CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0803 |
-0.0042 |
-0.4% |
1.0700 |
| High |
1.0848 |
1.0843 |
-0.0006 |
-0.1% |
1.0799 |
| Low |
1.0795 |
1.0786 |
-0.0010 |
-0.1% |
1.0659 |
| Close |
1.0797 |
1.0815 |
0.0018 |
0.2% |
1.0785 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0140 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
617 |
480 |
-137 |
-22.2% |
2,420 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0985 |
1.0957 |
1.0846 |
|
| R3 |
1.0928 |
1.0900 |
1.0830 |
|
| R2 |
1.0871 |
1.0871 |
1.0825 |
|
| R1 |
1.0843 |
1.0843 |
1.0820 |
1.0857 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0821 |
| S1 |
1.0786 |
1.0786 |
1.0809 |
1.0800 |
| S2 |
1.0757 |
1.0757 |
1.0804 |
|
| S3 |
1.0700 |
1.0729 |
1.0799 |
|
| S4 |
1.0643 |
1.0672 |
1.0783 |
|
|
| 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 |
1.1085 |
|
2.618 |
1.0992 |
|
1.618 |
1.0935 |
|
1.000 |
1.0900 |
|
0.618 |
1.0878 |
|
HIGH |
1.0843 |
|
0.618 |
1.0821 |
|
0.500 |
1.0814 |
|
0.382 |
1.0807 |
|
LOW |
1.0786 |
|
0.618 |
1.0750 |
|
1.000 |
1.0729 |
|
1.618 |
1.0693 |
|
2.618 |
1.0636 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0815 |
| PP |
1.0814 |
1.0815 |
| S1 |
1.0814 |
1.0815 |
|