CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1183 |
0.0083 |
0.7% |
1.1036 |
| High |
1.1180 |
1.1188 |
0.0008 |
0.1% |
1.1036 |
| Low |
1.1098 |
1.1092 |
-0.0006 |
-0.1% |
1.0858 |
| Close |
1.1166 |
1.1120 |
-0.0046 |
-0.4% |
1.0942 |
| Range |
0.0083 |
0.0097 |
0.0014 |
17.0% |
0.0178 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
241,181 |
253,933 |
12,752 |
5.3% |
831,271 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1368 |
1.1173 |
|
| R3 |
1.1326 |
1.1271 |
1.1147 |
|
| R2 |
1.1230 |
1.1230 |
1.1138 |
|
| R1 |
1.1175 |
1.1175 |
1.1129 |
1.1154 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1123 |
| S1 |
1.1078 |
1.1078 |
1.1111 |
1.1058 |
| S2 |
1.1037 |
1.1037 |
1.1102 |
|
| S3 |
1.0940 |
1.0982 |
1.1093 |
|
| S4 |
1.0844 |
1.0885 |
1.1067 |
|
|
| 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 |
1.1188 |
1.0874 |
0.0314 |
2.8% |
0.0089 |
0.8% |
78% |
True |
False |
206,386 |
| 10 |
1.1188 |
1.0858 |
0.0330 |
3.0% |
0.0077 |
0.7% |
79% |
True |
False |
186,826 |
| 20 |
1.1188 |
1.0712 |
0.0477 |
4.3% |
0.0076 |
0.7% |
86% |
True |
False |
189,539 |
| 40 |
1.1188 |
1.0605 |
0.0584 |
5.2% |
0.0070 |
0.6% |
88% |
True |
False |
174,912 |
| 60 |
1.1188 |
1.0548 |
0.0641 |
5.8% |
0.0071 |
0.6% |
89% |
True |
False |
159,159 |
| 80 |
1.1188 |
1.0548 |
0.0641 |
5.8% |
0.0074 |
0.7% |
89% |
True |
False |
119,667 |
| 100 |
1.1188 |
1.0428 |
0.0761 |
6.8% |
0.0078 |
0.7% |
91% |
True |
False |
95,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1441 |
|
1.618 |
1.1344 |
|
1.000 |
1.1285 |
|
0.618 |
1.1248 |
|
HIGH |
1.1188 |
|
0.618 |
1.1151 |
|
0.500 |
1.1140 |
|
0.382 |
1.1128 |
|
LOW |
1.1092 |
|
0.618 |
1.1032 |
|
1.000 |
1.0995 |
|
1.618 |
1.0935 |
|
2.618 |
1.0839 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1110 |
| PP |
1.1133 |
1.1101 |
| S1 |
1.1127 |
1.1091 |
|