CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1186 |
1.1194 |
0.0008 |
0.1% |
1.1221 |
| High |
1.1217 |
1.1263 |
0.0046 |
0.4% |
1.1283 |
| Low |
1.1120 |
1.1174 |
0.0054 |
0.5% |
1.1173 |
| Close |
1.1199 |
1.1256 |
0.0057 |
0.5% |
1.1190 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.3% |
0.0110 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.7% |
0.0000 |
| Volume |
257,785 |
211,806 |
-45,979 |
-17.8% |
952,608 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1465 |
1.1305 |
|
| R3 |
1.1408 |
1.1376 |
1.1280 |
|
| R2 |
1.1319 |
1.1319 |
1.1272 |
|
| R1 |
1.1288 |
1.1288 |
1.1264 |
1.1304 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1239 |
| S1 |
1.1199 |
1.1199 |
1.1248 |
1.1215 |
| S2 |
1.1142 |
1.1142 |
1.1240 |
|
| S3 |
1.1054 |
1.1111 |
1.1232 |
|
| S4 |
1.0965 |
1.1022 |
1.1207 |
|
|
| 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 |
1.1263 |
1.1120 |
0.0143 |
1.3% |
0.0074 |
0.7% |
95% |
True |
False |
194,432 |
| 10 |
1.1283 |
1.1092 |
0.0191 |
1.7% |
0.0086 |
0.8% |
86% |
False |
False |
211,586 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0081 |
0.7% |
94% |
False |
False |
192,510 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.0% |
0.0074 |
0.7% |
96% |
False |
False |
180,444 |
| 60 |
1.1283 |
1.0575 |
0.0708 |
6.3% |
0.0073 |
0.6% |
96% |
False |
False |
183,884 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.5% |
0.0074 |
0.7% |
96% |
False |
False |
139,831 |
| 100 |
1.1283 |
1.0536 |
0.0747 |
6.6% |
0.0077 |
0.7% |
96% |
False |
False |
112,016 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0081 |
0.7% |
97% |
False |
False |
93,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1639 |
|
2.618 |
1.1494 |
|
1.618 |
1.1406 |
|
1.000 |
1.1351 |
|
0.618 |
1.1317 |
|
HIGH |
1.1263 |
|
0.618 |
1.1229 |
|
0.500 |
1.1218 |
|
0.382 |
1.1208 |
|
LOW |
1.1174 |
|
0.618 |
1.1119 |
|
1.000 |
1.1086 |
|
1.618 |
1.1031 |
|
2.618 |
1.0942 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1234 |
| PP |
1.1231 |
1.1213 |
| S1 |
1.1218 |
1.1191 |
|