CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0666 |
-0.0051 |
-0.5% |
1.0669 |
| High |
1.0728 |
1.0753 |
0.0026 |
0.2% |
1.0964 |
| Low |
1.0635 |
1.0642 |
0.0007 |
0.1% |
1.0635 |
| Close |
1.0654 |
1.0731 |
0.0077 |
0.7% |
1.0654 |
| Range |
0.0093 |
0.0112 |
0.0019 |
19.9% |
0.0329 |
| ATR |
|
|
|
|
|
| Volume |
199 |
113 |
-86 |
-43.2% |
939 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.0999 |
1.0792 |
|
| R3 |
1.0932 |
1.0887 |
1.0762 |
|
| R2 |
1.0820 |
1.0820 |
1.0751 |
|
| R1 |
1.0776 |
1.0776 |
1.0741 |
1.0798 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0720 |
| S1 |
1.0664 |
1.0664 |
1.0721 |
1.0686 |
| S2 |
1.0597 |
1.0597 |
1.0711 |
|
| S3 |
1.0486 |
1.0553 |
1.0700 |
|
| S4 |
1.0374 |
1.0441 |
1.0670 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1525 |
1.0835 |
|
| R3 |
1.1409 |
1.1196 |
1.0744 |
|
| R2 |
1.1080 |
1.1080 |
1.0714 |
|
| R1 |
1.0867 |
1.0867 |
1.0684 |
1.0809 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0722 |
| S1 |
1.0538 |
1.0538 |
1.0624 |
1.0480 |
| S2 |
1.0422 |
1.0422 |
1.0594 |
|
| S3 |
1.0093 |
1.0209 |
1.0564 |
|
| S4 |
0.9764 |
0.9880 |
1.0473 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1045 |
|
1.618 |
1.0933 |
|
1.000 |
1.0865 |
|
0.618 |
1.0822 |
|
HIGH |
1.0753 |
|
0.618 |
1.0710 |
|
0.500 |
1.0697 |
|
0.382 |
1.0684 |
|
LOW |
1.0642 |
|
0.618 |
1.0573 |
|
1.000 |
1.0530 |
|
1.618 |
1.0461 |
|
2.618 |
1.0350 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0799 |
| PP |
1.0709 |
1.0776 |
| S1 |
1.0697 |
1.0754 |
|