CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0659 |
0.0024 |
0.2% |
1.0845 |
| High |
1.0669 |
1.0738 |
0.0069 |
0.6% |
1.0853 |
| Low |
1.0582 |
1.0655 |
0.0073 |
0.7% |
1.0668 |
| Close |
1.0651 |
1.0735 |
0.0085 |
0.8% |
1.0693 |
| Range |
0.0087 |
0.0083 |
-0.0004 |
-4.6% |
0.0185 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,361 |
1,513 |
152 |
11.2% |
5,883 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0928 |
1.0780 |
|
| R3 |
1.0874 |
1.0846 |
1.0758 |
|
| R2 |
1.0792 |
1.0792 |
1.0750 |
|
| R1 |
1.0763 |
1.0763 |
1.0743 |
1.0778 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0716 |
| S1 |
1.0681 |
1.0681 |
1.0727 |
1.0695 |
| S2 |
1.0627 |
1.0627 |
1.0720 |
|
| S3 |
1.0544 |
1.0598 |
1.0712 |
|
| S4 |
1.0462 |
1.0516 |
1.0690 |
|
|
| 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 |
1.1088 |
|
2.618 |
1.0953 |
|
1.618 |
1.0871 |
|
1.000 |
1.0820 |
|
0.618 |
1.0788 |
|
HIGH |
1.0738 |
|
0.618 |
1.0706 |
|
0.500 |
1.0696 |
|
0.382 |
1.0687 |
|
LOW |
1.0655 |
|
0.618 |
1.0604 |
|
1.000 |
1.0573 |
|
1.618 |
1.0522 |
|
2.618 |
1.0439 |
|
4.250 |
1.0304 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0710 |
| PP |
1.0709 |
1.0685 |
| S1 |
1.0696 |
1.0660 |
|