CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0893 |
0.0155 |
1.4% |
1.0641 |
| High |
1.0767 |
1.0929 |
0.0162 |
1.5% |
1.0807 |
| Low |
1.0712 |
1.0849 |
0.0137 |
1.3% |
1.0634 |
| Close |
1.0724 |
1.0887 |
0.0163 |
1.5% |
1.0724 |
| Range |
0.0056 |
0.0080 |
0.0025 |
44.1% |
0.0173 |
| ATR |
0.0068 |
0.0078 |
0.0010 |
14.3% |
0.0000 |
| Volume |
158,925 |
257,092 |
98,167 |
61.8% |
713,008 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1087 |
1.0931 |
|
| R3 |
1.1048 |
1.1007 |
1.0909 |
|
| R2 |
1.0968 |
1.0968 |
1.0901 |
|
| R1 |
1.0927 |
1.0927 |
1.0894 |
1.0908 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0878 |
| S1 |
1.0847 |
1.0847 |
1.0879 |
1.0828 |
| S2 |
1.0808 |
1.0808 |
1.0872 |
|
| S3 |
1.0728 |
1.0767 |
1.0865 |
|
| S4 |
1.0648 |
1.0687 |
1.0843 |
|
|
| 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 |
1.0929 |
1.0669 |
0.0260 |
2.4% |
0.0068 |
0.6% |
84% |
True |
False |
178,014 |
| 10 |
1.0929 |
1.0605 |
0.0324 |
3.0% |
0.0065 |
0.6% |
87% |
True |
False |
154,921 |
| 20 |
1.0949 |
1.0605 |
0.0345 |
3.2% |
0.0067 |
0.6% |
82% |
False |
False |
165,642 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0069 |
0.6% |
84% |
False |
False |
154,266 |
| 60 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
84% |
False |
False |
103,286 |
| 80 |
1.0949 |
1.0428 |
0.0522 |
4.8% |
0.0080 |
0.7% |
88% |
False |
False |
77,632 |
| 100 |
1.0964 |
1.0428 |
0.0536 |
4.9% |
0.0084 |
0.8% |
86% |
False |
False |
62,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1138 |
|
1.618 |
1.1058 |
|
1.000 |
1.1009 |
|
0.618 |
1.0978 |
|
HIGH |
1.0929 |
|
0.618 |
1.0898 |
|
0.500 |
1.0889 |
|
0.382 |
1.0879 |
|
LOW |
1.0849 |
|
0.618 |
1.0799 |
|
1.000 |
1.0769 |
|
1.618 |
1.0719 |
|
2.618 |
1.0639 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0864 |
| PP |
1.0888 |
1.0842 |
| S1 |
1.0887 |
1.0820 |
|