CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1186 |
-0.0034 |
-0.3% |
1.1221 |
| High |
1.1246 |
1.1217 |
-0.0030 |
-0.3% |
1.1283 |
| Low |
1.1173 |
1.1120 |
-0.0053 |
-0.5% |
1.1173 |
| Close |
1.1190 |
1.1199 |
0.0010 |
0.1% |
1.1190 |
| Range |
0.0074 |
0.0097 |
0.0023 |
31.3% |
0.0110 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.6% |
0.0000 |
| Volume |
162,243 |
257,785 |
95,542 |
58.9% |
952,608 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1430 |
1.1252 |
|
| R3 |
1.1372 |
1.1334 |
1.1226 |
|
| R2 |
1.1275 |
1.1275 |
1.1217 |
|
| R1 |
1.1237 |
1.1237 |
1.1208 |
1.1256 |
| PP |
1.1179 |
1.1179 |
1.1179 |
1.1188 |
| S1 |
1.1141 |
1.1141 |
1.1190 |
1.1160 |
| S2 |
1.1082 |
1.1082 |
1.1181 |
|
| S3 |
1.0986 |
1.1044 |
1.1172 |
|
| S4 |
1.0889 |
1.0948 |
1.1146 |
|
|
| 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 |
1.1120 |
0.0163 |
1.5% |
0.0075 |
0.7% |
49% |
False |
True |
200,739 |
| 10 |
1.1283 |
1.0995 |
0.0288 |
2.6% |
0.0089 |
0.8% |
71% |
False |
False |
213,263 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0079 |
0.7% |
80% |
False |
False |
188,144 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.1% |
0.0073 |
0.7% |
88% |
False |
False |
178,819 |
| 60 |
1.1283 |
1.0575 |
0.0708 |
6.3% |
0.0073 |
0.6% |
88% |
False |
False |
181,237 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0074 |
0.7% |
89% |
False |
False |
137,199 |
| 100 |
1.1283 |
1.0536 |
0.0747 |
6.7% |
0.0077 |
0.7% |
89% |
False |
False |
109,908 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0081 |
0.7% |
90% |
False |
False |
91,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1469 |
|
1.618 |
1.1373 |
|
1.000 |
1.1313 |
|
0.618 |
1.1276 |
|
HIGH |
1.1217 |
|
0.618 |
1.1180 |
|
0.500 |
1.1168 |
|
0.382 |
1.1157 |
|
LOW |
1.1120 |
|
0.618 |
1.1060 |
|
1.000 |
1.1024 |
|
1.618 |
1.0964 |
|
2.618 |
1.0867 |
|
4.250 |
1.0710 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1189 |
1.1196 |
| PP |
1.1179 |
1.1194 |
| S1 |
1.1168 |
1.1191 |
|