CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1336 |
0.0015 |
0.1% |
1.1242 |
| High |
1.1345 |
1.1344 |
-0.0002 |
0.0% |
1.1347 |
| Low |
1.1302 |
1.1265 |
-0.0038 |
-0.3% |
1.1175 |
| Close |
1.1330 |
1.1315 |
-0.0015 |
-0.1% |
1.1340 |
| Range |
0.0043 |
0.0079 |
0.0036 |
83.7% |
0.0172 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
23,793 |
49,170 |
25,377 |
106.7% |
20,031 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1509 |
1.1358 |
|
| R3 |
1.1466 |
1.1430 |
1.1336 |
|
| R2 |
1.1387 |
1.1387 |
1.1329 |
|
| R1 |
1.1351 |
1.1351 |
1.1322 |
1.1329 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1297 |
| S1 |
1.1272 |
1.1272 |
1.1307 |
1.1250 |
| S2 |
1.1229 |
1.1229 |
1.1300 |
|
| S3 |
1.1150 |
1.1193 |
1.1293 |
|
| S4 |
1.1071 |
1.1114 |
1.1271 |
|
|
| 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 |
1.1264 |
0.0083 |
0.7% |
0.0062 |
0.5% |
61% |
False |
False |
17,164 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0067 |
0.6% |
81% |
False |
False |
10,588 |
| 20 |
1.1347 |
1.0910 |
0.0437 |
3.9% |
0.0076 |
0.7% |
93% |
False |
False |
6,159 |
| 40 |
1.1347 |
1.0665 |
0.0682 |
6.0% |
0.0074 |
0.6% |
95% |
False |
False |
3,429 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0070 |
0.6% |
95% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1550 |
|
1.618 |
1.1471 |
|
1.000 |
1.1423 |
|
0.618 |
1.1392 |
|
HIGH |
1.1344 |
|
0.618 |
1.1313 |
|
0.500 |
1.1304 |
|
0.382 |
1.1295 |
|
LOW |
1.1265 |
|
0.618 |
1.1216 |
|
1.000 |
1.1186 |
|
1.618 |
1.1137 |
|
2.618 |
1.1058 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1311 |
| PP |
1.1308 |
1.1308 |
| S1 |
1.1304 |
1.1305 |
|