CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0700 |
0.0005 |
0.0% |
1.0609 |
| High |
1.0751 |
1.0799 |
0.0048 |
0.4% |
1.0765 |
| Low |
1.0677 |
1.0659 |
-0.0018 |
-0.2% |
1.0536 |
| Close |
1.0723 |
1.0789 |
0.0066 |
0.6% |
1.0723 |
| Range |
0.0075 |
0.0140 |
0.0065 |
87.2% |
0.0230 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.2% |
0.0000 |
| Volume |
789 |
862 |
73 |
9.3% |
3,229 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1118 |
1.0866 |
|
| R3 |
1.1028 |
1.0978 |
1.0827 |
|
| R2 |
1.0888 |
1.0888 |
1.0815 |
|
| R1 |
1.0839 |
1.0839 |
1.0802 |
1.0864 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0761 |
| S1 |
1.0699 |
1.0699 |
1.0776 |
1.0724 |
| S2 |
1.0609 |
1.0609 |
1.0763 |
|
| S3 |
1.0470 |
1.0560 |
1.0751 |
|
| S4 |
1.0330 |
1.0420 |
1.0712 |
|
|
| 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 |
1.1391 |
|
2.618 |
1.1164 |
|
1.618 |
1.1024 |
|
1.000 |
1.0938 |
|
0.618 |
1.0885 |
|
HIGH |
1.0799 |
|
0.618 |
1.0745 |
|
0.500 |
1.0729 |
|
0.382 |
1.0712 |
|
LOW |
1.0659 |
|
0.618 |
1.0573 |
|
1.000 |
1.0520 |
|
1.618 |
1.0433 |
|
2.618 |
1.0294 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0768 |
| PP |
1.0749 |
1.0747 |
| S1 |
1.0729 |
1.0725 |
|