CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1275 |
-0.0028 |
-0.2% |
1.1242 |
| High |
1.1320 |
1.1347 |
0.0027 |
0.2% |
1.1347 |
| Low |
1.1264 |
1.1267 |
0.0004 |
0.0% |
1.1175 |
| Close |
1.1278 |
1.1340 |
0.0062 |
0.5% |
1.1340 |
| Range |
0.0057 |
0.0080 |
0.0023 |
40.7% |
0.0172 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,174 |
5,498 |
2,324 |
73.2% |
20,031 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1527 |
1.1383 |
|
| R3 |
1.1477 |
1.1448 |
1.1361 |
|
| R2 |
1.1397 |
1.1397 |
1.1354 |
|
| R1 |
1.1368 |
1.1368 |
1.1347 |
1.1383 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1325 |
| S1 |
1.1289 |
1.1289 |
1.1332 |
1.1303 |
| S2 |
1.1238 |
1.1238 |
1.1325 |
|
| S3 |
1.1159 |
1.1209 |
1.1318 |
|
| S4 |
1.1079 |
1.1130 |
1.1296 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1742 |
1.1434 |
|
| R3 |
1.1630 |
1.1571 |
1.1387 |
|
| R2 |
1.1459 |
1.1459 |
1.1371 |
|
| R1 |
1.1399 |
1.1399 |
1.1355 |
1.1429 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1302 |
| S1 |
1.1228 |
1.1228 |
1.1324 |
1.1257 |
| S2 |
1.1116 |
1.1116 |
1.1308 |
|
| S3 |
1.0944 |
1.1056 |
1.1292 |
|
| S4 |
1.0773 |
1.0885 |
1.1245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0078 |
0.7% |
96% |
True |
False |
4,710 |
| 10 |
1.1347 |
1.1168 |
0.0179 |
1.6% |
0.0080 |
0.7% |
96% |
True |
False |
3,521 |
| 20 |
1.1347 |
1.0910 |
0.0437 |
3.8% |
0.0078 |
0.7% |
98% |
True |
False |
2,490 |
| 40 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0074 |
0.6% |
99% |
True |
False |
1,525 |
| 60 |
1.1347 |
1.0630 |
0.0717 |
6.3% |
0.0072 |
0.6% |
99% |
True |
False |
1,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1555 |
|
1.618 |
1.1475 |
|
1.000 |
1.1426 |
|
0.618 |
1.1396 |
|
HIGH |
1.1347 |
|
0.618 |
1.1316 |
|
0.500 |
1.1307 |
|
0.382 |
1.1297 |
|
LOW |
1.1267 |
|
0.618 |
1.1218 |
|
1.000 |
1.1188 |
|
1.618 |
1.1138 |
|
2.618 |
1.1059 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1322 |
| PP |
1.1318 |
1.1305 |
| S1 |
1.1307 |
1.1288 |
|