000 |
1.0965 |
|
0.618 |
1.0945 |
|
HIGH |
1.0912 |
|
0.618 |
1.0891 |
|
0.500 |
1.0885 |
|
0.382 |
1.0878 |
|
LOW |
1.0858 |
|
0.618 |
1.0825 |
|
1.000 |
1.0805 |
|
1.618 |
1.0771 |
|
2.618 |
1.0718 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0906 |
| PP |
1.0885 |
1.0899 |
| S1 |
1.0885 |
1.0892 |
|