CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1208 |
-0.0002 |
0.0% |
1.1287 |
| High |
1.1237 |
1.1229 |
-0.0008 |
-0.1% |
1.1292 |
| Low |
1.1196 |
1.1189 |
-0.0007 |
-0.1% |
1.1171 |
| Close |
1.1212 |
1.1216 |
0.0004 |
0.0% |
1.1202 |
| Range |
0.0041 |
0.0040 |
-0.0001 |
-2.4% |
0.0121 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
170,480 |
196,134 |
25,654 |
15.0% |
962,488 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1313 |
1.1238 |
|
| R3 |
1.1291 |
1.1273 |
1.1227 |
|
| R2 |
1.1251 |
1.1251 |
1.1223 |
|
| R1 |
1.1233 |
1.1233 |
1.1219 |
1.1242 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1215 |
| S1 |
1.1193 |
1.1193 |
1.1212 |
1.1202 |
| S2 |
1.1171 |
1.1171 |
1.1208 |
|
| S3 |
1.1131 |
1.1153 |
1.1205 |
|
| S4 |
1.1091 |
1.1113 |
1.1194 |
|
|
| 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 |
1.1290 |
1.1171 |
0.0119 |
1.1% |
0.0057 |
0.5% |
38% |
False |
False |
212,248 |
| 10 |
1.1294 |
1.1171 |
0.0124 |
1.1% |
0.0060 |
0.5% |
36% |
False |
False |
186,169 |
| 20 |
1.1294 |
1.0995 |
0.0300 |
2.7% |
0.0075 |
0.7% |
74% |
False |
False |
199,716 |
| 40 |
1.1294 |
1.0669 |
0.0625 |
5.6% |
0.0073 |
0.7% |
87% |
False |
False |
188,387 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0070 |
0.6% |
89% |
False |
False |
180,744 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0072 |
0.6% |
89% |
False |
False |
160,318 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0073 |
0.7% |
89% |
False |
False |
128,454 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0077 |
0.7% |
91% |
False |
False |
107,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1333 |
|
1.618 |
1.1293 |
|
1.000 |
1.1269 |
|
0.618 |
1.1253 |
|
HIGH |
1.1229 |
|
0.618 |
1.1213 |
|
0.500 |
1.1209 |
|
0.382 |
1.1204 |
|
LOW |
1.1189 |
|
0.618 |
1.1164 |
|
1.000 |
1.1149 |
|
1.618 |
1.1124 |
|
2.618 |
1.1084 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1212 |
| PP |
1.1211 |
1.1208 |
| S1 |
1.1209 |
1.1204 |
|