CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0570 |
1.0683 |
0.0114 |
1.1% |
1.0556 |
| High |
1.0699 |
1.0699 |
0.0000 |
0.0% |
1.0699 |
| Low |
1.0566 |
1.0610 |
0.0044 |
0.4% |
1.0428 |
| Close |
1.0677 |
1.0616 |
-0.0061 |
-0.6% |
1.0616 |
| Range |
0.0133 |
0.0090 |
-0.0044 |
-32.7% |
0.0272 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,017 |
863 |
-154 |
-15.1% |
4,170 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0852 |
1.0665 |
|
| R3 |
1.0820 |
1.0763 |
1.0640 |
|
| R2 |
1.0731 |
1.0731 |
1.0632 |
|
| R1 |
1.0673 |
1.0673 |
1.0624 |
1.0657 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0633 |
| S1 |
1.0584 |
1.0584 |
1.0607 |
1.0568 |
| S2 |
1.0552 |
1.0552 |
1.0599 |
|
| S3 |
1.0462 |
1.0494 |
1.0591 |
|
| S4 |
1.0373 |
1.0405 |
1.0566 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1277 |
1.0765 |
|
| R3 |
1.1124 |
1.1005 |
1.0690 |
|
| R2 |
1.0852 |
1.0852 |
1.0665 |
|
| R1 |
1.0734 |
1.0734 |
1.0640 |
1.0793 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0610 |
| S1 |
1.0462 |
1.0462 |
1.0591 |
1.0522 |
| S2 |
1.0309 |
1.0309 |
1.0566 |
|
| S3 |
1.0038 |
1.0191 |
1.0541 |
|
| S4 |
0.9766 |
0.9919 |
1.0466 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0933 |
|
1.618 |
1.0844 |
|
1.000 |
1.0789 |
|
0.618 |
1.0754 |
|
HIGH |
1.0699 |
|
0.618 |
1.0665 |
|
0.500 |
1.0654 |
|
0.382 |
1.0644 |
|
LOW |
1.0610 |
|
0.618 |
1.0554 |
|
1.000 |
1.0520 |
|
1.618 |
1.0465 |
|
2.618 |
1.0375 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0606 |
| PP |
1.0641 |
1.0597 |
| S1 |
1.0628 |
1.0588 |
|