CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0909 |
-0.0046 |
-0.4% |
1.0893 |
| High |
1.0962 |
1.1010 |
0.0049 |
0.4% |
1.0979 |
| Low |
1.0907 |
1.0898 |
-0.0009 |
-0.1% |
1.0849 |
| Close |
1.0928 |
1.1000 |
0.0072 |
0.7% |
1.0921 |
| Range |
0.0055 |
0.0113 |
0.0058 |
104.5% |
0.0130 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
3.7% |
0.0000 |
| Volume |
144,240 |
216,954 |
72,714 |
50.4% |
1,208,235 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1266 |
1.1062 |
|
| R3 |
1.1194 |
1.1153 |
1.1031 |
|
| R2 |
1.1082 |
1.1082 |
1.1021 |
|
| R1 |
1.1041 |
1.1041 |
1.1010 |
1.1061 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0979 |
| S1 |
1.0928 |
1.0928 |
1.0990 |
1.0949 |
| S2 |
1.0857 |
1.0857 |
1.0979 |
|
| S3 |
1.0744 |
1.0816 |
1.0969 |
|
| S4 |
1.0632 |
1.0703 |
1.0938 |
|
|
| 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 |
1.1010 |
1.0882 |
0.0128 |
1.2% |
0.0069 |
0.6% |
92% |
True |
False |
155,898 |
| 10 |
1.1010 |
1.0712 |
0.0299 |
2.7% |
0.0076 |
0.7% |
97% |
True |
False |
192,251 |
| 20 |
1.1010 |
1.0605 |
0.0406 |
3.7% |
0.0071 |
0.6% |
98% |
True |
False |
170,161 |
| 40 |
1.1010 |
1.0575 |
0.0435 |
4.0% |
0.0071 |
0.6% |
98% |
True |
False |
181,794 |
| 60 |
1.1010 |
1.0548 |
0.0463 |
4.2% |
0.0071 |
0.6% |
98% |
True |
False |
128,256 |
| 80 |
1.1010 |
1.0536 |
0.0475 |
4.3% |
0.0076 |
0.7% |
98% |
True |
False |
96,393 |
| 100 |
1.1010 |
1.0428 |
0.0583 |
5.3% |
0.0080 |
0.7% |
98% |
True |
False |
77,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1488 |
|
2.618 |
1.1305 |
|
1.618 |
1.1192 |
|
1.000 |
1.1123 |
|
0.618 |
1.1080 |
|
HIGH |
1.1010 |
|
0.618 |
1.0967 |
|
0.500 |
1.0954 |
|
0.382 |
1.0940 |
|
LOW |
1.0898 |
|
0.618 |
1.0828 |
|
1.000 |
1.0785 |
|
1.618 |
1.0715 |
|
2.618 |
1.0603 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0985 |
| PP |
1.0969 |
1.0969 |
| S1 |
1.0954 |
1.0954 |
|