CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1220 |
-0.0007 |
-0.1% |
1.1221 |
| High |
1.1263 |
1.1246 |
-0.0017 |
-0.1% |
1.1283 |
| Low |
1.1205 |
1.1173 |
-0.0033 |
-0.3% |
1.1173 |
| Close |
1.1216 |
1.1190 |
-0.0027 |
-0.2% |
1.1190 |
| Range |
0.0058 |
0.0074 |
0.0016 |
27.8% |
0.0110 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
146,755 |
162,243 |
15,488 |
10.6% |
952,608 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1380 |
1.1230 |
|
| R3 |
1.1350 |
1.1306 |
1.1210 |
|
| R2 |
1.1276 |
1.1276 |
1.1203 |
|
| R1 |
1.1233 |
1.1233 |
1.1196 |
1.1218 |
| PP |
1.1203 |
1.1203 |
1.1203 |
1.1195 |
| S1 |
1.1159 |
1.1159 |
1.1183 |
1.1144 |
| S2 |
1.1129 |
1.1129 |
1.1176 |
|
| S3 |
1.1056 |
1.1086 |
1.1169 |
|
| S4 |
1.0982 |
1.1012 |
1.1149 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1477 |
1.1250 |
|
| R3 |
1.1435 |
1.1367 |
1.1220 |
|
| R2 |
1.1325 |
1.1325 |
1.1210 |
|
| R1 |
1.1257 |
1.1257 |
1.1200 |
1.1236 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1204 |
| S1 |
1.1147 |
1.1147 |
1.1179 |
1.1126 |
| S2 |
1.1105 |
1.1105 |
1.1169 |
|
| S3 |
1.0995 |
1.1037 |
1.1159 |
|
| S4 |
1.0885 |
1.0927 |
1.1129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1283 |
1.1173 |
0.0110 |
1.0% |
0.0076 |
0.7% |
15% |
False |
True |
190,521 |
| 10 |
1.1283 |
1.0941 |
0.0342 |
3.1% |
0.0086 |
0.8% |
73% |
False |
False |
200,797 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0076 |
0.7% |
78% |
False |
False |
178,739 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.1% |
0.0072 |
0.6% |
86% |
False |
False |
176,943 |
| 60 |
1.1283 |
1.0555 |
0.0728 |
6.5% |
0.0073 |
0.7% |
87% |
False |
False |
177,546 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0073 |
0.7% |
87% |
False |
False |
133,986 |
| 100 |
1.1283 |
1.0476 |
0.0807 |
7.2% |
0.0078 |
0.7% |
88% |
False |
False |
107,339 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0083 |
0.7% |
89% |
False |
False |
89,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1438 |
|
1.618 |
1.1365 |
|
1.000 |
1.1320 |
|
0.618 |
1.1291 |
|
HIGH |
1.1246 |
|
0.618 |
1.1218 |
|
0.500 |
1.1209 |
|
0.382 |
1.1201 |
|
LOW |
1.1173 |
|
0.618 |
1.1127 |
|
1.000 |
1.1099 |
|
1.618 |
1.1054 |
|
2.618 |
1.0980 |
|
4.250 |
1.0860 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1218 |
| PP |
1.1203 |
1.1208 |
| S1 |
1.1196 |
1.1199 |
|