CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1222 |
1.1287 |
0.0065 |
0.6% |
1.1186 |
| High |
1.1294 |
1.1291 |
-0.0003 |
0.0% |
1.1294 |
| Low |
1.1213 |
1.1242 |
0.0029 |
0.3% |
1.1120 |
| Close |
1.1286 |
1.1265 |
-0.0021 |
-0.2% |
1.1286 |
| Range |
0.0082 |
0.0050 |
-0.0032 |
-39.3% |
0.0174 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
180,335 |
111,446 |
-68,889 |
-38.2% |
790,379 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1389 |
1.1292 |
|
| R3 |
1.1365 |
1.1339 |
1.1278 |
|
| R2 |
1.1315 |
1.1315 |
1.1274 |
|
| R1 |
1.1290 |
1.1290 |
1.1269 |
1.1278 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1260 |
| S1 |
1.1240 |
1.1240 |
1.1260 |
1.1228 |
| S2 |
1.1216 |
1.1216 |
1.1255 |
|
| S3 |
1.1167 |
1.1191 |
1.1251 |
|
| S4 |
1.1117 |
1.1141 |
1.1237 |
|
|
| 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% |
0.0074 |
0.7% |
83% |
False |
False |
180,365 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.5% |
0.0075 |
0.7% |
83% |
False |
False |
185,443 |
| 20 |
1.1294 |
1.0858 |
0.0436 |
3.9% |
0.0079 |
0.7% |
93% |
False |
False |
187,053 |
| 40 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0075 |
0.7% |
96% |
False |
False |
179,529 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0073 |
0.7% |
96% |
False |
False |
182,607 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0073 |
0.6% |
96% |
False |
False |
145,187 |
| 100 |
1.1294 |
1.0536 |
0.0759 |
6.7% |
0.0076 |
0.7% |
96% |
False |
False |
116,323 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0080 |
0.7% |
97% |
False |
False |
97,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1501 |
|
2.618 |
1.1421 |
|
1.618 |
1.1371 |
|
1.000 |
1.1341 |
|
0.618 |
1.1322 |
|
HIGH |
1.1291 |
|
0.618 |
1.1272 |
|
0.500 |
1.1266 |
|
0.382 |
1.1260 |
|
LOW |
1.1242 |
|
0.618 |
1.1211 |
|
1.000 |
1.1192 |
|
1.618 |
1.1161 |
|
2.618 |
1.1112 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1260 |
| PP |
1.1266 |
1.1256 |
| S1 |
1.1265 |
1.1252 |
|