CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1197 |
-0.0057 |
-0.5% |
1.0950 |
| High |
1.1283 |
1.1236 |
-0.0047 |
-0.4% |
1.1228 |
| Low |
1.1190 |
1.1182 |
-0.0008 |
-0.1% |
1.0941 |
| Close |
1.1199 |
1.1212 |
0.0014 |
0.1% |
1.1221 |
| Range |
0.0093 |
0.0054 |
-0.0040 |
-42.5% |
0.0287 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
243,344 |
193,571 |
-49,773 |
-20.5% |
1,055,370 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1345 |
1.1241 |
|
| R3 |
1.1317 |
1.1291 |
1.1227 |
|
| R2 |
1.1263 |
1.1263 |
1.1222 |
|
| R1 |
1.1238 |
1.1238 |
1.1217 |
1.1251 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1216 |
| S1 |
1.1184 |
1.1184 |
1.1207 |
1.1197 |
| S2 |
1.1156 |
1.1156 |
1.1202 |
|
| S3 |
1.1103 |
1.1131 |
1.1197 |
|
| S4 |
1.1049 |
1.1077 |
1.1183 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1893 |
1.1378 |
|
| R3 |
1.1704 |
1.1606 |
1.1299 |
|
| R2 |
1.1417 |
1.1417 |
1.1273 |
|
| R1 |
1.1319 |
1.1319 |
1.1247 |
1.1368 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1154 |
| S1 |
1.1032 |
1.1032 |
1.1194 |
1.1081 |
| S2 |
1.0843 |
1.0843 |
1.1168 |
|
| S3 |
1.0556 |
1.0745 |
1.1142 |
|
| S4 |
1.0269 |
1.0458 |
1.1063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1283 |
1.1092 |
0.0191 |
1.7% |
0.0092 |
0.8% |
63% |
False |
False |
219,219 |
| 10 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0086 |
0.8% |
83% |
False |
False |
200,819 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0078 |
0.7% |
83% |
False |
False |
186,826 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.0% |
0.0073 |
0.7% |
90% |
False |
False |
179,265 |
| 60 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0073 |
0.7% |
90% |
False |
False |
172,868 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0074 |
0.7% |
90% |
False |
False |
130,150 |
| 100 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0079 |
0.7% |
92% |
False |
False |
104,269 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0083 |
0.7% |
92% |
False |
False |
86,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1376 |
|
1.618 |
1.1322 |
|
1.000 |
1.1289 |
|
0.618 |
1.1269 |
|
HIGH |
1.1236 |
|
0.618 |
1.1215 |
|
0.500 |
1.1209 |
|
0.382 |
1.1202 |
|
LOW |
1.1182 |
|
0.618 |
1.1149 |
|
1.000 |
1.1129 |
|
1.618 |
1.1095 |
|
2.618 |
1.1042 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1211 |
1.1229 |
| PP |
1.1210 |
1.1224 |
| S1 |
1.1209 |
1.1218 |
|