CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0790 |
0.0054 |
0.5% |
1.0700 |
| High |
1.0786 |
1.0845 |
0.0059 |
0.5% |
1.0799 |
| Low |
1.0703 |
1.0781 |
0.0078 |
0.7% |
1.0659 |
| Close |
1.0785 |
1.0822 |
0.0038 |
0.3% |
1.0785 |
| Range |
0.0083 |
0.0064 |
-0.0019 |
-22.9% |
0.0140 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
420 |
410 |
-10 |
-2.4% |
2,420 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0979 |
1.0857 |
|
| R3 |
1.0944 |
1.0915 |
1.0840 |
|
| R2 |
1.0880 |
1.0880 |
1.0834 |
|
| R1 |
1.0851 |
1.0851 |
1.0828 |
1.0866 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0823 |
| S1 |
1.0787 |
1.0787 |
1.0816 |
1.0802 |
| S2 |
1.0752 |
1.0752 |
1.0810 |
|
| S3 |
1.0688 |
1.0723 |
1.0804 |
|
| S4 |
1.0624 |
1.0659 |
1.0787 |
|
|
| 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 |
1.1117 |
|
2.618 |
1.1013 |
|
1.618 |
1.0949 |
|
1.000 |
1.0909 |
|
0.618 |
1.0885 |
|
HIGH |
1.0845 |
|
0.618 |
1.0821 |
|
0.500 |
1.0813 |
|
0.382 |
1.0805 |
|
LOW |
1.0781 |
|
0.618 |
1.0741 |
|
1.000 |
1.0717 |
|
1.618 |
1.0677 |
|
2.618 |
1.0613 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0819 |
1.0800 |
| PP |
1.0816 |
1.0778 |
| S1 |
1.0813 |
1.0756 |
|