CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0614 |
0.0017 |
0.2% |
1.0691 |
| High |
1.0631 |
1.0651 |
0.0020 |
0.2% |
1.0738 |
| Low |
1.0552 |
1.0595 |
0.0043 |
0.4% |
1.0582 |
| Close |
1.0629 |
1.0629 |
-0.0001 |
0.0% |
1.0664 |
| Range |
0.0080 |
0.0057 |
-0.0023 |
-28.9% |
0.0156 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,885 |
2,223 |
338 |
17.9% |
6,034 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0768 |
1.0660 |
|
| R3 |
1.0738 |
1.0711 |
1.0644 |
|
| R2 |
1.0681 |
1.0681 |
1.0639 |
|
| R1 |
1.0655 |
1.0655 |
1.0634 |
1.0668 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0631 |
| S1 |
1.0598 |
1.0598 |
1.0623 |
1.0612 |
| S2 |
1.0568 |
1.0568 |
1.0618 |
|
| S3 |
1.0512 |
1.0542 |
1.0613 |
|
| S4 |
1.0455 |
1.0485 |
1.0597 |
|
|
| 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 |
1.0891 |
|
2.618 |
1.0799 |
|
1.618 |
1.0742 |
|
1.000 |
1.0708 |
|
0.618 |
1.0686 |
|
HIGH |
1.0651 |
|
0.618 |
1.0629 |
|
0.500 |
1.0623 |
|
0.382 |
1.0616 |
|
LOW |
1.0595 |
|
0.618 |
1.0560 |
|
1.000 |
1.0538 |
|
1.618 |
1.0503 |
|
2.618 |
1.0447 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0627 |
1.0626 |
| PP |
1.0625 |
1.0624 |
| S1 |
1.0623 |
1.0621 |
|