CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0676 |
0.0035 |
0.3% |
1.0615 |
| High |
1.0703 |
1.0768 |
0.0065 |
0.6% |
1.0710 |
| Low |
1.0634 |
1.0669 |
0.0035 |
0.3% |
1.0605 |
| Close |
1.0675 |
1.0763 |
0.0088 |
0.8% |
1.0654 |
| Range |
0.0069 |
0.0099 |
0.0030 |
42.8% |
0.0105 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.0% |
0.0000 |
| Volume |
80,026 |
182,698 |
102,672 |
128.3% |
579,115 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0994 |
1.0817 |
|
| R3 |
1.0930 |
1.0896 |
1.0790 |
|
| R2 |
1.0832 |
1.0832 |
1.0781 |
|
| R1 |
1.0797 |
1.0797 |
1.0772 |
1.0814 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0742 |
| S1 |
1.0699 |
1.0699 |
1.0753 |
1.0716 |
| S2 |
1.0635 |
1.0635 |
1.0744 |
|
| S3 |
1.0536 |
1.0600 |
1.0735 |
|
| S4 |
1.0438 |
1.0502 |
1.0708 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0918 |
1.0712 |
|
| R3 |
1.0866 |
1.0813 |
1.0683 |
|
| R2 |
1.0761 |
1.0761 |
1.0673 |
|
| R1 |
1.0708 |
1.0708 |
1.0664 |
1.0734 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0669 |
| S1 |
1.0603 |
1.0603 |
1.0644 |
1.0629 |
| S2 |
1.0551 |
1.0551 |
1.0635 |
|
| S3 |
1.0446 |
1.0498 |
1.0625 |
|
| S4 |
1.0341 |
1.0393 |
1.0596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0768 |
1.0613 |
0.0155 |
1.4% |
0.0075 |
0.7% |
97% |
True |
False |
141,944 |
| 10 |
1.0768 |
1.0605 |
0.0163 |
1.5% |
0.0066 |
0.6% |
97% |
True |
False |
151,488 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0067 |
0.6% |
46% |
False |
False |
167,668 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0071 |
0.7% |
54% |
False |
False |
136,793 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
54% |
False |
False |
91,537 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.8% |
0.0079 |
0.7% |
64% |
False |
False |
68,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1025 |
|
1.618 |
1.0927 |
|
1.000 |
1.0866 |
|
0.618 |
1.0828 |
|
HIGH |
1.0768 |
|
0.618 |
1.0730 |
|
0.500 |
1.0718 |
|
0.382 |
1.0707 |
|
LOW |
1.0669 |
|
0.618 |
1.0608 |
|
1.000 |
1.0571 |
|
1.618 |
1.0510 |
|
2.618 |
1.0411 |
|
4.250 |
1.0250 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0742 |
| PP |
1.0733 |
1.0721 |
| S1 |
1.0718 |
1.0701 |
|