CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1219 |
1.1146 |
-0.0073 |
-0.6% |
1.1209 |
| High |
1.1230 |
1.1203 |
-0.0027 |
-0.2% |
1.1299 |
| Low |
1.1133 |
1.1139 |
0.0006 |
0.0% |
1.1133 |
| Close |
1.1154 |
1.1194 |
0.0040 |
0.4% |
1.1194 |
| Range |
0.0097 |
0.0064 |
-0.0033 |
-33.7% |
0.0166 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
238,047 |
66,378 |
-171,669 |
-72.1% |
1,166,326 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1346 |
1.1229 |
|
| R3 |
1.1306 |
1.1282 |
1.1212 |
|
| R2 |
1.1242 |
1.1242 |
1.1206 |
|
| R1 |
1.1218 |
1.1218 |
1.1200 |
1.1230 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1184 |
| S1 |
1.1154 |
1.1154 |
1.1188 |
1.1166 |
| S2 |
1.1114 |
1.1114 |
1.1182 |
|
| S3 |
1.1050 |
1.1090 |
1.1176 |
|
| S4 |
1.0986 |
1.1026 |
1.1159 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1616 |
1.1285 |
|
| R3 |
1.1541 |
1.1450 |
1.1240 |
|
| R2 |
1.1375 |
1.1375 |
1.1224 |
|
| R1 |
1.1284 |
1.1284 |
1.1209 |
1.1247 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1190 |
| S1 |
1.1118 |
1.1118 |
1.1179 |
1.1081 |
| S2 |
1.1043 |
1.1043 |
1.1164 |
|
| S3 |
1.0877 |
1.0952 |
1.1148 |
|
| S4 |
1.0711 |
1.0786 |
1.1103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1299 |
1.1133 |
0.0166 |
1.5% |
0.0069 |
0.6% |
37% |
False |
False |
233,265 |
| 10 |
1.1299 |
1.1133 |
0.0166 |
1.5% |
0.0064 |
0.6% |
37% |
False |
False |
212,881 |
| 20 |
1.1299 |
1.1114 |
0.0185 |
1.7% |
0.0073 |
0.7% |
43% |
False |
False |
203,517 |
| 40 |
1.1299 |
1.0712 |
0.0588 |
5.2% |
0.0075 |
0.7% |
82% |
False |
False |
196,528 |
| 60 |
1.1299 |
1.0605 |
0.0695 |
6.2% |
0.0071 |
0.6% |
85% |
False |
False |
184,447 |
| 80 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0072 |
0.6% |
86% |
False |
False |
170,249 |
| 100 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0074 |
0.7% |
86% |
False |
False |
136,437 |
| 120 |
1.1299 |
1.0428 |
0.0872 |
7.8% |
0.0077 |
0.7% |
88% |
False |
False |
113,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1370 |
|
1.618 |
1.1306 |
|
1.000 |
1.1267 |
|
0.618 |
1.1242 |
|
HIGH |
1.1203 |
|
0.618 |
1.1178 |
|
0.500 |
1.1171 |
|
0.382 |
1.1163 |
|
LOW |
1.1139 |
|
0.618 |
1.1099 |
|
1.000 |
1.1075 |
|
1.618 |
1.1035 |
|
2.618 |
1.0971 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1216 |
| PP |
1.1178 |
1.1209 |
| S1 |
1.1171 |
1.1201 |
|