CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0716 |
-0.0030 |
-0.3% |
1.0845 |
| High |
1.0770 |
1.0728 |
-0.0043 |
-0.4% |
1.0853 |
| Low |
1.0712 |
1.0668 |
-0.0044 |
-0.4% |
1.0668 |
| Close |
1.0720 |
1.0693 |
-0.0027 |
-0.3% |
1.0693 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0185 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,012 |
1,127 |
115 |
11.4% |
5,883 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0843 |
1.0725 |
|
| R3 |
1.0815 |
1.0784 |
1.0709 |
|
| R2 |
1.0756 |
1.0756 |
1.0703 |
|
| R1 |
1.0724 |
1.0724 |
1.0698 |
1.0710 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0689 |
| S1 |
1.0665 |
1.0665 |
1.0687 |
1.0651 |
| S2 |
1.0637 |
1.0637 |
1.0682 |
|
| S3 |
1.0577 |
1.0605 |
1.0676 |
|
| S4 |
1.0518 |
1.0546 |
1.0660 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1176 |
1.0794 |
|
| R3 |
1.1107 |
1.0992 |
1.0743 |
|
| R2 |
1.0922 |
1.0922 |
1.0726 |
|
| R1 |
1.0807 |
1.0807 |
1.0709 |
1.0773 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0720 |
| S1 |
1.0623 |
1.0623 |
1.0676 |
1.0588 |
| S2 |
1.0553 |
1.0553 |
1.0659 |
|
| S3 |
1.0369 |
1.0438 |
1.0642 |
|
| S4 |
1.0184 |
1.0254 |
1.0591 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0883 |
|
1.618 |
1.0824 |
|
1.000 |
1.0787 |
|
0.618 |
1.0764 |
|
HIGH |
1.0728 |
|
0.618 |
1.0705 |
|
0.500 |
1.0698 |
|
0.382 |
1.0691 |
|
LOW |
1.0668 |
|
0.618 |
1.0631 |
|
1.000 |
1.0609 |
|
1.618 |
1.0572 |
|
2.618 |
1.0512 |
|
4.250 |
1.0415 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0722 |
| PP |
1.0696 |
1.0712 |
| S1 |
1.0694 |
1.0702 |
|