CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0931 |
-0.0025 |
-0.2% |
1.0641 |
| High |
1.0979 |
1.0959 |
-0.0020 |
-0.2% |
1.0807 |
| Low |
1.0884 |
1.0877 |
-0.0007 |
-0.1% |
1.0634 |
| Close |
1.0926 |
1.0909 |
-0.0017 |
-0.2% |
1.0724 |
| Range |
0.0095 |
0.0082 |
-0.0013 |
-13.7% |
0.0173 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
242,147 |
246,616 |
4,469 |
1.8% |
713,008 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1117 |
1.0954 |
|
| R3 |
1.1079 |
1.1035 |
1.0931 |
|
| R2 |
1.0997 |
1.0997 |
1.0924 |
|
| R1 |
1.0953 |
1.0953 |
1.0916 |
1.0934 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0905 |
| S1 |
1.0871 |
1.0871 |
1.0901 |
1.0852 |
| S2 |
1.0833 |
1.0833 |
1.0893 |
|
| S3 |
1.0751 |
1.0789 |
1.0886 |
|
| S4 |
1.0669 |
1.0707 |
1.0863 |
|
|
| 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 |
1.0979 |
1.0712 |
0.0267 |
2.4% |
0.0082 |
0.8% |
74% |
False |
False |
228,604 |
| 10 |
1.0979 |
1.0634 |
0.0345 |
3.2% |
0.0075 |
0.7% |
80% |
False |
False |
184,374 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0069 |
0.6% |
81% |
False |
False |
173,908 |
| 40 |
1.0979 |
1.0548 |
0.0431 |
4.0% |
0.0071 |
0.6% |
84% |
False |
False |
171,879 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
4.0% |
0.0072 |
0.7% |
84% |
False |
False |
115,344 |
| 80 |
1.0979 |
1.0428 |
0.0551 |
5.1% |
0.0079 |
0.7% |
87% |
False |
False |
86,705 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.1% |
0.0084 |
0.8% |
87% |
False |
False |
69,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1174 |
|
1.618 |
1.1092 |
|
1.000 |
1.1041 |
|
0.618 |
1.1010 |
|
HIGH |
1.0959 |
|
0.618 |
1.0928 |
|
0.500 |
1.0918 |
|
0.382 |
1.0908 |
|
LOW |
1.0877 |
|
0.618 |
1.0826 |
|
1.000 |
1.0795 |
|
1.618 |
1.0744 |
|
2.618 |
1.0662 |
|
4.250 |
1.0529 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0928 |
| PP |
1.0915 |
1.0921 |
| S1 |
1.0912 |
1.0915 |
|