CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0869 |
0.0098 |
0.9% |
1.0790 |
| High |
1.0880 |
1.0875 |
-0.0006 |
-0.1% |
1.0848 |
| Low |
1.0754 |
1.0798 |
0.0044 |
0.4% |
1.0730 |
| Close |
1.0873 |
1.0845 |
-0.0028 |
-0.3% |
1.0771 |
| Range |
0.0126 |
0.0077 |
-0.0050 |
-39.3% |
0.0118 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,455 |
698 |
-757 |
-52.0% |
3,534 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1033 |
1.0887 |
|
| R3 |
1.0992 |
1.0957 |
1.0866 |
|
| R2 |
1.0916 |
1.0916 |
1.0859 |
|
| R1 |
1.0880 |
1.0880 |
1.0852 |
1.0860 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0829 |
| S1 |
1.0804 |
1.0804 |
1.0838 |
1.0783 |
| S2 |
1.0763 |
1.0763 |
1.0831 |
|
| S3 |
1.0686 |
1.0727 |
1.0824 |
|
| S4 |
1.0610 |
1.0651 |
1.0803 |
|
|
| 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 |
1.1200 |
|
2.618 |
1.1075 |
|
1.618 |
1.0998 |
|
1.000 |
1.0951 |
|
0.618 |
1.0922 |
|
HIGH |
1.0875 |
|
0.618 |
1.0845 |
|
0.500 |
1.0836 |
|
0.382 |
1.0827 |
|
LOW |
1.0798 |
|
0.618 |
1.0751 |
|
1.000 |
1.0722 |
|
1.618 |
1.0674 |
|
2.618 |
1.0598 |
|
4.250 |
1.0473 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0825 |
| PP |
1.0839 |
1.0805 |
| S1 |
1.0836 |
1.0785 |
|