CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0740 |
-0.0071 |
-0.7% |
1.0781 |
| High |
1.0813 |
1.0777 |
-0.0036 |
-0.3% |
1.0894 |
| Low |
1.0720 |
1.0704 |
-0.0016 |
-0.1% |
1.0690 |
| Close |
1.0759 |
1.0749 |
-0.0011 |
-0.1% |
1.0832 |
| Range |
0.0093 |
0.0073 |
-0.0020 |
-21.6% |
0.0204 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,127 |
1,608 |
481 |
42.7% |
5,082 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0927 |
1.0788 |
|
| R3 |
1.0888 |
1.0855 |
1.0768 |
|
| R2 |
1.0816 |
1.0816 |
1.0762 |
|
| R1 |
1.0782 |
1.0782 |
1.0755 |
1.0799 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0751 |
| S1 |
1.0710 |
1.0710 |
1.0742 |
1.0726 |
| S2 |
1.0671 |
1.0671 |
1.0735 |
|
| S3 |
1.0598 |
1.0637 |
1.0729 |
|
| S4 |
1.0526 |
1.0565 |
1.0709 |
|
|
| 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 |
1.1085 |
|
2.618 |
1.0966 |
|
1.618 |
1.0894 |
|
1.000 |
1.0849 |
|
0.618 |
1.0821 |
|
HIGH |
1.0777 |
|
0.618 |
1.0749 |
|
0.500 |
1.0740 |
|
0.382 |
1.0732 |
|
LOW |
1.0704 |
|
0.618 |
1.0659 |
|
1.000 |
1.0632 |
|
1.618 |
1.0587 |
|
2.618 |
1.0514 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0778 |
| PP |
1.0743 |
1.0768 |
| S1 |
1.0740 |
1.0758 |
|