CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0754 |
-0.0074 |
-0.7% |
1.0790 |
| High |
1.0837 |
1.0796 |
-0.0041 |
-0.4% |
1.0848 |
| Low |
1.0730 |
1.0731 |
0.0001 |
0.0% |
1.0730 |
| Close |
1.0771 |
1.0771 |
0.0000 |
0.0% |
1.0771 |
| Range |
0.0107 |
0.0065 |
-0.0042 |
-39.0% |
0.0118 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
923 |
1,104 |
181 |
19.6% |
3,534 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0931 |
1.0806 |
|
| R3 |
1.0896 |
1.0866 |
1.0788 |
|
| R2 |
1.0831 |
1.0831 |
1.0782 |
|
| R1 |
1.0801 |
1.0801 |
1.0776 |
1.0816 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0773 |
| S1 |
1.0736 |
1.0736 |
1.0765 |
1.0751 |
| S2 |
1.0701 |
1.0701 |
1.0759 |
|
| S3 |
1.0636 |
1.0671 |
1.0753 |
|
| S4 |
1.0571 |
1.0606 |
1.0735 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1072 |
1.0835 |
|
| R3 |
1.1019 |
1.0954 |
1.0803 |
|
| R2 |
1.0901 |
1.0901 |
1.0792 |
|
| R1 |
1.0836 |
1.0836 |
1.0781 |
1.0809 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0770 |
| S1 |
1.0718 |
1.0718 |
1.0760 |
1.0691 |
| S2 |
1.0665 |
1.0665 |
1.0749 |
|
| S3 |
1.0547 |
1.0600 |
1.0738 |
|
| S4 |
1.0429 |
1.0482 |
1.0706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0966 |
|
1.618 |
1.0901 |
|
1.000 |
1.0861 |
|
0.618 |
1.0836 |
|
HIGH |
1.0796 |
|
0.618 |
1.0771 |
|
0.500 |
1.0764 |
|
0.382 |
1.0756 |
|
LOW |
1.0731 |
|
0.618 |
1.0691 |
|
1.000 |
1.0666 |
|
1.618 |
1.0626 |
|
2.618 |
1.0561 |
|
4.250 |
1.0455 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0768 |
1.0786 |
| PP |
1.0766 |
1.0781 |
| S1 |
1.0764 |
1.0776 |
|