CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0524 |
-0.0052 |
-0.5% |
1.0666 |
| High |
1.0619 |
1.0570 |
-0.0049 |
-0.5% |
1.0769 |
| Low |
1.0464 |
1.0502 |
0.0038 |
0.4% |
1.0464 |
| Close |
1.0524 |
1.0531 |
0.0007 |
0.1% |
1.0531 |
| Range |
0.0155 |
0.0069 |
-0.0086 |
-55.7% |
0.0305 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
1,393 |
5,940 |
4,547 |
326.4% |
8,352 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0704 |
1.0568 |
|
| R3 |
1.0671 |
1.0635 |
1.0549 |
|
| R2 |
1.0603 |
1.0603 |
1.0543 |
|
| R1 |
1.0567 |
1.0567 |
1.0537 |
1.0585 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0543 |
| S1 |
1.0498 |
1.0498 |
1.0524 |
1.0516 |
| S2 |
1.0466 |
1.0466 |
1.0518 |
|
| S3 |
1.0397 |
1.0430 |
1.0512 |
|
| S4 |
1.0329 |
1.0361 |
1.0493 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1322 |
1.0698 |
|
| R3 |
1.1198 |
1.1017 |
1.0614 |
|
| R2 |
1.0893 |
1.0893 |
1.0586 |
|
| R1 |
1.0712 |
1.0712 |
1.0558 |
1.0650 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0557 |
| S1 |
1.0407 |
1.0407 |
1.0503 |
1.0345 |
| S2 |
1.0283 |
1.0283 |
1.0475 |
|
| S3 |
0.9978 |
1.0102 |
1.0447 |
|
| S4 |
0.9673 |
0.9797 |
1.0363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0749 |
|
1.618 |
1.0681 |
|
1.000 |
1.0639 |
|
0.618 |
1.0612 |
|
HIGH |
1.0570 |
|
0.618 |
1.0544 |
|
0.500 |
1.0536 |
|
0.382 |
1.0528 |
|
LOW |
1.0502 |
|
0.618 |
1.0459 |
|
1.000 |
1.0433 |
|
1.618 |
1.0391 |
|
2.618 |
1.0322 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0617 |
| PP |
1.0534 |
1.0588 |
| S1 |
1.0532 |
1.0559 |
|