CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0716 |
1.0691 |
-0.0025 |
-0.2% |
1.0845 |
| High |
1.0728 |
1.0719 |
-0.0009 |
-0.1% |
1.0853 |
| Low |
1.0668 |
1.0654 |
-0.0015 |
-0.1% |
1.0668 |
| Close |
1.0693 |
1.0660 |
-0.0033 |
-0.3% |
1.0693 |
| Range |
0.0060 |
0.0065 |
0.0006 |
9.2% |
0.0185 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,127 |
672 |
-455 |
-40.4% |
5,883 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0831 |
1.0696 |
|
| R3 |
1.0807 |
1.0766 |
1.0678 |
|
| R2 |
1.0742 |
1.0742 |
1.0672 |
|
| R1 |
1.0701 |
1.0701 |
1.0666 |
1.0689 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0671 |
| S1 |
1.0636 |
1.0636 |
1.0654 |
1.0624 |
| S2 |
1.0612 |
1.0612 |
1.0648 |
|
| S3 |
1.0547 |
1.0571 |
1.0642 |
|
| S4 |
1.0482 |
1.0506 |
1.0624 |
|
|
| 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 |
1.0995 |
|
2.618 |
1.0889 |
|
1.618 |
1.0824 |
|
1.000 |
1.0784 |
|
0.618 |
1.0759 |
|
HIGH |
1.0719 |
|
0.618 |
1.0694 |
|
0.500 |
1.0686 |
|
0.382 |
1.0678 |
|
LOW |
1.0654 |
|
0.618 |
1.0613 |
|
1.000 |
1.0589 |
|
1.618 |
1.0548 |
|
2.618 |
1.0483 |
|
4.250 |
1.0377 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0686 |
1.0712 |
| PP |
1.0677 |
1.0695 |
| S1 |
1.0669 |
1.0677 |
|