CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1321 |
-0.0018 |
-0.2% |
1.1242 |
| High |
1.1345 |
1.1345 |
0.0001 |
0.0% |
1.1347 |
| Low |
1.1295 |
1.1302 |
0.0007 |
0.1% |
1.1175 |
| Close |
1.1319 |
1.1330 |
0.0011 |
0.1% |
1.1340 |
| Range |
0.0050 |
0.0043 |
-0.0007 |
-13.1% |
0.0172 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4,185 |
23,793 |
19,608 |
468.5% |
20,031 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1455 |
1.1435 |
1.1353 |
|
| R3 |
1.1412 |
1.1392 |
1.1341 |
|
| R2 |
1.1369 |
1.1369 |
1.1337 |
|
| R1 |
1.1349 |
1.1349 |
1.1333 |
1.1359 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1330 |
| S1 |
1.1306 |
1.1306 |
1.1326 |
1.1316 |
| S2 |
1.1283 |
1.1283 |
1.1322 |
|
| S3 |
1.1240 |
1.1263 |
1.1318 |
|
| S4 |
1.1197 |
1.1220 |
1.1306 |
|
|
| 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 |
1.1229 |
0.0118 |
1.0% |
0.0063 |
0.6% |
86% |
False |
False |
8,471 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0068 |
0.6% |
90% |
False |
False |
5,932 |
| 20 |
1.1347 |
1.0910 |
0.0437 |
3.9% |
0.0075 |
0.7% |
96% |
False |
False |
3,780 |
| 40 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0072 |
0.6% |
98% |
False |
False |
2,213 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0070 |
0.6% |
98% |
False |
False |
1,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1458 |
|
1.618 |
1.1415 |
|
1.000 |
1.1388 |
|
0.618 |
1.1372 |
|
HIGH |
1.1345 |
|
0.618 |
1.1329 |
|
0.500 |
1.1324 |
|
0.382 |
1.1318 |
|
LOW |
1.1302 |
|
0.618 |
1.1275 |
|
1.000 |
1.1259 |
|
1.618 |
1.1232 |
|
2.618 |
1.1189 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1322 |
| PP |
1.1326 |
1.1314 |
| S1 |
1.1324 |
1.1307 |
|