CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0677 |
-0.0053 |
-0.5% |
1.0691 |
| High |
1.0734 |
1.0691 |
-0.0043 |
-0.4% |
1.0738 |
| Low |
1.0664 |
1.0583 |
-0.0081 |
-0.8% |
1.0582 |
| Close |
1.0664 |
1.0606 |
-0.0058 |
-0.5% |
1.0664 |
| Range |
0.0071 |
0.0108 |
0.0038 |
53.2% |
0.0156 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.1% |
0.0000 |
| Volume |
939 |
2,428 |
1,489 |
158.6% |
6,034 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0886 |
1.0665 |
|
| R3 |
1.0843 |
1.0778 |
1.0636 |
|
| R2 |
1.0735 |
1.0735 |
1.0626 |
|
| R1 |
1.0670 |
1.0670 |
1.0616 |
1.0649 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0616 |
| S1 |
1.0562 |
1.0562 |
1.0596 |
1.0541 |
| S2 |
1.0519 |
1.0519 |
1.0586 |
|
| S3 |
1.0411 |
1.0454 |
1.0576 |
|
| S4 |
1.0303 |
1.0346 |
1.0547 |
|
|
| 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 |
1.1150 |
|
2.618 |
1.0974 |
|
1.618 |
1.0866 |
|
1.000 |
1.0799 |
|
0.618 |
1.0758 |
|
HIGH |
1.0691 |
|
0.618 |
1.0650 |
|
0.500 |
1.0637 |
|
0.382 |
1.0624 |
|
LOW |
1.0583 |
|
0.618 |
1.0516 |
|
1.000 |
1.0475 |
|
1.618 |
1.0408 |
|
2.618 |
1.0300 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0660 |
| PP |
1.0627 |
1.0642 |
| S1 |
1.0616 |
1.0624 |
|