CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0683 |
1.0609 |
-0.0075 |
-0.7% |
1.0556 |
| High |
1.0699 |
1.0666 |
-0.0034 |
-0.3% |
1.0699 |
| Low |
1.0610 |
1.0595 |
-0.0015 |
-0.1% |
1.0428 |
| Close |
1.0616 |
1.0661 |
0.0046 |
0.4% |
1.0616 |
| Range |
0.0090 |
0.0071 |
-0.0019 |
-21.2% |
0.0272 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
863 |
298 |
-565 |
-65.5% |
4,170 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0827 |
1.0700 |
|
| R3 |
1.0782 |
1.0757 |
1.0680 |
|
| R2 |
1.0711 |
1.0711 |
1.0674 |
|
| R1 |
1.0686 |
1.0686 |
1.0667 |
1.0699 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0647 |
| S1 |
1.0616 |
1.0616 |
1.0655 |
1.0628 |
| S2 |
1.0570 |
1.0570 |
1.0648 |
|
| S3 |
1.0500 |
1.0545 |
1.0642 |
|
| S4 |
1.0429 |
1.0475 |
1.0622 |
|
|
| 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 |
1.0965 |
|
2.618 |
1.0850 |
|
1.618 |
1.0780 |
|
1.000 |
1.0736 |
|
0.618 |
1.0709 |
|
HIGH |
1.0666 |
|
0.618 |
1.0639 |
|
0.500 |
1.0630 |
|
0.382 |
1.0622 |
|
LOW |
1.0595 |
|
0.618 |
1.0551 |
|
1.000 |
1.0525 |
|
1.618 |
1.0481 |
|
2.618 |
1.0410 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0651 |
1.0652 |
| PP |
1.0641 |
1.0642 |
| S1 |
1.0630 |
1.0633 |
|