CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0523 |
1.0530 |
0.0007 |
0.1% |
1.0555 |
| High |
1.0595 |
1.0565 |
-0.0031 |
-0.3% |
1.0595 |
| Low |
1.0521 |
1.0524 |
0.0003 |
0.0% |
1.0450 |
| Close |
1.0531 |
1.0543 |
0.0012 |
0.1% |
1.0543 |
| Range |
0.0075 |
0.0041 |
-0.0034 |
-45.0% |
0.0145 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
919 |
195 |
-724 |
-78.8% |
2,218 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0646 |
1.0565 |
|
| R3 |
1.0626 |
1.0605 |
1.0554 |
|
| R2 |
1.0585 |
1.0585 |
1.0550 |
|
| R1 |
1.0564 |
1.0564 |
1.0546 |
1.0574 |
| PP |
1.0544 |
1.0544 |
1.0544 |
1.0549 |
| S1 |
1.0523 |
1.0523 |
1.0539 |
1.0533 |
| S2 |
1.0503 |
1.0503 |
1.0535 |
|
| S3 |
1.0462 |
1.0482 |
1.0531 |
|
| S4 |
1.0421 |
1.0441 |
1.0520 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0898 |
1.0622 |
|
| R3 |
1.0819 |
1.0753 |
1.0582 |
|
| R2 |
1.0674 |
1.0674 |
1.0569 |
|
| R1 |
1.0608 |
1.0608 |
1.0556 |
1.0569 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0509 |
| S1 |
1.0463 |
1.0463 |
1.0529 |
1.0424 |
| S2 |
1.0384 |
1.0384 |
1.0516 |
|
| S3 |
1.0239 |
1.0318 |
1.0503 |
|
| S4 |
1.0094 |
1.0173 |
1.0463 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0672 |
|
1.618 |
1.0631 |
|
1.000 |
1.0606 |
|
0.618 |
1.0590 |
|
HIGH |
1.0565 |
|
0.618 |
1.0549 |
|
0.500 |
1.0544 |
|
0.382 |
1.0539 |
|
LOW |
1.0524 |
|
0.618 |
1.0498 |
|
1.000 |
1.0483 |
|
1.618 |
1.0457 |
|
2.618 |
1.0416 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0541 |
| PP |
1.0544 |
1.0540 |
| S1 |
1.0543 |
1.0538 |
|