CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1264 |
-0.0021 |
-0.2% |
1.1186 |
| High |
1.1290 |
1.1274 |
-0.0016 |
-0.1% |
1.1294 |
| Low |
1.1210 |
1.1200 |
-0.0011 |
-0.1% |
1.1120 |
| Close |
1.1261 |
1.1228 |
-0.0033 |
-0.3% |
1.1286 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0174 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
262,232 |
234,545 |
-27,687 |
-10.6% |
790,379 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1417 |
1.1269 |
|
| R3 |
1.1383 |
1.1343 |
1.1248 |
|
| R2 |
1.1308 |
1.1308 |
1.1242 |
|
| R1 |
1.1268 |
1.1268 |
1.1235 |
1.1251 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1225 |
| S1 |
1.1194 |
1.1194 |
1.1221 |
1.1177 |
| S2 |
1.1159 |
1.1159 |
1.1214 |
|
| S3 |
1.1085 |
1.1119 |
1.1208 |
|
| S4 |
1.1010 |
1.1045 |
1.1187 |
|
|
| 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 |
1.1200 |
0.0095 |
0.8% |
0.0066 |
0.6% |
30% |
False |
True |
188,994 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.5% |
0.0070 |
0.6% |
62% |
False |
False |
186,401 |
| 20 |
1.1294 |
1.0858 |
0.0436 |
3.9% |
0.0078 |
0.7% |
85% |
False |
False |
193,610 |
| 40 |
1.1294 |
1.0621 |
0.0674 |
6.0% |
0.0075 |
0.7% |
90% |
False |
False |
183,980 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0072 |
0.6% |
90% |
False |
False |
181,871 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0073 |
0.7% |
91% |
False |
False |
153,317 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.6% |
0.0075 |
0.7% |
91% |
False |
False |
122,830 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0078 |
0.7% |
92% |
False |
False |
102,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1469 |
|
1.618 |
1.1395 |
|
1.000 |
1.1349 |
|
0.618 |
1.1320 |
|
HIGH |
1.1274 |
|
0.618 |
1.1246 |
|
0.500 |
1.1237 |
|
0.382 |
1.1228 |
|
LOW |
1.1200 |
|
0.618 |
1.1153 |
|
1.000 |
1.1125 |
|
1.618 |
1.1079 |
|
2.618 |
1.1004 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1246 |
| PP |
1.1234 |
1.1240 |
| S1 |
1.1231 |
1.1234 |
|