CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1194 |
1.1251 |
0.0058 |
0.5% |
1.1221 |
| High |
1.1263 |
1.1266 |
0.0003 |
0.0% |
1.1283 |
| Low |
1.1174 |
1.1210 |
0.0036 |
0.3% |
1.1173 |
| Close |
1.1256 |
1.1224 |
-0.0033 |
-0.3% |
1.1190 |
| Range |
0.0089 |
0.0056 |
-0.0033 |
-36.7% |
0.0110 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
211,806 |
140,453 |
-71,353 |
-33.7% |
952,608 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1401 |
1.1368 |
1.1254 |
|
| R3 |
1.1345 |
1.1312 |
1.1239 |
|
| R2 |
1.1289 |
1.1289 |
1.1234 |
|
| R1 |
1.1256 |
1.1256 |
1.1229 |
1.1245 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1227 |
| S1 |
1.1200 |
1.1200 |
1.1218 |
1.1189 |
| S2 |
1.1177 |
1.1177 |
1.1213 |
|
| S3 |
1.1121 |
1.1144 |
1.1208 |
|
| S4 |
1.1065 |
1.1088 |
1.1193 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1477 |
1.1250 |
|
| R3 |
1.1435 |
1.1367 |
1.1220 |
|
| R2 |
1.1325 |
1.1325 |
1.1210 |
|
| R1 |
1.1257 |
1.1257 |
1.1200 |
1.1236 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1204 |
| S1 |
1.1147 |
1.1147 |
1.1179 |
1.1126 |
| S2 |
1.1105 |
1.1105 |
1.1169 |
|
| S3 |
1.0995 |
1.1037 |
1.1159 |
|
| S4 |
1.0885 |
1.0927 |
1.1129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1266 |
1.1120 |
0.0146 |
1.3% |
0.0074 |
0.7% |
71% |
True |
False |
183,808 |
| 10 |
1.1283 |
1.1092 |
0.0191 |
1.7% |
0.0083 |
0.7% |
69% |
False |
False |
201,513 |
| 20 |
1.1283 |
1.0858 |
0.0425 |
3.8% |
0.0081 |
0.7% |
86% |
False |
False |
192,321 |
| 40 |
1.1283 |
1.0605 |
0.0678 |
6.0% |
0.0075 |
0.7% |
91% |
False |
False |
180,432 |
| 60 |
1.1283 |
1.0575 |
0.0708 |
6.3% |
0.0073 |
0.7% |
92% |
False |
False |
184,655 |
| 80 |
1.1283 |
1.0548 |
0.0735 |
6.5% |
0.0073 |
0.7% |
92% |
False |
False |
141,574 |
| 100 |
1.1283 |
1.0536 |
0.0747 |
6.7% |
0.0077 |
0.7% |
92% |
False |
False |
113,412 |
| 120 |
1.1283 |
1.0428 |
0.0855 |
7.6% |
0.0081 |
0.7% |
93% |
False |
False |
94,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1412 |
|
1.618 |
1.1356 |
|
1.000 |
1.1322 |
|
0.618 |
1.1300 |
|
HIGH |
1.1266 |
|
0.618 |
1.1244 |
|
0.500 |
1.1238 |
|
0.382 |
1.1231 |
|
LOW |
1.1210 |
|
0.618 |
1.1175 |
|
1.000 |
1.1154 |
|
1.618 |
1.1119 |
|
2.618 |
1.1063 |
|
4.250 |
1.0972 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1213 |
| PP |
1.1233 |
1.1203 |
| S1 |
1.1228 |
1.1193 |
|