CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1303 |
0.0053 |
0.5% |
1.1274 |
| High |
1.1317 |
1.1320 |
0.0004 |
0.0% |
1.1336 |
| Low |
1.1229 |
1.1264 |
0.0035 |
0.3% |
1.1228 |
| Close |
1.1311 |
1.1278 |
-0.0033 |
-0.3% |
1.1244 |
| Range |
0.0088 |
0.0057 |
-0.0032 |
-35.8% |
0.0108 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
5,707 |
3,174 |
-2,533 |
-44.4% |
13,679 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1424 |
1.1309 |
|
| R3 |
1.1400 |
1.1367 |
1.1293 |
|
| R2 |
1.1344 |
1.1344 |
1.1288 |
|
| R1 |
1.1311 |
1.1311 |
1.1283 |
1.1299 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1281 |
| S1 |
1.1254 |
1.1254 |
1.1272 |
1.1242 |
| S2 |
1.1231 |
1.1231 |
1.1267 |
|
| S3 |
1.1174 |
1.1198 |
1.1262 |
|
| S4 |
1.1118 |
1.1141 |
1.1246 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1527 |
1.1303 |
|
| R3 |
1.1485 |
1.1419 |
1.1274 |
|
| R2 |
1.1377 |
1.1377 |
1.1264 |
|
| R1 |
1.1311 |
1.1311 |
1.1254 |
1.1290 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1259 |
| S1 |
1.1203 |
1.1203 |
1.1234 |
1.1182 |
| S2 |
1.1161 |
1.1161 |
1.1224 |
|
| S3 |
1.1053 |
1.1095 |
1.1214 |
|
| S4 |
1.0945 |
1.0987 |
1.1185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.1175 |
0.0145 |
1.3% |
0.0074 |
0.7% |
71% |
True |
False |
4,064 |
| 10 |
1.1336 |
1.1145 |
0.0191 |
1.7% |
0.0082 |
0.7% |
70% |
False |
False |
3,250 |
| 20 |
1.1336 |
1.0910 |
0.0426 |
3.8% |
0.0080 |
0.7% |
86% |
False |
False |
2,267 |
| 40 |
1.1336 |
1.0656 |
0.0680 |
6.0% |
0.0073 |
0.6% |
91% |
False |
False |
1,396 |
| 60 |
1.1336 |
1.0630 |
0.0706 |
6.3% |
0.0071 |
0.6% |
92% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1468 |
|
1.618 |
1.1411 |
|
1.000 |
1.1377 |
|
0.618 |
1.1355 |
|
HIGH |
1.1320 |
|
0.618 |
1.1298 |
|
0.500 |
1.1292 |
|
0.382 |
1.1285 |
|
LOW |
1.1264 |
|
0.618 |
1.1229 |
|
1.000 |
1.1207 |
|
1.618 |
1.1172 |
|
2.618 |
1.1116 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1268 |
| PP |
1.1287 |
1.1258 |
| S1 |
1.1282 |
1.1248 |
|