CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0695 |
0.0031 |
0.3% |
1.0609 |
| High |
1.0765 |
1.0751 |
-0.0014 |
-0.1% |
1.0765 |
| Low |
1.0652 |
1.0677 |
0.0025 |
0.2% |
1.0536 |
| Close |
1.0706 |
1.0723 |
0.0017 |
0.2% |
1.0723 |
| Range |
0.0113 |
0.0075 |
-0.0039 |
-34.1% |
0.0230 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
684 |
789 |
105 |
15.4% |
3,229 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0906 |
1.0764 |
|
| R3 |
1.0866 |
1.0832 |
1.0743 |
|
| R2 |
1.0791 |
1.0791 |
1.0737 |
|
| R1 |
1.0757 |
1.0757 |
1.0730 |
1.0774 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0725 |
| S1 |
1.0683 |
1.0683 |
1.0716 |
1.0700 |
| S2 |
1.0642 |
1.0642 |
1.0709 |
|
| S3 |
1.0568 |
1.0608 |
1.0703 |
|
| S4 |
1.0493 |
1.0534 |
1.0682 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1273 |
1.0849 |
|
| R3 |
1.1134 |
1.1043 |
1.0786 |
|
| R2 |
1.0904 |
1.0904 |
1.0765 |
|
| R1 |
1.0814 |
1.0814 |
1.0744 |
1.0859 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0697 |
| S1 |
1.0584 |
1.0584 |
1.0702 |
1.0629 |
| S2 |
1.0445 |
1.0445 |
1.0681 |
|
| S3 |
1.0216 |
1.0355 |
1.0660 |
|
| S4 |
0.9986 |
1.0125 |
1.0597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0946 |
|
1.618 |
1.0872 |
|
1.000 |
1.0826 |
|
0.618 |
1.0797 |
|
HIGH |
1.0751 |
|
0.618 |
1.0723 |
|
0.500 |
1.0714 |
|
0.382 |
1.0705 |
|
LOW |
1.0677 |
|
0.618 |
1.0630 |
|
1.000 |
1.0602 |
|
1.618 |
1.0556 |
|
2.618 |
1.0481 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0699 |
| PP |
1.0717 |
1.0675 |
| S1 |
1.0714 |
1.0650 |
|