CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1227 |
0.0031 |
0.3% |
1.0950 |
| High |
1.1236 |
1.1263 |
0.0027 |
0.2% |
1.1228 |
| Low |
1.1182 |
1.1205 |
0.0023 |
0.2% |
1.0941 |
| Close |
1.1212 |
1.1216 |
0.0004 |
0.0% |
1.1221 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.5% |
0.0287 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
193,571 |
146,755 |
-46,816 |
-24.2% |
1,055,370 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1366 |
1.1248 |
|
| R3 |
1.1343 |
1.1308 |
1.1232 |
|
| R2 |
1.1285 |
1.1285 |
1.1227 |
|
| R1 |
1.1251 |
1.1251 |
1.1221 |
1.1239 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1222 |
| S1 |
1.1193 |
1.1193 |
1.1211 |
1.1182 |
| S2 |
1.1170 |
1.1170 |
1.1205 |
|
| S3 |
1.1113 |
1.1136 |
1.1200 |
|
| S4 |
1.1055 |
1.1078 |
1.1184 |
|
|
| 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 |
1.1114 |
0.0169 |
1.5% |
0.0084 |
0.7% |
61% |
False |
False |
197,783 |
| 10 |
1.1283 |
1.0874 |
0.0409 |
3.6% |
0.0087 |
0.8% |
84% |
False |
False |
202,084 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0077 |
0.7% |
84% |
False |
False |
181,833 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.0% |
0.0073 |
0.6% |
90% |
False |
False |
177,871 |
| 60 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0073 |
0.6% |
91% |
False |
False |
175,197 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.6% |
0.0073 |
0.7% |
91% |
False |
False |
131,966 |
| 100 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0078 |
0.7% |
92% |
False |
False |
105,731 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0083 |
0.7% |
92% |
False |
False |
88,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1413 |
|
1.618 |
1.1356 |
|
1.000 |
1.1320 |
|
0.618 |
1.1298 |
|
HIGH |
1.1263 |
|
0.618 |
1.1241 |
|
0.500 |
1.1234 |
|
0.382 |
1.1227 |
|
LOW |
1.1205 |
|
0.618 |
1.1169 |
|
1.000 |
1.1148 |
|
1.618 |
1.1112 |
|
2.618 |
1.1054 |
|
4.250 |
1.0961 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1232 |
| PP |
1.1228 |
1.1227 |
| S1 |
1.1222 |
1.1221 |
|