CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1116 |
-0.0067 |
-0.6% |
1.0950 |
| High |
1.1188 |
1.1228 |
0.0040 |
0.4% |
1.1228 |
| Low |
1.1092 |
1.1114 |
0.0023 |
0.2% |
1.0941 |
| Close |
1.1120 |
1.1221 |
0.0101 |
0.9% |
1.1221 |
| Range |
0.0097 |
0.0114 |
0.0017 |
17.6% |
0.0287 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.2% |
0.0000 |
| Volume |
253,933 |
198,552 |
-55,381 |
-21.8% |
1,055,370 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1528 |
1.1488 |
1.1283 |
|
| R3 |
1.1414 |
1.1374 |
1.1252 |
|
| R2 |
1.1301 |
1.1301 |
1.1241 |
|
| R1 |
1.1261 |
1.1261 |
1.1231 |
1.1281 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1197 |
| S1 |
1.1147 |
1.1147 |
1.1210 |
1.1167 |
| S2 |
1.1074 |
1.1074 |
1.1200 |
|
| S3 |
1.0960 |
1.1034 |
1.1189 |
|
| S4 |
1.0847 |
1.0920 |
1.1158 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1893 |
1.1378 |
|
| R3 |
1.1704 |
1.1606 |
1.1299 |
|
| R2 |
1.1417 |
1.1417 |
1.1273 |
|
| R1 |
1.1319 |
1.1319 |
1.1247 |
1.1368 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1154 |
| S1 |
1.1032 |
1.1032 |
1.1194 |
1.1081 |
| S2 |
1.0843 |
1.0843 |
1.1168 |
|
| S3 |
1.0556 |
1.0745 |
1.1142 |
|
| S4 |
1.0269 |
1.0458 |
1.1063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1228 |
1.0941 |
0.0287 |
2.6% |
0.0096 |
0.9% |
98% |
True |
False |
211,074 |
| 10 |
1.1228 |
1.0858 |
0.0370 |
3.3% |
0.0083 |
0.7% |
98% |
True |
False |
188,664 |
| 20 |
1.1228 |
1.0849 |
0.0379 |
3.4% |
0.0079 |
0.7% |
98% |
True |
False |
191,520 |
| 40 |
1.1228 |
1.0605 |
0.0623 |
5.6% |
0.0072 |
0.6% |
99% |
True |
False |
175,934 |
| 60 |
1.1228 |
1.0548 |
0.0680 |
6.1% |
0.0072 |
0.6% |
99% |
True |
False |
162,431 |
| 80 |
1.1228 |
1.0548 |
0.0680 |
6.1% |
0.0075 |
0.7% |
99% |
True |
False |
122,143 |
| 100 |
1.1228 |
1.0428 |
0.0800 |
7.1% |
0.0079 |
0.7% |
99% |
True |
False |
97,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1710 |
|
2.618 |
1.1525 |
|
1.618 |
1.1411 |
|
1.000 |
1.1341 |
|
0.618 |
1.1298 |
|
HIGH |
1.1228 |
|
0.618 |
1.1184 |
|
0.500 |
1.1171 |
|
0.382 |
1.1157 |
|
LOW |
1.1114 |
|
0.618 |
1.1044 |
|
1.000 |
1.1001 |
|
1.618 |
1.0930 |
|
2.618 |
1.0817 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1204 |
1.1200 |
| PP |
1.1187 |
1.1180 |
| S1 |
1.1171 |
1.1160 |
|