CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0746 |
0.0006 |
0.1% |
1.0781 |
| High |
1.0777 |
1.0770 |
-0.0007 |
-0.1% |
1.0894 |
| Low |
1.0704 |
1.0712 |
0.0008 |
0.1% |
1.0690 |
| Close |
1.0749 |
1.0720 |
-0.0029 |
-0.3% |
1.0832 |
| Range |
0.0073 |
0.0059 |
-0.0014 |
-19.3% |
0.0204 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,608 |
1,012 |
-596 |
-37.1% |
5,082 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0873 |
1.0752 |
|
| R3 |
1.0851 |
1.0814 |
1.0736 |
|
| R2 |
1.0792 |
1.0792 |
1.0730 |
|
| R1 |
1.0756 |
1.0756 |
1.0725 |
1.0745 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0728 |
| S1 |
1.0697 |
1.0697 |
1.0714 |
1.0686 |
| S2 |
1.0675 |
1.0675 |
1.0709 |
|
| S3 |
1.0617 |
1.0639 |
1.0703 |
|
| S4 |
1.0558 |
1.0580 |
1.0687 |
|
|
| 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 |
1.1019 |
|
2.618 |
1.0923 |
|
1.618 |
1.0865 |
|
1.000 |
1.0829 |
|
0.618 |
1.0806 |
|
HIGH |
1.0770 |
|
0.618 |
1.0748 |
|
0.500 |
1.0741 |
|
0.382 |
1.0734 |
|
LOW |
1.0712 |
|
0.618 |
1.0675 |
|
1.000 |
1.0653 |
|
1.618 |
1.0617 |
|
2.618 |
1.0558 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0758 |
| PP |
1.0734 |
1.0745 |
| S1 |
1.0727 |
1.0732 |
|