CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0845 |
0.0055 |
0.5% |
1.0700 |
| High |
1.0845 |
1.0848 |
0.0003 |
0.0% |
1.0799 |
| Low |
1.0781 |
1.0795 |
0.0014 |
0.1% |
1.0659 |
| Close |
1.0822 |
1.0797 |
-0.0026 |
-0.2% |
1.0785 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-17.2% |
0.0140 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
410 |
617 |
207 |
50.5% |
2,420 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0937 |
1.0826 |
|
| R3 |
1.0919 |
1.0884 |
1.0811 |
|
| R2 |
1.0866 |
1.0866 |
1.0806 |
|
| R1 |
1.0831 |
1.0831 |
1.0801 |
1.0822 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0809 |
| S1 |
1.0778 |
1.0778 |
1.0792 |
1.0769 |
| S2 |
1.0760 |
1.0760 |
1.0787 |
|
| S3 |
1.0707 |
1.0725 |
1.0782 |
|
| S4 |
1.0654 |
1.0672 |
1.0767 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1115 |
1.0861 |
|
| R3 |
1.1026 |
1.0975 |
1.0823 |
|
| R2 |
1.0887 |
1.0887 |
1.0810 |
|
| R1 |
1.0836 |
1.0836 |
1.0797 |
1.0861 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0760 |
| S1 |
1.0696 |
1.0696 |
1.0772 |
1.0722 |
| S2 |
1.0608 |
1.0608 |
1.0759 |
|
| S3 |
1.0468 |
1.0557 |
1.0746 |
|
| S4 |
1.0329 |
1.0417 |
1.0708 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.0987 |
|
1.618 |
1.0934 |
|
1.000 |
1.0901 |
|
0.618 |
1.0881 |
|
HIGH |
1.0848 |
|
0.618 |
1.0828 |
|
0.500 |
1.0822 |
|
0.382 |
1.0815 |
|
LOW |
1.0795 |
|
0.618 |
1.0762 |
|
1.000 |
1.0742 |
|
1.618 |
1.0709 |
|
2.618 |
1.0656 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0790 |
| PP |
1.0813 |
1.0783 |
| S1 |
1.0805 |
1.0776 |
|