CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0950 |
0.0071 |
0.6% |
1.1036 |
| High |
1.0953 |
1.1008 |
0.0055 |
0.5% |
1.1036 |
| Low |
1.0874 |
1.0941 |
0.0067 |
0.6% |
1.0858 |
| Close |
1.0942 |
1.0996 |
0.0054 |
0.5% |
1.0942 |
| Range |
0.0079 |
0.0068 |
-0.0012 |
-14.6% |
0.0178 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
175,113 |
133,125 |
-41,988 |
-24.0% |
831,271 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1157 |
1.1033 |
|
| R3 |
1.1116 |
1.1090 |
1.1014 |
|
| R2 |
1.1049 |
1.1049 |
1.1008 |
|
| R1 |
1.1022 |
1.1022 |
1.1002 |
1.1036 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0988 |
| S1 |
1.0955 |
1.0955 |
1.0989 |
1.0968 |
| S2 |
1.0914 |
1.0914 |
1.0983 |
|
| S3 |
1.0846 |
1.0887 |
1.0977 |
|
| S4 |
1.0779 |
1.0820 |
1.0958 |
|
|
| 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 |
1.1008 |
1.0858 |
0.0150 |
1.4% |
0.0063 |
0.6% |
92% |
True |
False |
157,410 |
| 10 |
1.1036 |
1.0858 |
0.0178 |
1.6% |
0.0068 |
0.6% |
77% |
False |
False |
163,025 |
| 20 |
1.1036 |
1.0669 |
0.0367 |
3.3% |
0.0071 |
0.6% |
89% |
False |
False |
177,057 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
3.9% |
0.0068 |
0.6% |
91% |
False |
False |
171,259 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.4% |
0.0071 |
0.6% |
92% |
False |
False |
147,185 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.4% |
0.0073 |
0.7% |
92% |
False |
False |
110,639 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.5% |
0.0077 |
0.7% |
93% |
False |
False |
88,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1295 |
|
2.618 |
1.1185 |
|
1.618 |
1.1117 |
|
1.000 |
1.1076 |
|
0.618 |
1.1050 |
|
HIGH |
1.1008 |
|
0.618 |
1.0982 |
|
0.500 |
1.0974 |
|
0.382 |
1.0966 |
|
LOW |
1.0941 |
|
0.618 |
1.0899 |
|
1.000 |
1.0873 |
|
1.618 |
1.0831 |
|
2.618 |
1.0764 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0975 |
| PP |
1.0981 |
1.0954 |
| S1 |
1.0974 |
1.0933 |
|