CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1219 |
0.0007 |
0.1% |
1.1287 |
| High |
1.1299 |
1.1230 |
-0.0070 |
-0.6% |
1.1292 |
| Low |
1.1196 |
1.1133 |
-0.0063 |
-0.6% |
1.1171 |
| Close |
1.1219 |
1.1154 |
-0.0065 |
-0.6% |
1.1202 |
| Range |
0.0103 |
0.0097 |
-0.0007 |
-6.3% |
0.0121 |
| ATR |
0.0072 |
0.0073 |
0.0002 |
2.5% |
0.0000 |
| Volume |
495,287 |
238,047 |
-257,240 |
-51.9% |
962,488 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1404 |
1.1207 |
|
| R3 |
1.1365 |
1.1308 |
1.1181 |
|
| R2 |
1.1269 |
1.1269 |
1.1172 |
|
| R1 |
1.1211 |
1.1211 |
1.1163 |
1.1192 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1162 |
| S1 |
1.1115 |
1.1115 |
1.1145 |
1.1095 |
| S2 |
1.1076 |
1.1076 |
1.1136 |
|
| S3 |
1.0979 |
1.1018 |
1.1127 |
|
| S4 |
1.0883 |
1.0922 |
1.1101 |
|
|
| 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 |
1.1133 |
0.0166 |
1.5% |
0.0066 |
0.6% |
13% |
False |
True |
259,560 |
| 10 |
1.1299 |
1.1133 |
0.0166 |
1.5% |
0.0066 |
0.6% |
13% |
False |
True |
224,277 |
| 20 |
1.1299 |
1.1092 |
0.0208 |
1.9% |
0.0075 |
0.7% |
30% |
False |
False |
212,895 |
| 40 |
1.1299 |
1.0712 |
0.0588 |
5.3% |
0.0075 |
0.7% |
75% |
False |
False |
198,919 |
| 60 |
1.1299 |
1.0605 |
0.0695 |
6.2% |
0.0071 |
0.6% |
79% |
False |
False |
186,664 |
| 80 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0072 |
0.6% |
81% |
False |
False |
169,442 |
| 100 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0074 |
0.7% |
81% |
False |
False |
135,779 |
| 120 |
1.1299 |
1.0428 |
0.0872 |
7.8% |
0.0077 |
0.7% |
83% |
False |
False |
113,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1482 |
|
1.618 |
1.1386 |
|
1.000 |
1.1326 |
|
0.618 |
1.1289 |
|
HIGH |
1.1230 |
|
0.618 |
1.1193 |
|
0.500 |
1.1181 |
|
0.382 |
1.1170 |
|
LOW |
1.1133 |
|
0.618 |
1.1073 |
|
1.000 |
1.1037 |
|
1.618 |
1.0977 |
|
2.618 |
1.0880 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1216 |
| PP |
1.1172 |
1.1195 |
| S1 |
1.1163 |
1.1175 |
|