CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0730 |
0.0071 |
0.7% |
1.0691 |
| High |
1.0738 |
1.0734 |
-0.0004 |
0.0% |
1.0738 |
| Low |
1.0655 |
1.0664 |
0.0009 |
0.1% |
1.0582 |
| Close |
1.0735 |
1.0664 |
-0.0071 |
-0.7% |
1.0664 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-14.5% |
0.0156 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,513 |
939 |
-574 |
-37.9% |
6,034 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0852 |
1.0703 |
|
| R3 |
1.0828 |
1.0781 |
1.0683 |
|
| R2 |
1.0758 |
1.0758 |
1.0677 |
|
| R1 |
1.0711 |
1.0711 |
1.0670 |
1.0699 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0681 |
| S1 |
1.0640 |
1.0640 |
1.0658 |
1.0629 |
| S2 |
1.0617 |
1.0617 |
1.0651 |
|
| S3 |
1.0546 |
1.0570 |
1.0645 |
|
| S4 |
1.0476 |
1.0499 |
1.0625 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1051 |
1.0750 |
|
| R3 |
1.0972 |
1.0896 |
1.0707 |
|
| R2 |
1.0817 |
1.0817 |
1.0693 |
|
| R1 |
1.0740 |
1.0740 |
1.0678 |
1.0701 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0641 |
| S1 |
1.0585 |
1.0585 |
1.0650 |
1.0545 |
| S2 |
1.0506 |
1.0506 |
1.0635 |
|
| S3 |
1.0350 |
1.0429 |
1.0621 |
|
| S4 |
1.0195 |
1.0274 |
1.0578 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1034 |
|
2.618 |
1.0919 |
|
1.618 |
1.0848 |
|
1.000 |
1.0805 |
|
0.618 |
1.0778 |
|
HIGH |
1.0734 |
|
0.618 |
1.0707 |
|
0.500 |
1.0699 |
|
0.382 |
1.0690 |
|
LOW |
1.0664 |
|
0.618 |
1.0620 |
|
1.000 |
1.0593 |
|
1.618 |
1.0549 |
|
2.618 |
1.0479 |
|
4.250 |
1.0364 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0663 |
| PP |
1.0687 |
1.0661 |
| S1 |
1.0676 |
1.0660 |
|