CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.1036 |
0.0032 |
0.3% |
1.0921 |
| High |
1.1024 |
1.1036 |
0.0013 |
0.1% |
1.1024 |
| Low |
1.0968 |
1.0938 |
-0.0031 |
-0.3% |
1.0898 |
| Close |
1.1011 |
1.0954 |
-0.0057 |
-0.5% |
1.1011 |
| Range |
0.0056 |
0.0099 |
0.0043 |
77.5% |
0.0126 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.2% |
0.0000 |
| Volume |
180,179 |
177,345 |
-2,834 |
-1.6% |
735,534 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1211 |
1.1008 |
|
| R3 |
1.1173 |
1.1113 |
1.0981 |
|
| R2 |
1.1074 |
1.1074 |
1.0972 |
|
| R1 |
1.1014 |
1.1014 |
1.0963 |
1.0995 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0966 |
| S1 |
1.0916 |
1.0916 |
1.0945 |
1.0897 |
| S2 |
1.0877 |
1.0877 |
1.0936 |
|
| S3 |
1.0779 |
1.0817 |
1.0927 |
|
| S4 |
1.0680 |
1.0719 |
1.0900 |
|
|
| 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 |
1.1036 |
1.0898 |
0.0139 |
1.3% |
0.0073 |
0.7% |
41% |
True |
False |
168,640 |
| 10 |
1.1036 |
1.0877 |
0.0159 |
1.5% |
0.0077 |
0.7% |
48% |
True |
False |
186,402 |
| 20 |
1.1036 |
1.0605 |
0.0432 |
3.9% |
0.0071 |
0.7% |
81% |
True |
False |
170,661 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
3.9% |
0.0070 |
0.6% |
81% |
True |
False |
175,663 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0071 |
0.7% |
83% |
True |
False |
134,171 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0075 |
0.7% |
83% |
True |
False |
100,844 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.6% |
0.0080 |
0.7% |
87% |
True |
False |
80,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1455 |
|
2.618 |
1.1294 |
|
1.618 |
1.1195 |
|
1.000 |
1.1135 |
|
0.618 |
1.1097 |
|
HIGH |
1.1036 |
|
0.618 |
1.0998 |
|
0.500 |
1.0987 |
|
0.382 |
1.0975 |
|
LOW |
1.0938 |
|
0.618 |
1.0877 |
|
1.000 |
1.0839 |
|
1.618 |
1.0778 |
|
2.618 |
1.0680 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0967 |
| PP |
1.0976 |
1.0963 |
| S1 |
1.0965 |
1.0958 |
|