CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0739 |
1.0738 |
-0.0001 |
0.0% |
1.0641 |
| High |
1.0807 |
1.0767 |
-0.0040 |
-0.4% |
1.0807 |
| Low |
1.0739 |
1.0712 |
-0.0027 |
-0.3% |
1.0634 |
| Close |
1.0750 |
1.0724 |
-0.0026 |
-0.2% |
1.0724 |
| Range |
0.0068 |
0.0056 |
-0.0013 |
-18.4% |
0.0173 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
162,009 |
158,925 |
-3,084 |
-1.9% |
713,008 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0868 |
1.0755 |
|
| R3 |
1.0845 |
1.0812 |
1.0739 |
|
| R2 |
1.0790 |
1.0790 |
1.0734 |
|
| R1 |
1.0757 |
1.0757 |
1.0729 |
1.0746 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0729 |
| S1 |
1.0701 |
1.0701 |
1.0719 |
1.0690 |
| S2 |
1.0679 |
1.0679 |
1.0714 |
|
| S3 |
1.0623 |
1.0646 |
1.0709 |
|
| S4 |
1.0568 |
1.0590 |
1.0693 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1154 |
1.0819 |
|
| R3 |
1.1067 |
1.0982 |
1.0771 |
|
| R2 |
1.0894 |
1.0894 |
1.0756 |
|
| R1 |
1.0809 |
1.0809 |
1.0740 |
1.0852 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0743 |
| S1 |
1.0637 |
1.0637 |
1.0708 |
1.0679 |
| S2 |
1.0549 |
1.0549 |
1.0692 |
|
| S3 |
1.0377 |
1.0464 |
1.0677 |
|
| S4 |
1.0204 |
1.0292 |
1.0629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0807 |
1.0634 |
0.0173 |
1.6% |
0.0066 |
0.6% |
52% |
False |
False |
142,601 |
| 10 |
1.0807 |
1.0605 |
0.0202 |
1.9% |
0.0067 |
0.6% |
59% |
False |
False |
149,633 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0065 |
0.6% |
35% |
False |
False |
160,348 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0069 |
0.6% |
44% |
False |
False |
147,887 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
44% |
False |
False |
99,017 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.9% |
0.0079 |
0.7% |
57% |
False |
False |
74,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0912 |
|
1.618 |
1.0857 |
|
1.000 |
1.0823 |
|
0.618 |
1.0801 |
|
HIGH |
1.0767 |
|
0.618 |
1.0746 |
|
0.500 |
1.0739 |
|
0.382 |
1.0733 |
|
LOW |
1.0712 |
|
0.618 |
1.0677 |
|
1.000 |
1.0656 |
|
1.618 |
1.0622 |
|
2.618 |
1.0566 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0759 |
| PP |
1.0734 |
1.0747 |
| S1 |
1.0729 |
1.0736 |
|