CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0781 |
0.0028 |
0.3% |
1.0790 |
| High |
1.0796 |
1.0811 |
0.0015 |
0.1% |
1.0848 |
| Low |
1.0731 |
1.0690 |
-0.0041 |
-0.4% |
1.0730 |
| Close |
1.0771 |
1.0763 |
-0.0008 |
-0.1% |
1.0771 |
| Range |
0.0065 |
0.0121 |
0.0056 |
85.4% |
0.0118 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,104 |
999 |
-105 |
-9.5% |
3,534 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1060 |
1.0829 |
|
| R3 |
1.0996 |
1.0940 |
1.0796 |
|
| R2 |
1.0875 |
1.0875 |
1.0785 |
|
| R1 |
1.0819 |
1.0819 |
1.0774 |
1.0787 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0738 |
| S1 |
1.0699 |
1.0699 |
1.0752 |
1.0666 |
| S2 |
1.0634 |
1.0634 |
1.0741 |
|
| S3 |
1.0514 |
1.0578 |
1.0730 |
|
| S4 |
1.0393 |
1.0458 |
1.0697 |
|
|
| 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 |
1.1323 |
|
2.618 |
1.1126 |
|
1.618 |
1.1005 |
|
1.000 |
1.0931 |
|
0.618 |
1.0885 |
|
HIGH |
1.0811 |
|
0.618 |
1.0764 |
|
0.500 |
1.0750 |
|
0.382 |
1.0736 |
|
LOW |
1.0690 |
|
0.618 |
1.0616 |
|
1.000 |
1.0570 |
|
1.618 |
1.0495 |
|
2.618 |
1.0375 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0763 |
| PP |
1.0755 |
1.0763 |
| S1 |
1.0750 |
1.0763 |
|