CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0523 |
0.0034 |
0.3% |
1.0666 |
| High |
1.0548 |
1.0595 |
0.0048 |
0.5% |
1.0769 |
| Low |
1.0481 |
1.0521 |
0.0040 |
0.4% |
1.0464 |
| Close |
1.0523 |
1.0531 |
0.0008 |
0.1% |
1.0531 |
| Range |
0.0067 |
0.0075 |
0.0008 |
12.0% |
0.0305 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
447 |
919 |
472 |
105.6% |
8,352 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0726 |
1.0572 |
|
| R3 |
1.0698 |
1.0652 |
1.0551 |
|
| R2 |
1.0623 |
1.0623 |
1.0545 |
|
| R1 |
1.0577 |
1.0577 |
1.0538 |
1.0600 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0560 |
| S1 |
1.0503 |
1.0503 |
1.0524 |
1.0526 |
| S2 |
1.0474 |
1.0474 |
1.0517 |
|
| S3 |
1.0400 |
1.0428 |
1.0511 |
|
| S4 |
1.0325 |
1.0354 |
1.0490 |
|
|
| 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 |
1.0912 |
|
2.618 |
1.0790 |
|
1.618 |
1.0716 |
|
1.000 |
1.0670 |
|
0.618 |
1.0641 |
|
HIGH |
1.0595 |
|
0.618 |
1.0567 |
|
0.500 |
1.0558 |
|
0.382 |
1.0549 |
|
LOW |
1.0521 |
|
0.618 |
1.0474 |
|
1.000 |
1.0446 |
|
1.618 |
1.0400 |
|
2.618 |
1.0325 |
|
4.250 |
1.0204 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0558 |
1.0528 |
| PP |
1.0549 |
1.0525 |
| S1 |
1.0540 |
1.0523 |
|