CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1242 |
-0.0035 |
-0.3% |
1.1274 |
| High |
1.1300 |
1.1270 |
-0.0030 |
-0.3% |
1.1336 |
| Low |
1.1228 |
1.1175 |
-0.0053 |
-0.5% |
1.1228 |
| Close |
1.1244 |
1.1253 |
0.0009 |
0.1% |
1.1244 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0108 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.6% |
0.0000 |
| Volume |
3,520 |
5,652 |
2,132 |
60.6% |
13,679 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1480 |
1.1305 |
|
| R3 |
1.1423 |
1.1385 |
1.1279 |
|
| R2 |
1.1328 |
1.1328 |
1.1270 |
|
| R1 |
1.1290 |
1.1290 |
1.1262 |
1.1309 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1242 |
| S1 |
1.1195 |
1.1195 |
1.1244 |
1.1214 |
| S2 |
1.1138 |
1.1138 |
1.1236 |
|
| S3 |
1.1043 |
1.1100 |
1.1227 |
|
| S4 |
1.0948 |
1.1005 |
1.1201 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1527 |
1.1303 |
|
| R3 |
1.1485 |
1.1419 |
1.1274 |
|
| R2 |
1.1377 |
1.1377 |
1.1264 |
|
| R1 |
1.1311 |
1.1311 |
1.1254 |
1.1290 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1259 |
| S1 |
1.1203 |
1.1203 |
1.1234 |
1.1182 |
| S2 |
1.1161 |
1.1161 |
1.1224 |
|
| S3 |
1.1053 |
1.1095 |
1.1214 |
|
| S4 |
1.0945 |
1.0987 |
1.1185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1336 |
1.1175 |
0.0161 |
1.4% |
0.0073 |
0.7% |
49% |
False |
True |
3,394 |
| 10 |
1.1336 |
1.1048 |
0.0288 |
2.6% |
0.0087 |
0.8% |
71% |
False |
False |
2,854 |
| 20 |
1.1336 |
1.0910 |
0.0426 |
3.8% |
0.0077 |
0.7% |
81% |
False |
False |
1,873 |
| 40 |
1.1336 |
1.0656 |
0.0680 |
6.0% |
0.0071 |
0.6% |
88% |
False |
False |
1,196 |
| 60 |
1.1336 |
1.0630 |
0.0706 |
6.3% |
0.0070 |
0.6% |
88% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1674 |
|
2.618 |
1.1519 |
|
1.618 |
1.1424 |
|
1.000 |
1.1365 |
|
0.618 |
1.1329 |
|
HIGH |
1.1270 |
|
0.618 |
1.1234 |
|
0.500 |
1.1223 |
|
0.382 |
1.1211 |
|
LOW |
1.1175 |
|
0.618 |
1.1116 |
|
1.000 |
1.1080 |
|
1.618 |
1.1021 |
|
2.618 |
1.0926 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1251 |
| PP |
1.1233 |
1.1248 |
| S1 |
1.1223 |
1.1246 |
|