CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0827 |
0.0024 |
0.2% |
1.0700 |
| High |
1.0843 |
1.0837 |
-0.0006 |
-0.1% |
1.0799 |
| Low |
1.0786 |
1.0730 |
-0.0056 |
-0.5% |
1.0659 |
| Close |
1.0815 |
1.0771 |
-0.0044 |
-0.4% |
1.0785 |
| Range |
0.0057 |
0.0107 |
0.0050 |
86.8% |
0.0140 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.9% |
0.0000 |
| Volume |
480 |
923 |
443 |
92.3% |
2,420 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1041 |
1.0829 |
|
| R3 |
1.0992 |
1.0935 |
1.0800 |
|
| R2 |
1.0886 |
1.0886 |
1.0790 |
|
| R1 |
1.0828 |
1.0828 |
1.0780 |
1.0804 |
| PP |
1.0779 |
1.0779 |
1.0779 |
1.0767 |
| S1 |
1.0722 |
1.0722 |
1.0761 |
1.0697 |
| S2 |
1.0673 |
1.0673 |
1.0751 |
|
| S3 |
1.0566 |
1.0615 |
1.0741 |
|
| S4 |
1.0460 |
1.0509 |
1.0712 |
|
|
| 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 |
1.1289 |
|
2.618 |
1.1115 |
|
1.618 |
1.1009 |
|
1.000 |
1.0943 |
|
0.618 |
1.0902 |
|
HIGH |
1.0837 |
|
0.618 |
1.0796 |
|
0.500 |
1.0783 |
|
0.382 |
1.0771 |
|
LOW |
1.0730 |
|
0.618 |
1.0664 |
|
1.000 |
1.0624 |
|
1.618 |
1.0558 |
|
2.618 |
1.0451 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0789 |
| PP |
1.0779 |
1.0783 |
| S1 |
1.0775 |
1.0777 |
|