CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.1100 |
0.0104 |
0.9% |
1.1036 |
| High |
1.1115 |
1.1180 |
0.0065 |
0.6% |
1.1036 |
| Low |
1.0995 |
1.1098 |
0.0103 |
0.9% |
1.0858 |
| Close |
1.1113 |
1.1166 |
0.0054 |
0.5% |
1.0942 |
| Range |
0.0121 |
0.0083 |
-0.0038 |
-31.5% |
0.0178 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
228,579 |
241,181 |
12,602 |
5.5% |
831,271 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1363 |
1.1211 |
|
| R3 |
1.1313 |
1.1281 |
1.1189 |
|
| R2 |
1.1230 |
1.1230 |
1.1181 |
|
| R1 |
1.1198 |
1.1198 |
1.1174 |
1.1214 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1156 |
| S1 |
1.1116 |
1.1116 |
1.1158 |
1.1132 |
| S2 |
1.1065 |
1.1065 |
1.1151 |
|
| S3 |
1.0983 |
1.1033 |
1.1143 |
|
| S4 |
1.0900 |
1.0951 |
1.1121 |
|
|
| 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 |
1.1180 |
1.0858 |
0.0322 |
2.9% |
0.0081 |
0.7% |
96% |
True |
False |
182,420 |
| 10 |
1.1180 |
1.0858 |
0.0322 |
2.9% |
0.0078 |
0.7% |
96% |
True |
False |
183,128 |
| 20 |
1.1180 |
1.0712 |
0.0469 |
4.2% |
0.0075 |
0.7% |
97% |
True |
False |
184,942 |
| 40 |
1.1180 |
1.0605 |
0.0576 |
5.2% |
0.0069 |
0.6% |
98% |
True |
False |
173,549 |
| 60 |
1.1180 |
1.0548 |
0.0633 |
5.7% |
0.0071 |
0.6% |
98% |
True |
False |
154,958 |
| 80 |
1.1180 |
1.0548 |
0.0633 |
5.7% |
0.0073 |
0.7% |
98% |
True |
False |
116,500 |
| 100 |
1.1180 |
1.0428 |
0.0753 |
6.7% |
0.0078 |
0.7% |
98% |
True |
False |
93,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1396 |
|
1.618 |
1.1313 |
|
1.000 |
1.1263 |
|
0.618 |
1.1231 |
|
HIGH |
1.1180 |
|
0.618 |
1.1148 |
|
0.500 |
1.1139 |
|
0.382 |
1.1129 |
|
LOW |
1.1098 |
|
0.618 |
1.1047 |
|
1.000 |
1.1015 |
|
1.618 |
1.0964 |
|
2.618 |
1.0882 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1131 |
| PP |
1.1148 |
1.1096 |
| S1 |
1.1139 |
1.1060 |
|