CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0509 |
-0.0048 |
-0.4% |
1.0539 |
| High |
1.0575 |
1.0585 |
0.0010 |
0.1% |
1.0740 |
| Low |
1.0428 |
1.0476 |
0.0049 |
0.5% |
1.0473 |
| Close |
1.0499 |
1.0553 |
0.0054 |
0.5% |
1.0627 |
| Range |
0.0148 |
0.0109 |
-0.0039 |
-26.1% |
0.0267 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,394 |
896 |
-498 |
-35.7% |
1,185 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0818 |
1.0612 |
|
| R3 |
1.0756 |
1.0709 |
1.0582 |
|
| R2 |
1.0647 |
1.0647 |
1.0572 |
|
| R1 |
1.0600 |
1.0600 |
1.0562 |
1.0623 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0550 |
| S1 |
1.0491 |
1.0491 |
1.0543 |
1.0514 |
| S2 |
1.0429 |
1.0429 |
1.0533 |
|
| S3 |
1.0320 |
1.0382 |
1.0523 |
|
| S4 |
1.0211 |
1.0273 |
1.0493 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1287 |
1.0773 |
|
| R3 |
1.1147 |
1.1020 |
1.0700 |
|
| R2 |
1.0880 |
1.0880 |
1.0675 |
|
| R1 |
1.0753 |
1.0753 |
1.0651 |
1.0817 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0645 |
| S1 |
1.0486 |
1.0486 |
1.0602 |
1.0550 |
| S2 |
1.0346 |
1.0346 |
1.0578 |
|
| S3 |
1.0079 |
1.0219 |
1.0553 |
|
| S4 |
0.9812 |
0.9952 |
1.0480 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0870 |
|
1.618 |
1.0761 |
|
1.000 |
1.0694 |
|
0.618 |
1.0652 |
|
HIGH |
1.0585 |
|
0.618 |
1.0543 |
|
0.500 |
1.0531 |
|
0.382 |
1.0518 |
|
LOW |
1.0476 |
|
0.618 |
1.0409 |
|
1.000 |
1.0367 |
|
1.618 |
1.0300 |
|
2.618 |
1.0191 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0584 |
| PP |
1.0538 |
1.0573 |
| S1 |
1.0531 |
1.0563 |
|