CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1209 |
0.0001 |
0.0% |
1.1287 |
| High |
1.1220 |
1.1237 |
0.0017 |
0.1% |
1.1292 |
| Low |
1.1171 |
1.1196 |
0.0025 |
0.2% |
1.1171 |
| Close |
1.1202 |
1.1212 |
0.0010 |
0.1% |
1.1202 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-17.2% |
0.0121 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
197,853 |
170,480 |
-27,373 |
-13.8% |
962,488 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1316 |
1.1235 |
|
| R3 |
1.1297 |
1.1275 |
1.1223 |
|
| R2 |
1.1256 |
1.1256 |
1.1220 |
|
| R1 |
1.1234 |
1.1234 |
1.1216 |
1.1245 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1220 |
| S1 |
1.1193 |
1.1193 |
1.1208 |
1.1204 |
| S2 |
1.1174 |
1.1174 |
1.1204 |
|
| S3 |
1.1133 |
1.1152 |
1.1201 |
|
| S4 |
1.1092 |
1.1111 |
1.1189 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1514 |
1.1269 |
|
| R3 |
1.1463 |
1.1393 |
1.1235 |
|
| R2 |
1.1342 |
1.1342 |
1.1224 |
|
| R1 |
1.1272 |
1.1272 |
1.1213 |
1.1247 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1209 |
| S1 |
1.1151 |
1.1151 |
1.1191 |
1.1126 |
| S2 |
1.1100 |
1.1100 |
1.1180 |
|
| S3 |
1.0979 |
1.1030 |
1.1169 |
|
| S4 |
1.0858 |
1.0909 |
1.1135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.1171 |
0.0121 |
1.1% |
0.0058 |
0.5% |
34% |
False |
False |
204,304 |
| 10 |
1.1294 |
1.1120 |
0.0174 |
1.6% |
0.0066 |
0.6% |
53% |
False |
False |
192,334 |
| 20 |
1.1294 |
1.0941 |
0.0354 |
3.2% |
0.0076 |
0.7% |
77% |
False |
False |
196,566 |
| 40 |
1.1294 |
1.0634 |
0.0660 |
5.9% |
0.0074 |
0.7% |
88% |
False |
False |
185,484 |
| 60 |
1.1294 |
1.0605 |
0.0690 |
6.1% |
0.0070 |
0.6% |
88% |
False |
False |
180,614 |
| 80 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0072 |
0.6% |
89% |
False |
False |
157,885 |
| 100 |
1.1294 |
1.0548 |
0.0747 |
6.7% |
0.0074 |
0.7% |
89% |
False |
False |
126,499 |
| 120 |
1.1294 |
1.0428 |
0.0867 |
7.7% |
0.0077 |
0.7% |
91% |
False |
False |
105,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1411 |
|
2.618 |
1.1344 |
|
1.618 |
1.1303 |
|
1.000 |
1.1278 |
|
0.618 |
1.1262 |
|
HIGH |
1.1237 |
|
0.618 |
1.1221 |
|
0.500 |
1.1216 |
|
0.382 |
1.1211 |
|
LOW |
1.1196 |
|
0.618 |
1.1170 |
|
1.000 |
1.1155 |
|
1.618 |
1.1129 |
|
2.618 |
1.1088 |
|
4.250 |
1.1021 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1222 |
| PP |
1.1215 |
1.1219 |
| S1 |
1.1213 |
1.1215 |
|