CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0598 |
-0.0079 |
-0.7% |
1.0691 |
| High |
1.0691 |
1.0631 |
-0.0060 |
-0.6% |
1.0738 |
| Low |
1.0583 |
1.0552 |
-0.0032 |
-0.3% |
1.0582 |
| Close |
1.0606 |
1.0629 |
0.0023 |
0.2% |
1.0664 |
| Range |
0.0108 |
0.0080 |
-0.0029 |
-26.4% |
0.0156 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,428 |
1,885 |
-543 |
-22.4% |
6,034 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0815 |
1.0673 |
|
| R3 |
1.0763 |
1.0736 |
1.0651 |
|
| R2 |
1.0683 |
1.0683 |
1.0644 |
|
| R1 |
1.0656 |
1.0656 |
1.0636 |
1.0670 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0611 |
| S1 |
1.0577 |
1.0577 |
1.0622 |
1.0590 |
| S2 |
1.0524 |
1.0524 |
1.0614 |
|
| S3 |
1.0445 |
1.0497 |
1.0607 |
|
| S4 |
1.0365 |
1.0418 |
1.0585 |
|
|
| 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 |
1.0969 |
|
2.618 |
1.0839 |
|
1.618 |
1.0760 |
|
1.000 |
1.0711 |
|
0.618 |
1.0680 |
|
HIGH |
1.0631 |
|
0.618 |
1.0601 |
|
0.500 |
1.0591 |
|
0.382 |
1.0582 |
|
LOW |
1.0552 |
|
0.618 |
1.0502 |
|
1.000 |
1.0472 |
|
1.618 |
1.0423 |
|
2.618 |
1.0343 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0643 |
| PP |
1.0604 |
1.0638 |
| S1 |
1.0591 |
1.0634 |
|