CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0524 |
1.0555 |
0.0031 |
0.3% |
1.0666 |
| High |
1.0570 |
1.0575 |
0.0005 |
0.0% |
1.0769 |
| Low |
1.0502 |
1.0492 |
-0.0010 |
-0.1% |
1.0464 |
| Close |
1.0531 |
1.0501 |
-0.0030 |
-0.3% |
1.0531 |
| Range |
0.0069 |
0.0083 |
0.0014 |
20.4% |
0.0305 |
| ATR |
0.0119 |
0.0117 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
5,940 |
186 |
-5,754 |
-96.9% |
8,352 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0718 |
1.0546 |
|
| R3 |
1.0688 |
1.0636 |
1.0524 |
|
| R2 |
1.0605 |
1.0605 |
1.0516 |
|
| R1 |
1.0553 |
1.0553 |
1.0509 |
1.0538 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0515 |
| S1 |
1.0471 |
1.0471 |
1.0493 |
1.0455 |
| S2 |
1.0440 |
1.0440 |
1.0486 |
|
| S3 |
1.0358 |
1.0388 |
1.0478 |
|
| S4 |
1.0275 |
1.0306 |
1.0456 |
|
|
| 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 |
1.0925 |
|
2.618 |
1.0790 |
|
1.618 |
1.0708 |
|
1.000 |
1.0657 |
|
0.618 |
1.0625 |
|
HIGH |
1.0575 |
|
0.618 |
1.0543 |
|
0.500 |
1.0533 |
|
0.382 |
1.0524 |
|
LOW |
1.0492 |
|
0.618 |
1.0441 |
|
1.000 |
1.0410 |
|
1.618 |
1.0359 |
|
2.618 |
1.0276 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0533 |
1.0541 |
| PP |
1.0523 |
1.0528 |
| S1 |
1.0512 |
1.0514 |
|