CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0781 |
1.0772 |
-0.0010 |
-0.1% |
1.0790 |
| High |
1.0811 |
1.0880 |
0.0070 |
0.6% |
1.0848 |
| Low |
1.0690 |
1.0754 |
0.0064 |
0.6% |
1.0730 |
| Close |
1.0763 |
1.0873 |
0.0110 |
1.0% |
1.0771 |
| Range |
0.0121 |
0.0126 |
0.0006 |
4.6% |
0.0118 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.3% |
0.0000 |
| Volume |
999 |
1,455 |
456 |
45.6% |
3,534 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1169 |
1.0942 |
|
| R3 |
1.1088 |
1.1043 |
1.0907 |
|
| R2 |
1.0962 |
1.0962 |
1.0896 |
|
| R1 |
1.0917 |
1.0917 |
1.0884 |
1.0939 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0847 |
| S1 |
1.0791 |
1.0791 |
1.0861 |
1.0813 |
| S2 |
1.0710 |
1.0710 |
1.0849 |
|
| S3 |
1.0584 |
1.0665 |
1.0838 |
|
| S4 |
1.0458 |
1.0539 |
1.0803 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1072 |
1.0835 |
|
| R3 |
1.1019 |
1.0954 |
1.0803 |
|
| R2 |
1.0901 |
1.0901 |
1.0792 |
|
| R1 |
1.0836 |
1.0836 |
1.0781 |
1.0809 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0770 |
| S1 |
1.0718 |
1.0718 |
1.0760 |
1.0691 |
| S2 |
1.0665 |
1.0665 |
1.0749 |
|
| S3 |
1.0547 |
1.0600 |
1.0738 |
|
| S4 |
1.0429 |
1.0482 |
1.0706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1210 |
|
1.618 |
1.1084 |
|
1.000 |
1.1006 |
|
0.618 |
1.0958 |
|
HIGH |
1.0880 |
|
0.618 |
1.0832 |
|
0.500 |
1.0817 |
|
0.382 |
1.0802 |
|
LOW |
1.0754 |
|
0.618 |
1.0676 |
|
1.000 |
1.0628 |
|
1.618 |
1.0550 |
|
2.618 |
1.0424 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0843 |
| PP |
1.0836 |
1.0814 |
| S1 |
1.0817 |
1.0785 |
|