CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0704 |
0.0006 |
0.1% |
1.0873 |
| High |
1.0719 |
1.0714 |
-0.0005 |
0.0% |
1.0949 |
| Low |
1.0680 |
1.0673 |
-0.0007 |
-0.1% |
1.0689 |
| Close |
1.0705 |
1.0706 |
0.0001 |
0.0% |
1.0722 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0260 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
146,787 |
140,948 |
-5,839 |
-4.0% |
943,809 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0804 |
1.0728 |
|
| R3 |
1.0780 |
1.0763 |
1.0717 |
|
| R2 |
1.0739 |
1.0739 |
1.0713 |
|
| R1 |
1.0722 |
1.0722 |
1.0709 |
1.0730 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0702 |
| S1 |
1.0681 |
1.0681 |
1.0702 |
1.0689 |
| S2 |
1.0657 |
1.0657 |
1.0698 |
|
| S3 |
1.0616 |
1.0640 |
1.0694 |
|
| S4 |
1.0575 |
1.0599 |
1.0683 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1404 |
1.0865 |
|
| R3 |
1.1307 |
1.1144 |
1.0794 |
|
| R2 |
1.1047 |
1.1047 |
1.0770 |
|
| R1 |
1.0884 |
1.0884 |
1.0746 |
1.0836 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0762 |
| S1 |
1.0624 |
1.0624 |
1.0698 |
1.0576 |
| S2 |
1.0527 |
1.0527 |
1.0674 |
|
| S3 |
1.0267 |
1.0364 |
1.0651 |
|
| S4 |
1.0007 |
1.0104 |
1.0579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0673 |
0.0196 |
1.8% |
0.0063 |
0.6% |
17% |
False |
True |
174,474 |
| 10 |
1.0949 |
1.0673 |
0.0276 |
2.6% |
0.0061 |
0.6% |
12% |
False |
True |
173,983 |
| 20 |
1.0949 |
1.0575 |
0.0374 |
3.5% |
0.0070 |
0.7% |
35% |
False |
False |
193,100 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0072 |
0.7% |
39% |
False |
False |
102,717 |
| 60 |
1.0949 |
1.0536 |
0.0414 |
3.9% |
0.0078 |
0.7% |
41% |
False |
False |
68,733 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0085 |
0.8% |
52% |
False |
False |
51,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0821 |
|
1.618 |
1.0780 |
|
1.000 |
1.0755 |
|
0.618 |
1.0739 |
|
HIGH |
1.0714 |
|
0.618 |
1.0698 |
|
0.500 |
1.0694 |
|
0.382 |
1.0689 |
|
LOW |
1.0673 |
|
0.618 |
1.0648 |
|
1.000 |
1.0632 |
|
1.618 |
1.0607 |
|
2.618 |
1.0566 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0707 |
| PP |
1.0698 |
1.0706 |
| S1 |
1.0694 |
1.0706 |
|