CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.0945 |
-0.0091 |
-0.8% |
1.0921 |
| High |
1.1036 |
1.0954 |
-0.0082 |
-0.7% |
1.1024 |
| Low |
1.0938 |
1.0884 |
-0.0054 |
-0.5% |
1.0898 |
| Close |
1.0954 |
1.0889 |
-0.0065 |
-0.6% |
1.1011 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-28.9% |
0.0126 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
177,345 |
198,036 |
20,691 |
11.7% |
735,534 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1074 |
1.0928 |
|
| R3 |
1.1049 |
1.1004 |
1.0908 |
|
| R2 |
1.0979 |
1.0979 |
1.0902 |
|
| R1 |
1.0934 |
1.0934 |
1.0895 |
1.0922 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0903 |
| S1 |
1.0864 |
1.0864 |
1.0883 |
1.0852 |
| S2 |
1.0839 |
1.0839 |
1.0876 |
|
| S3 |
1.0769 |
1.0794 |
1.0870 |
|
| S4 |
1.0699 |
1.0724 |
1.0851 |
|
|
| 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 |
1.0884 |
0.0152 |
1.4% |
0.0078 |
0.7% |
3% |
False |
True |
183,350 |
| 10 |
1.1036 |
1.0877 |
0.0159 |
1.5% |
0.0074 |
0.7% |
8% |
False |
False |
182,381 |
| 20 |
1.1036 |
1.0613 |
0.0423 |
3.9% |
0.0073 |
0.7% |
65% |
False |
False |
173,957 |
| 40 |
1.1036 |
1.0605 |
0.0432 |
4.0% |
0.0070 |
0.6% |
66% |
False |
False |
176,323 |
| 60 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0072 |
0.7% |
70% |
False |
False |
137,453 |
| 80 |
1.1036 |
1.0548 |
0.0489 |
4.5% |
0.0074 |
0.7% |
70% |
False |
False |
103,311 |
| 100 |
1.1036 |
1.0428 |
0.0609 |
5.6% |
0.0080 |
0.7% |
76% |
False |
False |
82,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1137 |
|
1.618 |
1.1067 |
|
1.000 |
1.1024 |
|
0.618 |
1.0997 |
|
HIGH |
1.0954 |
|
0.618 |
1.0927 |
|
0.500 |
1.0919 |
|
0.382 |
1.0911 |
|
LOW |
1.0884 |
|
0.618 |
1.0841 |
|
1.000 |
1.0814 |
|
1.618 |
1.0771 |
|
2.618 |
1.0701 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0960 |
| PP |
1.0909 |
1.0936 |
| S1 |
1.0899 |
1.0913 |
|