CME Euro FX (E) Future June 2017
Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1.0826 |
1.0845 |
0.0020 |
0.2% |
1.0781 |
High |
1.0862 |
1.0853 |
-0.0010 |
-0.1% |
1.0894 |
Low |
1.0776 |
1.0771 |
-0.0006 |
-0.1% |
1.0690 |
Close |
1.0832 |
1.0813 |
-0.0020 |
-0.2% |
1.0832 |
Range |
0.0086 |
0.0082 |
-0.0004 |
-4.7% |
0.0204 |
ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
1,204 |
1,009 |
-195 |
-16.2% |
5,082 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1058 |
1.1017 |
1.0858 |
|
R3 |
1.0976 |
1.0935 |
1.0835 |
|
R2 |
1.0894 |
1.0894 |
1.0828 |
|
R1 |
1.0853 |
1.0853 |
1.0820 |
1.0833 |
PP |
1.0812 |
1.0812 |
1.0812 |
1.0802 |
S1 |
1.0771 |
1.0771 |
1.0805 |
1.0751 |
S2 |
1.0730 |
1.0730 |
1.0797 |
|
S3 |
1.0648 |
1.0689 |
1.0790 |
|
S4 |
1.0566 |
1.0607 |
1.0767 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1416 |
1.1327 |
1.0944 |
|
R3 |
1.1212 |
1.1124 |
1.0888 |
|
R2 |
1.1009 |
1.1009 |
1.0869 |
|
R1 |
1.0920 |
1.0920 |
1.0851 |
1.0965 |
PP |
1.0805 |
1.0805 |
1.0805 |
1.0827 |
S1 |
1.0717 |
1.0717 |
1.0813 |
1.0761 |
S2 |
1.0602 |
1.0602 |
1.0795 |
|
S3 |
1.0398 |
1.0513 |
1.0776 |
|
S4 |
1.0195 |
1.0310 |
1.0720 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1201 |
2.618 |
1.1067 |
1.618 |
1.0985 |
1.000 |
1.0935 |
0.618 |
1.0903 |
HIGH |
1.0853 |
0.618 |
1.0821 |
0.500 |
1.0812 |
0.382 |
1.0802 |
LOW |
1.0771 |
0.618 |
1.0720 |
1.000 |
1.0689 |
1.618 |
1.0638 |
2.618 |
1.0556 |
4.250 |
1.0422 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1.0812 |
1.0832 |
PP |
1.0812 |
1.0826 |
S1 |
1.0812 |
1.0819 |
|