CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1208 |
-0.0056 |
-0.5% |
1.1287 |
| High |
1.1274 |
1.1220 |
-0.0054 |
-0.5% |
1.1292 |
| Low |
1.1200 |
1.1171 |
-0.0029 |
-0.3% |
1.1171 |
| Close |
1.1228 |
1.1202 |
-0.0026 |
-0.2% |
1.1202 |
| Range |
0.0075 |
0.0050 |
-0.0025 |
-33.6% |
0.0121 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
234,545 |
197,853 |
-36,692 |
-15.6% |
962,488 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1324 |
1.1229 |
|
| R3 |
1.1297 |
1.1274 |
1.1216 |
|
| R2 |
1.1247 |
1.1247 |
1.1211 |
|
| R1 |
1.1225 |
1.1225 |
1.1207 |
1.1211 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1191 |
| S1 |
1.1175 |
1.1175 |
1.1197 |
1.1162 |
| S2 |
1.1148 |
1.1148 |
1.1193 |
|
| S3 |
1.1099 |
1.1126 |
1.1188 |
|
| S4 |
1.1049 |
1.1076 |
1.1175 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1514 |
1.1269 |
|
| R3 |
1.1463 |
1.1393 |
1.1235 |
|
| R2 |
1.1342 |
1.1342 |
1.1224 |
|
| R1 |
1.1272 |
1.1272 |
1.1213 |
1.1247 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1209 |
| S1 |
1.1151 |
1.1151 |
1.1191 |
1.1126 |
| S2 |
1.1100 |
1.1100 |
1.1180 |
|
| S3 |
1.0979 |
1.1030 |
1.1169 |
|
| S4 |
1.0858 |
1.0909 |
1.1135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.1171 |
0.0121 |
1.1% |
0.0060 |
0.5% |
26% |
False |
True |
192,497 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.6% |
0.0069 |
0.6% |
47% |
False |
False |
191,511 |
| 20 |
1.1294 |
1.0874 |
0.0420 |
3.7% |
0.0078 |
0.7% |
78% |
False |
False |
196,797 |
| 40 |
1.1294 |
1.0634 |
0.0660 |
5.9% |
0.0074 |
0.7% |
86% |
False |
False |
184,888 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.2% |
0.0071 |
0.6% |
87% |
False |
False |
181,348 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0073 |
0.6% |
88% |
False |
False |
155,771 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0074 |
0.7% |
88% |
False |
False |
124,799 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0078 |
0.7% |
89% |
False |
False |
104,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1430 |
|
2.618 |
1.1350 |
|
1.618 |
1.1300 |
|
1.000 |
1.1270 |
|
0.618 |
1.1251 |
|
HIGH |
1.1220 |
|
0.618 |
1.1201 |
|
0.500 |
1.1195 |
|
0.382 |
1.1189 |
|
LOW |
1.1171 |
|
0.618 |
1.1140 |
|
1.000 |
1.1121 |
|
1.618 |
1.1090 |
|
2.618 |
1.1041 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1230 |
| PP |
1.1198 |
1.1221 |
| S1 |
1.1195 |
1.1211 |
|