CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0727 |
1.0576 |
-0.0152 |
-1.4% |
1.0669 |
| High |
1.0769 |
1.0619 |
-0.0151 |
-1.4% |
1.0964 |
| Low |
1.0601 |
1.0464 |
-0.0137 |
-1.3% |
1.0635 |
| Close |
1.0658 |
1.0524 |
-0.0134 |
-1.3% |
1.0654 |
| Range |
0.0169 |
0.0155 |
-0.0014 |
-8.3% |
0.0329 |
| ATR |
0.0000 |
0.0123 |
0.0123 |
|
0.0000 |
| Volume |
386 |
1,393 |
1,007 |
260.9% |
939 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0916 |
1.0609 |
|
| R3 |
1.0845 |
1.0762 |
1.0566 |
|
| R2 |
1.0690 |
1.0690 |
1.0552 |
|
| R1 |
1.0607 |
1.0607 |
1.0538 |
1.0571 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0518 |
| S1 |
1.0453 |
1.0453 |
1.0510 |
1.0417 |
| S2 |
1.0381 |
1.0381 |
1.0496 |
|
| S3 |
1.0227 |
1.0298 |
1.0482 |
|
| S4 |
1.0072 |
1.0144 |
1.0439 |
|
|
| 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 |
1.1275 |
|
2.618 |
1.1023 |
|
1.618 |
1.0868 |
|
1.000 |
1.0773 |
|
0.618 |
1.0714 |
|
HIGH |
1.0619 |
|
0.618 |
1.0559 |
|
0.500 |
1.0541 |
|
0.382 |
1.0523 |
|
LOW |
1.0464 |
|
0.618 |
1.0369 |
|
1.000 |
1.0310 |
|
1.618 |
1.0214 |
|
2.618 |
1.0060 |
|
4.250 |
0.9807 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0541 |
1.0617 |
| PP |
1.0536 |
1.0586 |
| S1 |
1.0530 |
1.0555 |
|