CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0670 |
0.0061 |
0.6% |
1.0556 |
| High |
1.0666 |
1.0710 |
0.0044 |
0.4% |
1.0699 |
| Low |
1.0595 |
1.0634 |
0.0039 |
0.4% |
1.0428 |
| Close |
1.0661 |
1.0642 |
-0.0020 |
-0.2% |
1.0616 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.1% |
0.0272 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
298 |
430 |
132 |
44.3% |
4,170 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0840 |
1.0683 |
|
| R3 |
1.0813 |
1.0765 |
1.0662 |
|
| R2 |
1.0737 |
1.0737 |
1.0655 |
|
| R1 |
1.0689 |
1.0689 |
1.0648 |
1.0676 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0655 |
| S1 |
1.0614 |
1.0614 |
1.0635 |
1.0600 |
| S2 |
1.0586 |
1.0586 |
1.0628 |
|
| S3 |
1.0511 |
1.0538 |
1.0621 |
|
| S4 |
1.0435 |
1.0463 |
1.0600 |
|
|
| 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 |
1.1030 |
|
2.618 |
1.0907 |
|
1.618 |
1.0832 |
|
1.000 |
1.0785 |
|
0.618 |
1.0756 |
|
HIGH |
1.0710 |
|
0.618 |
1.0681 |
|
0.500 |
1.0672 |
|
0.382 |
1.0663 |
|
LOW |
1.0634 |
|
0.618 |
1.0587 |
|
1.000 |
1.0559 |
|
1.618 |
1.0512 |
|
2.618 |
1.0436 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0652 |
| PP |
1.0662 |
1.0649 |
| S1 |
1.0652 |
1.0645 |
|