CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1221 |
0.0105 |
0.9% |
1.0950 |
| High |
1.1228 |
1.1279 |
0.0051 |
0.5% |
1.1228 |
| Low |
1.1114 |
1.1176 |
0.0062 |
0.6% |
1.0941 |
| Close |
1.1221 |
1.1251 |
0.0031 |
0.3% |
1.1221 |
| Range |
0.0114 |
0.0103 |
-0.0011 |
-9.7% |
0.0287 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
1.9% |
0.0000 |
| Volume |
198,552 |
206,695 |
8,143 |
4.1% |
1,055,370 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1499 |
1.1307 |
|
| R3 |
1.1440 |
1.1397 |
1.1279 |
|
| R2 |
1.1338 |
1.1338 |
1.1270 |
|
| R1 |
1.1294 |
1.1294 |
1.1260 |
1.1316 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1246 |
| S1 |
1.1192 |
1.1192 |
1.1242 |
1.1214 |
| S2 |
1.1133 |
1.1133 |
1.1232 |
|
| S3 |
1.1030 |
1.1089 |
1.1223 |
|
| S4 |
1.0928 |
1.0987 |
1.1195 |
|
|
| 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 |
1.1279 |
1.0995 |
0.0284 |
2.5% |
0.0103 |
0.9% |
90% |
True |
False |
225,788 |
| 10 |
1.1279 |
1.0858 |
0.0421 |
3.7% |
0.0083 |
0.7% |
93% |
True |
False |
191,599 |
| 20 |
1.1279 |
1.0858 |
0.0421 |
3.7% |
0.0080 |
0.7% |
93% |
True |
False |
189,000 |
| 40 |
1.1279 |
1.0605 |
0.0674 |
6.0% |
0.0073 |
0.7% |
96% |
True |
False |
177,321 |
| 60 |
1.1279 |
1.0548 |
0.0731 |
6.5% |
0.0073 |
0.6% |
96% |
True |
False |
165,844 |
| 80 |
1.1279 |
1.0548 |
0.0731 |
6.5% |
0.0075 |
0.7% |
96% |
True |
False |
124,715 |
| 100 |
1.1279 |
1.0428 |
0.0851 |
7.6% |
0.0080 |
0.7% |
97% |
True |
False |
99,905 |
| 120 |
1.1279 |
1.0428 |
0.0851 |
7.6% |
0.0083 |
0.7% |
97% |
True |
False |
83,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1714 |
|
2.618 |
1.1547 |
|
1.618 |
1.1444 |
|
1.000 |
1.1381 |
|
0.618 |
1.1342 |
|
HIGH |
1.1279 |
|
0.618 |
1.1239 |
|
0.500 |
1.1227 |
|
0.382 |
1.1215 |
|
LOW |
1.1176 |
|
0.618 |
1.1113 |
|
1.000 |
1.1074 |
|
1.618 |
1.1010 |
|
2.618 |
1.0908 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1229 |
| PP |
1.1235 |
1.1207 |
| S1 |
1.1227 |
1.1185 |
|