CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.1004 |
0.0096 |
0.9% |
1.0921 |
| High |
1.1010 |
1.1024 |
0.0014 |
0.1% |
1.1024 |
| Low |
1.0898 |
1.0968 |
0.0071 |
0.6% |
1.0898 |
| Close |
1.1000 |
1.1011 |
0.0011 |
0.1% |
1.1011 |
| Range |
0.0113 |
0.0056 |
-0.0057 |
-50.7% |
0.0126 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
216,954 |
180,179 |
-36,775 |
-17.0% |
735,534 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1145 |
1.1042 |
|
| R3 |
1.1112 |
1.1089 |
1.1026 |
|
| R2 |
1.1056 |
1.1056 |
1.1021 |
|
| R1 |
1.1034 |
1.1034 |
1.1016 |
1.1045 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.1007 |
| S1 |
1.0978 |
1.0978 |
1.1006 |
1.0990 |
| S2 |
1.0945 |
1.0945 |
1.1001 |
|
| S3 |
1.0890 |
1.0923 |
1.0996 |
|
| S4 |
1.0834 |
1.0867 |
1.0980 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1309 |
1.1080 |
|
| R3 |
1.1229 |
1.1183 |
1.1046 |
|
| R2 |
1.1103 |
1.1103 |
1.1034 |
|
| R1 |
1.1057 |
1.1057 |
1.1023 |
1.1080 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0989 |
| S1 |
1.0931 |
1.0931 |
1.0999 |
1.0954 |
| S2 |
1.0851 |
1.0851 |
1.0988 |
|
| S3 |
1.0725 |
1.0805 |
1.0976 |
|
| S4 |
1.0599 |
1.0679 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0898 |
0.0126 |
1.1% |
0.0062 |
0.6% |
90% |
True |
False |
147,106 |
| 10 |
1.1024 |
1.0849 |
0.0175 |
1.6% |
0.0076 |
0.7% |
93% |
True |
False |
194,376 |
| 20 |
1.1024 |
1.0605 |
0.0419 |
3.8% |
0.0071 |
0.6% |
97% |
True |
False |
172,005 |
| 40 |
1.1024 |
1.0605 |
0.0419 |
3.8% |
0.0070 |
0.6% |
97% |
True |
False |
180,384 |
| 60 |
1.1024 |
1.0548 |
0.0476 |
4.3% |
0.0071 |
0.6% |
97% |
True |
False |
131,232 |
| 80 |
1.1024 |
1.0536 |
0.0488 |
4.4% |
0.0076 |
0.7% |
97% |
True |
False |
98,640 |
| 100 |
1.1024 |
1.0428 |
0.0596 |
5.4% |
0.0080 |
0.7% |
98% |
True |
False |
79,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1169 |
|
1.618 |
1.1113 |
|
1.000 |
1.1079 |
|
0.618 |
1.1058 |
|
HIGH |
1.1024 |
|
0.618 |
1.1002 |
|
0.500 |
1.0996 |
|
0.382 |
1.0989 |
|
LOW |
1.0968 |
|
0.618 |
1.0934 |
|
1.000 |
1.0913 |
|
1.618 |
1.0878 |
|
2.618 |
1.0823 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0994 |
| PP |
1.1001 |
1.0977 |
| S1 |
1.0996 |
1.0961 |
|