CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0736 |
0.0031 |
0.3% |
1.0700 |
| High |
1.0754 |
1.0786 |
0.0032 |
0.3% |
1.0799 |
| Low |
1.0667 |
1.0703 |
0.0036 |
0.3% |
1.0659 |
| Close |
1.0737 |
1.0785 |
0.0048 |
0.4% |
1.0785 |
| Range |
0.0087 |
0.0083 |
-0.0004 |
-4.6% |
0.0140 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
606 |
420 |
-186 |
-30.7% |
2,420 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0979 |
1.0830 |
|
| R3 |
1.0924 |
1.0896 |
1.0807 |
|
| R2 |
1.0841 |
1.0841 |
1.0800 |
|
| R1 |
1.0813 |
1.0813 |
1.0792 |
1.0827 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0765 |
| S1 |
1.0730 |
1.0730 |
1.0777 |
1.0744 |
| S2 |
1.0675 |
1.0675 |
1.0769 |
|
| S3 |
1.0592 |
1.0647 |
1.0762 |
|
| S4 |
1.0509 |
1.0564 |
1.0739 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1115 |
1.0861 |
|
| R3 |
1.1026 |
1.0975 |
1.0823 |
|
| R2 |
1.0887 |
1.0887 |
1.0810 |
|
| R1 |
1.0836 |
1.0836 |
1.0797 |
1.0861 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0760 |
| S1 |
1.0696 |
1.0696 |
1.0772 |
1.0722 |
| S2 |
1.0608 |
1.0608 |
1.0759 |
|
| S3 |
1.0468 |
1.0557 |
1.0746 |
|
| S4 |
1.0329 |
1.0417 |
1.0708 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1003 |
|
1.618 |
1.0920 |
|
1.000 |
1.0869 |
|
0.618 |
1.0837 |
|
HIGH |
1.0786 |
|
0.618 |
1.0754 |
|
0.500 |
1.0745 |
|
0.382 |
1.0735 |
|
LOW |
1.0703 |
|
0.618 |
1.0652 |
|
1.000 |
1.0620 |
|
1.618 |
1.0569 |
|
2.618 |
1.0486 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0766 |
| PP |
1.0758 |
1.0748 |
| S1 |
1.0745 |
1.0729 |
|