CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0880 |
-0.0007 |
-0.1% |
1.1036 |
| High |
1.0912 |
1.0953 |
0.0042 |
0.4% |
1.1036 |
| Low |
1.0858 |
1.0874 |
0.0016 |
0.1% |
1.0858 |
| Close |
1.0885 |
1.0942 |
0.0057 |
0.5% |
1.0942 |
| Range |
0.0054 |
0.0079 |
0.0026 |
47.7% |
0.0178 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
134,104 |
175,113 |
41,009 |
30.6% |
831,271 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1130 |
1.0985 |
|
| R3 |
1.1081 |
1.1051 |
1.0964 |
|
| R2 |
1.1002 |
1.1002 |
1.0956 |
|
| R1 |
1.0972 |
1.0972 |
1.0949 |
1.0987 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0931 |
| S1 |
1.0893 |
1.0893 |
1.0935 |
1.0908 |
| S2 |
1.0844 |
1.0844 |
1.0928 |
|
| S3 |
1.0765 |
1.0814 |
1.0920 |
|
| S4 |
1.0686 |
1.0735 |
1.0899 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1389 |
1.1040 |
|
| R3 |
1.1301 |
1.1211 |
1.0991 |
|
| R2 |
1.1123 |
1.1123 |
1.0975 |
|
| R1 |
1.1033 |
1.1033 |
1.0958 |
1.0989 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0924 |
| S1 |
1.0855 |
1.0855 |
1.0926 |
1.0811 |
| S2 |
1.0767 |
1.0767 |
1.0909 |
|
| S3 |
1.0589 |
1.0677 |
1.0893 |
|
| S4 |
1.0411 |
1.0499 |
1.0844 |
|
|
| 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% |
0.0069 |
0.6% |
47% |
False |
False |
166,254 |
| 10 |
1.1036 |
1.0858 |
0.0178 |
1.6% |
0.0065 |
0.6% |
47% |
False |
False |
156,680 |
| 20 |
1.1036 |
1.0634 |
0.0402 |
3.7% |
0.0071 |
0.7% |
77% |
False |
False |
174,402 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
3.9% |
0.0068 |
0.6% |
78% |
False |
False |
172,638 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0071 |
0.6% |
81% |
False |
False |
144,991 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0073 |
0.7% |
81% |
False |
False |
108,982 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.6% |
0.0078 |
0.7% |
85% |
False |
False |
87,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.1160 |
|
1.618 |
1.1081 |
|
1.000 |
1.1032 |
|
0.618 |
1.1002 |
|
HIGH |
1.0953 |
|
0.618 |
1.0923 |
|
0.500 |
1.0914 |
|
0.382 |
1.0904 |
|
LOW |
1.0874 |
|
0.618 |
1.0825 |
|
1.000 |
1.0795 |
|
1.618 |
1.0746 |
|
2.618 |
1.0667 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0930 |
| PP |
1.0923 |
1.0918 |
| S1 |
1.0914 |
1.0906 |
|