CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1253 |
0.0033 |
0.3% |
1.0950 |
| High |
1.1279 |
1.1283 |
0.0004 |
0.0% |
1.1228 |
| Low |
1.1176 |
1.1190 |
0.0014 |
0.1% |
1.0941 |
| Close |
1.1251 |
1.1199 |
-0.0053 |
-0.5% |
1.1221 |
| Range |
0.0103 |
0.0093 |
-0.0010 |
-9.3% |
0.0287 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
206,695 |
243,344 |
36,649 |
17.7% |
1,055,370 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1444 |
1.1250 |
|
| R3 |
1.1410 |
1.1351 |
1.1224 |
|
| R2 |
1.1317 |
1.1317 |
1.1216 |
|
| R1 |
1.1258 |
1.1258 |
1.1207 |
1.1241 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1215 |
| S1 |
1.1165 |
1.1165 |
1.1190 |
1.1148 |
| S2 |
1.1131 |
1.1131 |
1.1181 |
|
| S3 |
1.1038 |
1.1072 |
1.1173 |
|
| S4 |
1.0945 |
1.0979 |
1.1147 |
|
|
| 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 |
1.1283 |
1.1092 |
0.0191 |
1.7% |
0.0098 |
0.9% |
56% |
True |
False |
228,741 |
| 10 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0085 |
0.8% |
80% |
True |
False |
196,129 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0080 |
0.7% |
80% |
True |
False |
189,255 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.1% |
0.0074 |
0.7% |
88% |
True |
False |
178,606 |
| 60 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0073 |
0.7% |
89% |
True |
False |
169,792 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0075 |
0.7% |
89% |
True |
False |
127,743 |
| 100 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0080 |
0.7% |
90% |
True |
False |
102,337 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0083 |
0.7% |
90% |
True |
False |
85,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1678 |
|
2.618 |
1.1526 |
|
1.618 |
1.1433 |
|
1.000 |
1.1376 |
|
0.618 |
1.1340 |
|
HIGH |
1.1283 |
|
0.618 |
1.1247 |
|
0.500 |
1.1236 |
|
0.382 |
1.1225 |
|
LOW |
1.1190 |
|
0.618 |
1.1132 |
|
1.000 |
1.1097 |
|
1.618 |
1.1039 |
|
2.618 |
1.0946 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1198 |
| PP |
1.1224 |
1.1198 |
| S1 |
1.1211 |
1.1198 |
|