CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0997 |
0.0047 |
0.4% |
1.1036 |
| High |
1.1008 |
1.1115 |
0.0107 |
1.0% |
1.1036 |
| Low |
1.0941 |
1.0995 |
0.0054 |
0.5% |
1.0858 |
| Close |
1.0996 |
1.1113 |
0.0117 |
1.1% |
1.0942 |
| Range |
0.0068 |
0.0121 |
0.0053 |
78.5% |
0.0178 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.7% |
0.0000 |
| Volume |
133,125 |
228,579 |
95,454 |
71.7% |
831,271 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1395 |
1.1179 |
|
| R3 |
1.1315 |
1.1274 |
1.1146 |
|
| R2 |
1.1195 |
1.1195 |
1.1135 |
|
| R1 |
1.1154 |
1.1154 |
1.1124 |
1.1174 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1084 |
| S1 |
1.1033 |
1.1033 |
1.1101 |
1.1054 |
| S2 |
1.0954 |
1.0954 |
1.1090 |
|
| S3 |
1.0833 |
1.0913 |
1.1079 |
|
| S4 |
1.0713 |
1.0792 |
1.1046 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1389 |
1.1040 |
|
| R3 |
1.1301 |
1.1211 |
1.0991 |
|
| R2 |
1.1123 |
1.1123 |
1.0975 |
|
| R1 |
1.1033 |
1.1033 |
1.0958 |
1.0989 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0924 |
| S1 |
1.0855 |
1.0855 |
1.0926 |
1.0811 |
| S2 |
1.0767 |
1.0767 |
1.0909 |
|
| S3 |
1.0589 |
1.0677 |
1.0893 |
|
| S4 |
1.0411 |
1.0499 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1115 |
1.0858 |
0.0257 |
2.3% |
0.0073 |
0.7% |
99% |
True |
False |
163,518 |
| 10 |
1.1115 |
1.0858 |
0.0257 |
2.3% |
0.0076 |
0.7% |
99% |
True |
False |
173,434 |
| 20 |
1.1115 |
1.0712 |
0.0404 |
3.6% |
0.0072 |
0.7% |
99% |
True |
False |
179,351 |
| 40 |
1.1115 |
1.0605 |
0.0511 |
4.6% |
0.0070 |
0.6% |
100% |
True |
False |
173,510 |
| 60 |
1.1115 |
1.0548 |
0.0568 |
5.1% |
0.0071 |
0.6% |
100% |
True |
False |
150,979 |
| 80 |
1.1115 |
1.0548 |
0.0568 |
5.1% |
0.0073 |
0.7% |
100% |
True |
False |
113,491 |
| 100 |
1.1115 |
1.0428 |
0.0688 |
6.2% |
0.0078 |
0.7% |
100% |
True |
False |
90,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1430 |
|
1.618 |
1.1310 |
|
1.000 |
1.1236 |
|
0.618 |
1.1189 |
|
HIGH |
1.1115 |
|
0.618 |
1.1069 |
|
0.500 |
1.1055 |
|
0.382 |
1.1041 |
|
LOW |
1.0995 |
|
0.618 |
1.0920 |
|
1.000 |
1.0874 |
|
1.618 |
1.0800 |
|
2.618 |
1.0679 |
|
4.250 |
1.0482 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1073 |
| PP |
1.1074 |
1.1034 |
| S1 |
1.1055 |
1.0995 |
|