CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0664 |
0.0030 |
0.3% |
1.0556 |
| High |
1.0704 |
1.0765 |
0.0061 |
0.6% |
1.0699 |
| Low |
1.0536 |
1.0652 |
0.0117 |
1.1% |
1.0428 |
| Close |
1.0659 |
1.0706 |
0.0048 |
0.4% |
1.0616 |
| Range |
0.0169 |
0.0113 |
-0.0056 |
-32.9% |
0.0272 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,028 |
684 |
-344 |
-33.5% |
4,170 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.0989 |
1.0768 |
|
| R3 |
1.0934 |
1.0876 |
1.0737 |
|
| R2 |
1.0821 |
1.0821 |
1.0727 |
|
| R1 |
1.0763 |
1.0763 |
1.0716 |
1.0792 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0722 |
| S1 |
1.0650 |
1.0650 |
1.0696 |
1.0679 |
| S2 |
1.0595 |
1.0595 |
1.0685 |
|
| S3 |
1.0482 |
1.0537 |
1.0675 |
|
| S4 |
1.0369 |
1.0424 |
1.0644 |
|
|
| 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 |
1.1245 |
|
2.618 |
1.1061 |
|
1.618 |
1.0948 |
|
1.000 |
1.0878 |
|
0.618 |
1.0835 |
|
HIGH |
1.0765 |
|
0.618 |
1.0722 |
|
0.500 |
1.0709 |
|
0.382 |
1.0695 |
|
LOW |
1.0652 |
|
0.618 |
1.0582 |
|
1.000 |
1.0539 |
|
1.618 |
1.0469 |
|
2.618 |
1.0356 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0687 |
| PP |
1.0708 |
1.0669 |
| S1 |
1.0707 |
1.0650 |
|