CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0635 |
-0.0035 |
-0.3% |
1.0556 |
| High |
1.0710 |
1.0704 |
-0.0006 |
-0.1% |
1.0699 |
| Low |
1.0634 |
1.0536 |
-0.0099 |
-0.9% |
1.0428 |
| Close |
1.0642 |
1.0659 |
0.0017 |
0.2% |
1.0616 |
| Range |
0.0076 |
0.0169 |
0.0093 |
123.2% |
0.0272 |
| ATR |
0.0105 |
0.0109 |
0.0005 |
4.4% |
0.0000 |
| Volume |
430 |
1,028 |
598 |
139.1% |
4,170 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1067 |
1.0751 |
|
| R3 |
1.0970 |
1.0898 |
1.0705 |
|
| R2 |
1.0801 |
1.0801 |
1.0689 |
|
| R1 |
1.0730 |
1.0730 |
1.0674 |
1.0766 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0651 |
| S1 |
1.0561 |
1.0561 |
1.0643 |
1.0597 |
| S2 |
1.0464 |
1.0464 |
1.0628 |
|
| S3 |
1.0296 |
1.0393 |
1.0612 |
|
| S4 |
1.0127 |
1.0224 |
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 |
1.1420 |
|
2.618 |
1.1145 |
|
1.618 |
1.0977 |
|
1.000 |
1.0873 |
|
0.618 |
1.0808 |
|
HIGH |
1.0704 |
|
0.618 |
1.0640 |
|
0.500 |
1.0620 |
|
0.382 |
1.0600 |
|
LOW |
1.0536 |
|
0.618 |
1.0431 |
|
1.000 |
1.0367 |
|
1.618 |
1.0263 |
|
2.618 |
1.0094 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0647 |
| PP |
1.0633 |
1.0635 |
| S1 |
1.0620 |
1.0623 |
|