CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0955 |
0.0031 |
0.3% |
1.0893 |
| High |
1.0958 |
1.0962 |
0.0004 |
0.0% |
1.0979 |
| Low |
1.0913 |
1.0907 |
-0.0007 |
-0.1% |
1.0849 |
| Close |
1.0952 |
1.0928 |
-0.0024 |
-0.2% |
1.0921 |
| Range |
0.0045 |
0.0055 |
0.0010 |
22.2% |
0.0130 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
124,484 |
144,240 |
19,756 |
15.9% |
1,208,235 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1068 |
1.0958 |
|
| R3 |
1.1042 |
1.1013 |
1.0943 |
|
| R2 |
1.0987 |
1.0987 |
1.0938 |
|
| R1 |
1.0958 |
1.0958 |
1.0933 |
1.0945 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0926 |
| S1 |
1.0903 |
1.0903 |
1.0923 |
1.0890 |
| S2 |
1.0877 |
1.0877 |
1.0918 |
|
| S3 |
1.0822 |
1.0848 |
1.0913 |
|
| S4 |
1.0767 |
1.0793 |
1.0898 |
|
|
| 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 |
1.0973 |
1.0877 |
0.0096 |
0.9% |
0.0063 |
0.6% |
53% |
False |
False |
161,830 |
| 10 |
1.0979 |
1.0712 |
0.0267 |
2.4% |
0.0071 |
0.7% |
81% |
False |
False |
186,757 |
| 20 |
1.0979 |
1.0605 |
0.0374 |
3.4% |
0.0069 |
0.6% |
86% |
False |
False |
168,542 |
| 40 |
1.0979 |
1.0575 |
0.0404 |
3.7% |
0.0069 |
0.6% |
87% |
False |
False |
180,821 |
| 60 |
1.0979 |
1.0548 |
0.0431 |
3.9% |
0.0071 |
0.6% |
88% |
False |
False |
124,659 |
| 80 |
1.0979 |
1.0536 |
0.0443 |
4.1% |
0.0076 |
0.7% |
89% |
False |
False |
93,685 |
| 100 |
1.0979 |
1.0428 |
0.0551 |
5.0% |
0.0082 |
0.7% |
91% |
False |
False |
75,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1105 |
|
1.618 |
1.1050 |
|
1.000 |
1.1017 |
|
0.618 |
1.0995 |
|
HIGH |
1.0962 |
|
0.618 |
1.0940 |
|
0.500 |
1.0934 |
|
0.382 |
1.0928 |
|
LOW |
1.0907 |
|
0.618 |
1.0873 |
|
1.000 |
1.0852 |
|
1.618 |
1.0818 |
|
2.618 |
1.0763 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0934 |
| PP |
1.0932 |
1.0932 |
| S1 |
1.0930 |
1.0930 |
|