CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0811 |
-0.0034 |
-0.3% |
1.0781 |
| High |
1.0853 |
1.0813 |
-0.0040 |
-0.4% |
1.0894 |
| Low |
1.0771 |
1.0720 |
-0.0051 |
-0.5% |
1.0690 |
| Close |
1.0813 |
1.0759 |
-0.0054 |
-0.5% |
1.0832 |
| Range |
0.0082 |
0.0093 |
0.0011 |
12.8% |
0.0204 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,009 |
1,127 |
118 |
11.7% |
5,082 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.0993 |
1.0810 |
|
| R3 |
1.0949 |
1.0900 |
1.0784 |
|
| R2 |
1.0856 |
1.0856 |
1.0776 |
|
| R1 |
1.0808 |
1.0808 |
1.0767 |
1.0786 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0753 |
| S1 |
1.0715 |
1.0715 |
1.0751 |
1.0693 |
| S2 |
1.0671 |
1.0671 |
1.0742 |
|
| S3 |
1.0579 |
1.0623 |
1.0734 |
|
| S4 |
1.0486 |
1.0530 |
1.0708 |
|
|
| 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 |
1.1206 |
|
2.618 |
1.1055 |
|
1.618 |
1.0962 |
|
1.000 |
1.0905 |
|
0.618 |
1.0870 |
|
HIGH |
1.0813 |
|
0.618 |
1.0777 |
|
0.500 |
1.0766 |
|
0.382 |
1.0755 |
|
LOW |
1.0720 |
|
0.618 |
1.0663 |
|
1.000 |
1.0628 |
|
1.618 |
1.0570 |
|
2.618 |
1.0478 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0791 |
| PP |
1.0764 |
1.0780 |
| S1 |
1.0761 |
1.0770 |
|