CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1222 |
-0.0029 |
-0.3% |
1.1186 |
| High |
1.1266 |
1.1294 |
0.0029 |
0.3% |
1.1294 |
| Low |
1.1210 |
1.1213 |
0.0003 |
0.0% |
1.1120 |
| Close |
1.1224 |
1.1286 |
0.0062 |
0.6% |
1.1286 |
| Range |
0.0056 |
0.0082 |
0.0026 |
45.5% |
0.0174 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
140,453 |
180,335 |
39,882 |
28.4% |
790,379 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1479 |
1.1330 |
|
| R3 |
1.1427 |
1.1397 |
1.1308 |
|
| R2 |
1.1346 |
1.1346 |
1.1300 |
|
| R1 |
1.1316 |
1.1316 |
1.1293 |
1.1331 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1272 |
| S1 |
1.1234 |
1.1234 |
1.1278 |
1.1249 |
| S2 |
1.1183 |
1.1183 |
1.1271 |
|
| S3 |
1.1101 |
1.1153 |
1.1263 |
|
| S4 |
1.1020 |
1.1071 |
1.1241 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1694 |
1.1381 |
|
| R3 |
1.1581 |
1.1520 |
1.1333 |
|
| R2 |
1.1407 |
1.1407 |
1.1317 |
|
| R1 |
1.1346 |
1.1346 |
1.1301 |
1.1377 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1248 |
| S1 |
1.1172 |
1.1172 |
1.1270 |
1.1203 |
| S2 |
1.1059 |
1.1059 |
1.1254 |
|
| S3 |
1.0885 |
1.0998 |
1.1238 |
|
| S4 |
1.0711 |
1.0824 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1294 |
1.1120 |
0.0174 |
1.5% |
0.0079 |
0.7% |
95% |
True |
False |
190,524 |
| 10 |
1.1294 |
1.1114 |
0.0180 |
1.6% |
0.0082 |
0.7% |
95% |
True |
False |
194,153 |
| 20 |
1.1294 |
1.0858 |
0.0436 |
3.9% |
0.0079 |
0.7% |
98% |
True |
False |
190,490 |
| 40 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0075 |
0.7% |
99% |
True |
False |
180,325 |
| 60 |
1.1294 |
1.0575 |
0.0719 |
6.4% |
0.0074 |
0.7% |
99% |
True |
False |
184,692 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0073 |
0.6% |
99% |
True |
False |
143,815 |
| 100 |
1.1294 |
1.0536 |
0.0759 |
6.7% |
0.0077 |
0.7% |
99% |
True |
False |
115,213 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0080 |
0.7% |
99% |
True |
False |
96,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1507 |
|
1.618 |
1.1426 |
|
1.000 |
1.1376 |
|
0.618 |
1.1344 |
|
HIGH |
1.1294 |
|
0.618 |
1.1263 |
|
0.500 |
1.1253 |
|
0.382 |
1.1244 |
|
LOW |
1.1213 |
|
0.618 |
1.1162 |
|
1.000 |
1.1131 |
|
1.618 |
1.1081 |
|
2.618 |
1.0999 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1268 |
| PP |
1.1264 |
1.1251 |
| S1 |
1.1253 |
1.1234 |
|