CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0635 |
-0.0020 |
-0.2% |
1.0845 |
| High |
1.0694 |
1.0669 |
-0.0025 |
-0.2% |
1.0853 |
| Low |
1.0622 |
1.0582 |
-0.0040 |
-0.4% |
1.0668 |
| Close |
1.0634 |
1.0651 |
0.0017 |
0.2% |
1.0693 |
| Range |
0.0072 |
0.0087 |
0.0015 |
21.0% |
0.0185 |
| ATR |
0.0084 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,549 |
1,361 |
-188 |
-12.1% |
5,883 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0858 |
1.0698 |
|
| R3 |
1.0807 |
1.0772 |
1.0674 |
|
| R2 |
1.0720 |
1.0720 |
1.0666 |
|
| R1 |
1.0685 |
1.0685 |
1.0658 |
1.0703 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0642 |
| S1 |
1.0599 |
1.0599 |
1.0643 |
1.0616 |
| S2 |
1.0547 |
1.0547 |
1.0635 |
|
| S3 |
1.0461 |
1.0512 |
1.0627 |
|
| S4 |
1.0374 |
1.0426 |
1.0603 |
|
|
| 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 |
1.1036 |
|
2.618 |
1.0895 |
|
1.618 |
1.0808 |
|
1.000 |
1.0755 |
|
0.618 |
1.0722 |
|
HIGH |
1.0669 |
|
0.618 |
1.0635 |
|
0.500 |
1.0625 |
|
0.382 |
1.0615 |
|
LOW |
1.0582 |
|
0.618 |
1.0529 |
|
1.000 |
1.0496 |
|
1.618 |
1.0442 |
|
2.618 |
1.0356 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0650 |
| PP |
1.0634 |
1.0650 |
| S1 |
1.0625 |
1.0650 |
|