CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0570 |
0.0061 |
0.6% |
1.0539 |
| High |
1.0585 |
1.0699 |
0.0114 |
1.1% |
1.0740 |
| Low |
1.0476 |
1.0566 |
0.0090 |
0.9% |
1.0473 |
| Close |
1.0553 |
1.0677 |
0.0124 |
1.2% |
1.0627 |
| Range |
0.0109 |
0.0133 |
0.0024 |
22.0% |
0.0267 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.5% |
0.0000 |
| Volume |
896 |
1,017 |
121 |
13.5% |
1,185 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.0994 |
1.0750 |
|
| R3 |
1.0913 |
1.0861 |
1.0713 |
|
| R2 |
1.0780 |
1.0780 |
1.0701 |
|
| R1 |
1.0728 |
1.0728 |
1.0689 |
1.0754 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0660 |
| S1 |
1.0595 |
1.0595 |
1.0664 |
1.0621 |
| S2 |
1.0514 |
1.0514 |
1.0652 |
|
| S3 |
1.0381 |
1.0462 |
1.0640 |
|
| S4 |
1.0248 |
1.0329 |
1.0603 |
|
|
| 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 |
1.1264 |
|
2.618 |
1.1047 |
|
1.618 |
1.0914 |
|
1.000 |
1.0832 |
|
0.618 |
1.0781 |
|
HIGH |
1.0699 |
|
0.618 |
1.0648 |
|
0.500 |
1.0633 |
|
0.382 |
1.0617 |
|
LOW |
1.0566 |
|
0.618 |
1.0484 |
|
1.000 |
1.0433 |
|
1.618 |
1.0351 |
|
2.618 |
1.0218 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0662 |
1.0639 |
| PP |
1.0647 |
1.0601 |
| S1 |
1.0633 |
1.0563 |
|