CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1287 |
1.1263 |
-0.0024 |
-0.2% |
1.1186 |
| High |
1.1291 |
1.1292 |
0.0001 |
0.0% |
1.1294 |
| Low |
1.1242 |
1.1247 |
0.0006 |
0.0% |
1.1120 |
| Close |
1.1265 |
1.1276 |
0.0011 |
0.1% |
1.1286 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-10.1% |
0.0174 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
111,446 |
156,412 |
44,966 |
40.3% |
790,379 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1385 |
1.1300 |
|
| R3 |
1.1360 |
1.1340 |
1.1288 |
|
| R2 |
1.1316 |
1.1316 |
1.1284 |
|
| R1 |
1.1296 |
1.1296 |
1.1280 |
1.1306 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1276 |
| S1 |
1.1251 |
1.1251 |
1.1271 |
1.1261 |
| S2 |
1.1227 |
1.1227 |
1.1267 |
|
| S3 |
1.1182 |
1.1207 |
1.1263 |
|
| S4 |
1.1138 |
1.1162 |
1.1251 |
|
|
| 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 |
1.1174 |
0.0120 |
1.1% |
0.0064 |
0.6% |
85% |
False |
False |
160,090 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.5% |
0.0069 |
0.6% |
89% |
False |
False |
180,415 |
| 20 |
1.1294 |
1.0858 |
0.0436 |
3.9% |
0.0076 |
0.7% |
96% |
False |
False |
186,007 |
| 40 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0074 |
0.7% |
97% |
False |
False |
178,334 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0072 |
0.6% |
97% |
False |
False |
179,111 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0073 |
0.6% |
98% |
False |
False |
147,130 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0075 |
0.7% |
98% |
False |
False |
117,877 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0079 |
0.7% |
98% |
False |
False |
98,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1408 |
|
1.618 |
1.1364 |
|
1.000 |
1.1336 |
|
0.618 |
1.1319 |
|
HIGH |
1.1292 |
|
0.618 |
1.1275 |
|
0.500 |
1.1269 |
|
0.382 |
1.1264 |
|
LOW |
1.1247 |
|
0.618 |
1.1219 |
|
1.000 |
1.1203 |
|
1.618 |
1.1175 |
|
2.618 |
1.1130 |
|
4.250 |
1.1058 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1273 |
1.1268 |
| PP |
1.1271 |
1.1261 |
| S1 |
1.1269 |
1.1253 |
|