CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1212 |
0.0005 |
0.0% |
1.1287 |
| High |
1.1229 |
1.1299 |
0.0071 |
0.6% |
1.1292 |
| Low |
1.1189 |
1.1196 |
0.0008 |
0.1% |
1.1171 |
| Close |
1.1216 |
1.1219 |
0.0004 |
0.0% |
1.1202 |
| Range |
0.0040 |
0.0103 |
0.0063 |
157.5% |
0.0121 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.5% |
0.0000 |
| Volume |
196,134 |
495,287 |
299,153 |
152.5% |
962,488 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1486 |
1.1276 |
|
| R3 |
1.1444 |
1.1383 |
1.1247 |
|
| R2 |
1.1341 |
1.1341 |
1.1238 |
|
| R1 |
1.1280 |
1.1280 |
1.1228 |
1.1311 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1253 |
| S1 |
1.1177 |
1.1177 |
1.1210 |
1.1208 |
| S2 |
1.1135 |
1.1135 |
1.1200 |
|
| S3 |
1.1032 |
1.1074 |
1.1191 |
|
| S4 |
1.0929 |
1.0971 |
1.1162 |
|
|
| 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 |
1.1299 |
1.1171 |
0.0129 |
1.1% |
0.0062 |
0.5% |
38% |
True |
False |
258,859 |
| 10 |
1.1299 |
1.1171 |
0.0129 |
1.1% |
0.0062 |
0.6% |
38% |
True |
False |
214,517 |
| 20 |
1.1299 |
1.1092 |
0.0208 |
1.8% |
0.0074 |
0.7% |
61% |
True |
False |
213,052 |
| 40 |
1.1299 |
1.0712 |
0.0588 |
5.2% |
0.0073 |
0.7% |
86% |
True |
False |
196,201 |
| 60 |
1.1299 |
1.0605 |
0.0695 |
6.2% |
0.0071 |
0.6% |
88% |
True |
False |
186,690 |
| 80 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0072 |
0.6% |
89% |
True |
False |
166,497 |
| 100 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0073 |
0.7% |
89% |
True |
False |
133,403 |
| 120 |
1.1299 |
1.0428 |
0.0872 |
7.8% |
0.0077 |
0.7% |
91% |
True |
False |
111,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1737 |
|
2.618 |
1.1569 |
|
1.618 |
1.1466 |
|
1.000 |
1.1402 |
|
0.618 |
1.1363 |
|
HIGH |
1.1299 |
|
0.618 |
1.1260 |
|
0.500 |
1.1248 |
|
0.382 |
1.1235 |
|
LOW |
1.1196 |
|
0.618 |
1.1132 |
|
1.000 |
1.1093 |
|
1.618 |
1.1029 |
|
2.618 |
1.0926 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1248 |
1.1244 |
| PP |
1.1238 |
1.1236 |
| S1 |
1.1229 |
1.1227 |
|