CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0654 |
-0.0037 |
-0.3% |
1.0845 |
| High |
1.0719 |
1.0694 |
-0.0025 |
-0.2% |
1.0853 |
| Low |
1.0654 |
1.0622 |
-0.0032 |
-0.3% |
1.0668 |
| Close |
1.0660 |
1.0634 |
-0.0027 |
-0.2% |
1.0693 |
| Range |
0.0065 |
0.0072 |
0.0007 |
10.0% |
0.0185 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
672 |
1,549 |
877 |
130.5% |
5,883 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0820 |
1.0673 |
|
| R3 |
1.0793 |
1.0749 |
1.0653 |
|
| R2 |
1.0721 |
1.0721 |
1.0647 |
|
| R1 |
1.0677 |
1.0677 |
1.0640 |
1.0664 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0643 |
| S1 |
1.0606 |
1.0606 |
1.0627 |
1.0592 |
| S2 |
1.0578 |
1.0578 |
1.0620 |
|
| S3 |
1.0507 |
1.0534 |
1.0614 |
|
| S4 |
1.0435 |
1.0463 |
1.0594 |
|
|
| 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 |
1.0997 |
|
2.618 |
1.0881 |
|
1.618 |
1.0809 |
|
1.000 |
1.0765 |
|
0.618 |
1.0738 |
|
HIGH |
1.0694 |
|
0.618 |
1.0666 |
|
0.500 |
1.0658 |
|
0.382 |
1.0649 |
|
LOW |
1.0622 |
|
0.618 |
1.0578 |
|
1.000 |
1.0551 |
|
1.618 |
1.0506 |
|
2.618 |
1.0435 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0675 |
| PP |
1.0650 |
1.0661 |
| S1 |
1.0642 |
1.0647 |
|