CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0705 |
-0.0084 |
-0.8% |
1.0609 |
| High |
1.0791 |
1.0754 |
-0.0037 |
-0.3% |
1.0765 |
| Low |
1.0708 |
1.0667 |
-0.0041 |
-0.4% |
1.0536 |
| Close |
1.0746 |
1.0737 |
-0.0009 |
-0.1% |
1.0723 |
| Range |
0.0084 |
0.0087 |
0.0004 |
4.2% |
0.0230 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
532 |
606 |
74 |
13.9% |
3,229 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0946 |
1.0785 |
|
| R3 |
1.0893 |
1.0859 |
1.0761 |
|
| R2 |
1.0806 |
1.0806 |
1.0753 |
|
| R1 |
1.0772 |
1.0772 |
1.0745 |
1.0789 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0728 |
| S1 |
1.0685 |
1.0685 |
1.0729 |
1.0702 |
| S2 |
1.0632 |
1.0632 |
1.0721 |
|
| S3 |
1.0545 |
1.0598 |
1.0713 |
|
| S4 |
1.0458 |
1.0511 |
1.0689 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1273 |
1.0849 |
|
| R3 |
1.1134 |
1.1043 |
1.0786 |
|
| R2 |
1.0904 |
1.0904 |
1.0765 |
|
| R1 |
1.0814 |
1.0814 |
1.0744 |
1.0859 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0697 |
| S1 |
1.0584 |
1.0584 |
1.0702 |
1.0629 |
| S2 |
1.0445 |
1.0445 |
1.0681 |
|
| S3 |
1.0216 |
1.0355 |
1.0660 |
|
| S4 |
0.9986 |
1.0125 |
1.0597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.0982 |
|
1.618 |
1.0895 |
|
1.000 |
1.0841 |
|
0.618 |
1.0808 |
|
HIGH |
1.0754 |
|
0.618 |
1.0721 |
|
0.500 |
1.0711 |
|
0.382 |
1.0700 |
|
LOW |
1.0667 |
|
0.618 |
1.0613 |
|
1.000 |
1.0580 |
|
1.618 |
1.0526 |
|
2.618 |
1.0439 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0734 |
| PP |
1.0719 |
1.0732 |
| S1 |
1.0711 |
1.0729 |
|