CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1200 |
0.0054 |
0.5% |
1.1209 |
| High |
1.1203 |
1.1213 |
0.0010 |
0.1% |
1.1299 |
| Low |
1.1139 |
1.1172 |
0.0034 |
0.3% |
1.1133 |
| Close |
1.1194 |
1.1178 |
-0.0016 |
-0.1% |
1.1194 |
| Range |
0.0064 |
0.0041 |
-0.0024 |
-36.7% |
0.0166 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
66,378 |
8,516 |
-57,862 |
-87.2% |
1,166,326 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1284 |
1.1200 |
|
| R3 |
1.1269 |
1.1244 |
1.1189 |
|
| R2 |
1.1228 |
1.1228 |
1.1185 |
|
| R1 |
1.1203 |
1.1203 |
1.1182 |
1.1195 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1184 |
| S1 |
1.1163 |
1.1163 |
1.1174 |
1.1155 |
| S2 |
1.1147 |
1.1147 |
1.1171 |
|
| S3 |
1.1107 |
1.1122 |
1.1167 |
|
| S4 |
1.1066 |
1.1082 |
1.1156 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1707 |
1.1616 |
1.1285 |
|
| R3 |
1.1541 |
1.1450 |
1.1240 |
|
| R2 |
1.1375 |
1.1375 |
1.1224 |
|
| R1 |
1.1284 |
1.1284 |
1.1209 |
1.1247 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1190 |
| S1 |
1.1118 |
1.1118 |
1.1179 |
1.1081 |
| S2 |
1.1043 |
1.1043 |
1.1164 |
|
| S3 |
1.0877 |
1.0952 |
1.1148 |
|
| S4 |
1.0711 |
1.0786 |
1.1103 |
|
|
| 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% |
0.0069 |
0.6% |
27% |
False |
False |
200,872 |
| 10 |
1.1299 |
1.1133 |
0.0166 |
1.5% |
0.0063 |
0.6% |
27% |
False |
False |
202,588 |
| 20 |
1.1299 |
1.1120 |
0.0179 |
1.6% |
0.0069 |
0.6% |
32% |
False |
False |
194,015 |
| 40 |
1.1299 |
1.0849 |
0.0451 |
4.0% |
0.0074 |
0.7% |
73% |
False |
False |
192,768 |
| 60 |
1.1299 |
1.0605 |
0.0695 |
6.2% |
0.0071 |
0.6% |
83% |
False |
False |
181,961 |
| 80 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0072 |
0.6% |
84% |
False |
False |
170,327 |
| 100 |
1.1299 |
1.0548 |
0.0752 |
6.7% |
0.0074 |
0.7% |
84% |
False |
False |
136,517 |
| 120 |
1.1299 |
1.0428 |
0.0872 |
7.8% |
0.0077 |
0.7% |
86% |
False |
False |
113,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1319 |
|
1.618 |
1.1278 |
|
1.000 |
1.1253 |
|
0.618 |
1.1238 |
|
HIGH |
1.1213 |
|
0.618 |
1.1197 |
|
0.500 |
1.1192 |
|
0.382 |
1.1187 |
|
LOW |
1.1172 |
|
0.618 |
1.1147 |
|
1.000 |
1.1132 |
|
1.618 |
1.1106 |
|
2.618 |
1.1066 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1192 |
1.1181 |
| PP |
1.1188 |
1.1180 |
| S1 |
1.1183 |
1.1179 |
|