CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0699 |
1.0677 |
-0.0023 |
-0.2% |
1.0699 |
| High |
1.0719 |
1.0715 |
-0.0004 |
0.0% |
1.0726 |
| Low |
1.0664 |
1.0615 |
-0.0049 |
-0.5% |
1.0615 |
| Close |
1.0682 |
1.0624 |
-0.0059 |
-0.5% |
1.0624 |
| Range |
0.0055 |
0.0100 |
0.0046 |
83.5% |
0.0111 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
| Volume |
143,303 |
204,215 |
60,912 |
42.5% |
819,834 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0887 |
1.0679 |
|
| R3 |
1.0851 |
1.0787 |
1.0651 |
|
| R2 |
1.0751 |
1.0751 |
1.0642 |
|
| R1 |
1.0687 |
1.0687 |
1.0633 |
1.0669 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0642 |
| S1 |
1.0587 |
1.0587 |
1.0614 |
1.0569 |
| S2 |
1.0551 |
1.0551 |
1.0605 |
|
| S3 |
1.0451 |
1.0487 |
1.0596 |
|
| S4 |
1.0351 |
1.0387 |
1.0569 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0915 |
1.0684 |
|
| R3 |
1.0876 |
1.0805 |
1.0654 |
|
| R2 |
1.0765 |
1.0765 |
1.0644 |
|
| R1 |
1.0694 |
1.0694 |
1.0634 |
1.0675 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0645 |
| S1 |
1.0584 |
1.0584 |
1.0613 |
1.0564 |
| S2 |
1.0544 |
1.0544 |
1.0603 |
|
| S3 |
1.0434 |
1.0473 |
1.0593 |
|
| S4 |
1.0323 |
1.0363 |
1.0563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0726 |
1.0615 |
0.0111 |
1.0% |
0.0058 |
0.5% |
8% |
False |
True |
163,966 |
| 10 |
1.0949 |
1.0615 |
0.0334 |
3.1% |
0.0068 |
0.6% |
3% |
False |
True |
176,364 |
| 20 |
1.0949 |
1.0615 |
0.0334 |
3.1% |
0.0068 |
0.6% |
3% |
False |
True |
180,665 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0072 |
0.7% |
19% |
False |
False |
115,926 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.8% |
0.0076 |
0.7% |
19% |
False |
False |
77,572 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0082 |
0.8% |
38% |
False |
False |
58,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1140 |
|
2.618 |
1.0977 |
|
1.618 |
1.0877 |
|
1.000 |
1.0815 |
|
0.618 |
1.0777 |
|
HIGH |
1.0715 |
|
0.618 |
1.0677 |
|
0.500 |
1.0665 |
|
0.382 |
1.0653 |
|
LOW |
1.0615 |
|
0.618 |
1.0553 |
|
1.000 |
1.0515 |
|
1.618 |
1.0453 |
|
2.618 |
1.0353 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0670 |
| PP |
1.0651 |
1.0655 |
| S1 |
1.0637 |
1.0639 |
|