CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0578 |
1.0556 |
-0.0022 |
-0.2% |
1.0539 |
| High |
1.0740 |
1.0575 |
-0.0165 |
-1.5% |
1.0740 |
| Low |
1.0573 |
1.0428 |
-0.0145 |
-1.4% |
1.0473 |
| Close |
1.0627 |
1.0499 |
-0.0128 |
-1.2% |
1.0627 |
| Range |
0.0168 |
0.0148 |
-0.0020 |
-11.9% |
0.0267 |
| ATR |
0.0101 |
0.0108 |
0.0007 |
6.9% |
0.0000 |
| Volume |
505 |
1,394 |
889 |
176.0% |
1,185 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0869 |
1.0580 |
|
| R3 |
1.0796 |
1.0721 |
1.0540 |
|
| R2 |
1.0648 |
1.0648 |
1.0526 |
|
| R1 |
1.0574 |
1.0574 |
1.0513 |
1.0537 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0482 |
| S1 |
1.0426 |
1.0426 |
1.0485 |
1.0390 |
| S2 |
1.0353 |
1.0353 |
1.0472 |
|
| S3 |
1.0206 |
1.0279 |
1.0458 |
|
| S4 |
1.0058 |
1.0131 |
1.0418 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1287 |
1.0773 |
|
| R3 |
1.1147 |
1.1020 |
1.0700 |
|
| R2 |
1.0880 |
1.0880 |
1.0675 |
|
| R1 |
1.0753 |
1.0753 |
1.0651 |
1.0817 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0645 |
| S1 |
1.0486 |
1.0486 |
1.0602 |
1.0550 |
| S2 |
1.0346 |
1.0346 |
1.0578 |
|
| S3 |
1.0079 |
1.0219 |
1.0553 |
|
| S4 |
0.9812 |
0.9952 |
1.0480 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.0961 |
|
1.618 |
1.0814 |
|
1.000 |
1.0723 |
|
0.618 |
1.0666 |
|
HIGH |
1.0575 |
|
0.618 |
1.0519 |
|
0.500 |
1.0501 |
|
0.382 |
1.0484 |
|
LOW |
1.0428 |
|
0.618 |
1.0336 |
|
1.000 |
1.0280 |
|
1.618 |
1.0189 |
|
2.618 |
1.0041 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0501 |
1.0584 |
| PP |
1.0501 |
1.0556 |
| S1 |
1.0500 |
1.0527 |
|