CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1338 |
0.0063 |
0.6% |
1.1242 |
| High |
1.1347 |
1.1345 |
-0.0002 |
0.0% |
1.1347 |
| Low |
1.1267 |
1.1295 |
0.0028 |
0.2% |
1.1175 |
| Close |
1.1340 |
1.1319 |
-0.0021 |
-0.2% |
1.1340 |
| Range |
0.0080 |
0.0050 |
-0.0030 |
-37.7% |
0.0172 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5,498 |
4,185 |
-1,313 |
-23.9% |
20,031 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1443 |
1.1346 |
|
| R3 |
1.1418 |
1.1393 |
1.1332 |
|
| R2 |
1.1369 |
1.1369 |
1.1328 |
|
| R1 |
1.1344 |
1.1344 |
1.1323 |
1.1332 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1313 |
| S1 |
1.1294 |
1.1294 |
1.1314 |
1.1282 |
| S2 |
1.1270 |
1.1270 |
1.1309 |
|
| S3 |
1.1220 |
1.1245 |
1.1305 |
|
| S4 |
1.1171 |
1.1195 |
1.1291 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1742 |
1.1434 |
|
| R3 |
1.1630 |
1.1571 |
1.1387 |
|
| R2 |
1.1459 |
1.1459 |
1.1371 |
|
| R1 |
1.1399 |
1.1399 |
1.1355 |
1.1429 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1302 |
| S1 |
1.1228 |
1.1228 |
1.1324 |
1.1257 |
| S2 |
1.1116 |
1.1116 |
1.1308 |
|
| S3 |
1.0944 |
1.1056 |
1.1292 |
|
| S4 |
1.0773 |
1.0885 |
1.1245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0074 |
0.7% |
84% |
False |
False |
4,843 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0074 |
0.7% |
84% |
False |
False |
3,789 |
| 20 |
1.1347 |
1.0910 |
0.0437 |
3.9% |
0.0078 |
0.7% |
94% |
False |
False |
2,648 |
| 40 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0074 |
0.6% |
96% |
False |
False |
1,624 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0071 |
0.6% |
96% |
False |
False |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1555 |
|
2.618 |
1.1474 |
|
1.618 |
1.1425 |
|
1.000 |
1.1394 |
|
0.618 |
1.1375 |
|
HIGH |
1.1345 |
|
0.618 |
1.1326 |
|
0.500 |
1.1320 |
|
0.382 |
1.1314 |
|
LOW |
1.1295 |
|
0.618 |
1.1264 |
|
1.000 |
1.1246 |
|
1.618 |
1.1215 |
|
2.618 |
1.1165 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1314 |
| PP |
1.1319 |
1.1310 |
| S1 |
1.1319 |
1.1305 |
|