CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1285 |
0.0022 |
0.2% |
1.1186 |
| High |
1.1292 |
1.1290 |
-0.0002 |
0.0% |
1.1294 |
| Low |
1.1247 |
1.1210 |
-0.0037 |
-0.3% |
1.1120 |
| Close |
1.1276 |
1.1261 |
-0.0015 |
-0.1% |
1.1286 |
| Range |
0.0045 |
0.0080 |
0.0035 |
78.7% |
0.0174 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
156,412 |
262,232 |
105,820 |
67.7% |
790,379 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1456 |
1.1304 |
|
| R3 |
1.1412 |
1.1376 |
1.1282 |
|
| R2 |
1.1333 |
1.1333 |
1.1275 |
|
| R1 |
1.1297 |
1.1297 |
1.1268 |
1.1275 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1243 |
| S1 |
1.1217 |
1.1217 |
1.1253 |
1.1196 |
| S2 |
1.1174 |
1.1174 |
1.1246 |
|
| S3 |
1.1094 |
1.1138 |
1.1239 |
|
| S4 |
1.1015 |
1.1058 |
1.1217 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1694 |
1.1381 |
|
| R3 |
1.1581 |
1.1520 |
1.1333 |
|
| R2 |
1.1407 |
1.1407 |
1.1317 |
|
| R1 |
1.1346 |
1.1346 |
1.1301 |
1.1377 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1248 |
| S1 |
1.1172 |
1.1172 |
1.1270 |
1.1203 |
| S2 |
1.1059 |
1.1059 |
1.1254 |
|
| S3 |
1.0885 |
1.0998 |
1.1238 |
|
| S4 |
1.0711 |
1.0824 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1294 |
1.1210 |
0.0085 |
0.8% |
0.0062 |
0.6% |
60% |
False |
False |
170,175 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.5% |
0.0068 |
0.6% |
81% |
False |
False |
182,303 |
| 20 |
1.1294 |
1.0858 |
0.0436 |
3.9% |
0.0077 |
0.7% |
92% |
False |
False |
189,216 |
| 40 |
1.1294 |
1.0613 |
0.0681 |
6.0% |
0.0075 |
0.7% |
95% |
False |
False |
181,587 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0072 |
0.6% |
95% |
False |
False |
180,621 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0073 |
0.6% |
96% |
False |
False |
150,394 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0075 |
0.7% |
96% |
False |
False |
120,492 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0079 |
0.7% |
96% |
False |
False |
100,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1498 |
|
1.618 |
1.1418 |
|
1.000 |
1.1369 |
|
0.618 |
1.1339 |
|
HIGH |
1.1290 |
|
0.618 |
1.1259 |
|
0.500 |
1.1250 |
|
0.382 |
1.1240 |
|
LOW |
1.1210 |
|
0.618 |
1.1161 |
|
1.000 |
1.1131 |
|
1.618 |
1.1081 |
|
2.618 |
1.1002 |
|
4.250 |
1.0872 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1257 |
| PP |
1.1253 |
1.1254 |
| S1 |
1.1250 |
1.1251 |
|