CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0789 |
0.0089 |
0.8% |
1.0609 |
| High |
1.0799 |
1.0791 |
-0.0008 |
-0.1% |
1.0765 |
| Low |
1.0659 |
1.0708 |
0.0049 |
0.5% |
1.0536 |
| Close |
1.0789 |
1.0746 |
-0.0043 |
-0.4% |
1.0723 |
| Range |
0.0140 |
0.0084 |
-0.0056 |
-40.1% |
0.0230 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
862 |
532 |
-330 |
-38.3% |
3,229 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0956 |
1.0792 |
|
| R3 |
1.0915 |
1.0872 |
1.0769 |
|
| R2 |
1.0832 |
1.0832 |
1.0761 |
|
| R1 |
1.0789 |
1.0789 |
1.0754 |
1.0769 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0738 |
| S1 |
1.0705 |
1.0705 |
1.0738 |
1.0685 |
| S2 |
1.0665 |
1.0665 |
1.0731 |
|
| S3 |
1.0581 |
1.0622 |
1.0723 |
|
| S4 |
1.0498 |
1.0538 |
1.0700 |
|
|
| 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 |
1.1146 |
|
2.618 |
1.1010 |
|
1.618 |
1.0926 |
|
1.000 |
1.0875 |
|
0.618 |
1.0843 |
|
HIGH |
1.0791 |
|
0.618 |
1.0759 |
|
0.500 |
1.0749 |
|
0.382 |
1.0739 |
|
LOW |
1.0708 |
|
0.618 |
1.0656 |
|
1.000 |
1.0624 |
|
1.618 |
1.0572 |
|
2.618 |
1.0489 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0740 |
| PP |
1.0748 |
1.0735 |
| S1 |
1.0747 |
1.0729 |
|