CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0500 |
1.0490 |
-0.0011 |
-0.1% |
1.0666 |
| High |
1.0515 |
1.0548 |
0.0033 |
0.3% |
1.0769 |
| Low |
1.0450 |
1.0481 |
0.0031 |
0.3% |
1.0464 |
| Close |
1.0487 |
1.0523 |
0.0036 |
0.3% |
1.0531 |
| Range |
0.0065 |
0.0067 |
0.0002 |
2.3% |
0.0305 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
471 |
447 |
-24 |
-5.1% |
8,352 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0686 |
1.0560 |
|
| R3 |
1.0650 |
1.0620 |
1.0541 |
|
| R2 |
1.0584 |
1.0584 |
1.0535 |
|
| R1 |
1.0553 |
1.0553 |
1.0529 |
1.0569 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0525 |
| S1 |
1.0487 |
1.0487 |
1.0517 |
1.0502 |
| S2 |
1.0451 |
1.0451 |
1.0511 |
|
| S3 |
1.0384 |
1.0420 |
1.0505 |
|
| S4 |
1.0318 |
1.0354 |
1.0486 |
|
|
| 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 |
1.0830 |
|
2.618 |
1.0722 |
|
1.618 |
1.0655 |
|
1.000 |
1.0614 |
|
0.618 |
1.0589 |
|
HIGH |
1.0548 |
|
0.618 |
1.0522 |
|
0.500 |
1.0514 |
|
0.382 |
1.0506 |
|
LOW |
1.0481 |
|
0.618 |
1.0440 |
|
1.000 |
1.0415 |
|
1.618 |
1.0373 |
|
2.618 |
1.0307 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0519 |
| PP |
1.0517 |
1.0516 |
| S1 |
1.0514 |
1.0512 |
|