CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.0898 |
-0.0033 |
-0.3% |
1.0893 |
| High |
1.0959 |
1.0973 |
0.0014 |
0.1% |
1.0979 |
| Low |
1.0877 |
1.0882 |
0.0005 |
0.0% |
1.0849 |
| Close |
1.0909 |
1.0921 |
0.0013 |
0.1% |
1.0921 |
| Range |
0.0082 |
0.0091 |
0.0009 |
11.0% |
0.0130 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
246,616 |
224,136 |
-22,480 |
-9.1% |
1,208,235 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1151 |
1.0971 |
|
| R3 |
1.1107 |
1.1060 |
1.0946 |
|
| R2 |
1.1016 |
1.1016 |
1.0938 |
|
| R1 |
1.0969 |
1.0969 |
1.0929 |
1.0993 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0937 |
| S1 |
1.0878 |
1.0878 |
1.0913 |
1.0902 |
| S2 |
1.0834 |
1.0834 |
1.0904 |
|
| S3 |
1.0743 |
1.0787 |
1.0896 |
|
| S4 |
1.0652 |
1.0696 |
1.0871 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1244 |
1.0993 |
|
| R3 |
1.1176 |
1.1114 |
1.0957 |
|
| R2 |
1.1046 |
1.1046 |
1.0945 |
|
| R1 |
1.0984 |
1.0984 |
1.0933 |
1.1015 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0932 |
| S1 |
1.0854 |
1.0854 |
1.0909 |
1.0885 |
| S2 |
1.0786 |
1.0786 |
1.0897 |
|
| S3 |
1.0656 |
1.0724 |
1.0885 |
|
| S4 |
1.0526 |
1.0594 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0979 |
1.0849 |
0.0130 |
1.2% |
0.0089 |
0.8% |
56% |
False |
False |
241,647 |
| 10 |
1.0979 |
1.0634 |
0.0345 |
3.2% |
0.0078 |
0.7% |
83% |
False |
False |
192,124 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0068 |
0.6% |
85% |
False |
False |
175,148 |
| 40 |
1.0979 |
1.0555 |
0.0424 |
3.9% |
0.0072 |
0.7% |
86% |
False |
False |
176,950 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0072 |
0.7% |
87% |
False |
False |
119,068 |
| 80 |
1.0979 |
1.0476 |
0.0503 |
4.6% |
0.0078 |
0.7% |
89% |
False |
False |
89,490 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0084 |
0.8% |
90% |
False |
False |
71,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1211 |
|
1.618 |
1.1120 |
|
1.000 |
1.1064 |
|
0.618 |
1.1029 |
|
HIGH |
1.0973 |
|
0.618 |
1.0938 |
|
0.500 |
1.0928 |
|
0.382 |
1.0917 |
|
LOW |
1.0882 |
|
0.618 |
1.0826 |
|
1.000 |
1.0791 |
|
1.618 |
1.0735 |
|
2.618 |
1.0644 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0928 |
| PP |
1.0925 |
1.0926 |
| S1 |
1.0923 |
1.0923 |
|