CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0869 |
1.0835 |
-0.0035 |
-0.3% |
1.0790 |
| High |
1.0875 |
1.0894 |
0.0019 |
0.2% |
1.0848 |
| Low |
1.0798 |
1.0822 |
0.0024 |
0.2% |
1.0730 |
| Close |
1.0845 |
1.0830 |
-0.0016 |
-0.1% |
1.0771 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0118 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
698 |
726 |
28 |
4.0% |
3,534 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1018 |
1.0869 |
|
| R3 |
1.0991 |
1.0946 |
1.0849 |
|
| R2 |
1.0920 |
1.0920 |
1.0843 |
|
| R1 |
1.0875 |
1.0875 |
1.0836 |
1.0862 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0842 |
| S1 |
1.0803 |
1.0803 |
1.0823 |
1.0790 |
| S2 |
1.0777 |
1.0777 |
1.0816 |
|
| S3 |
1.0705 |
1.0732 |
1.0810 |
|
| S4 |
1.0634 |
1.0660 |
1.0790 |
|
|
| 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 |
1.1197 |
|
2.618 |
1.1081 |
|
1.618 |
1.1009 |
|
1.000 |
1.0965 |
|
0.618 |
1.0938 |
|
HIGH |
1.0894 |
|
0.618 |
1.0866 |
|
0.500 |
1.0858 |
|
0.382 |
1.0849 |
|
LOW |
1.0822 |
|
0.618 |
1.0778 |
|
1.000 |
1.0751 |
|
1.618 |
1.0706 |
|
2.618 |
1.0635 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0828 |
| PP |
1.0848 |
1.0826 |
| S1 |
1.0839 |
1.0824 |
|