CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0539 |
0.0009 |
0.1% |
1.0555 |
| High |
1.0565 |
1.0559 |
-0.0006 |
-0.1% |
1.0595 |
| Low |
1.0524 |
1.0527 |
0.0004 |
0.0% |
1.0450 |
| Close |
1.0543 |
1.0554 |
0.0011 |
0.1% |
1.0543 |
| Range |
0.0041 |
0.0032 |
-0.0009 |
-22.0% |
0.0145 |
| ATR |
0.0102 |
0.0097 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
195 |
83 |
-112 |
-57.4% |
2,218 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0630 |
1.0571 |
|
| R3 |
1.0611 |
1.0598 |
1.0562 |
|
| R2 |
1.0579 |
1.0579 |
1.0559 |
|
| R1 |
1.0566 |
1.0566 |
1.0556 |
1.0572 |
| PP |
1.0547 |
1.0547 |
1.0547 |
1.0550 |
| S1 |
1.0534 |
1.0534 |
1.0551 |
1.0540 |
| S2 |
1.0515 |
1.0515 |
1.0548 |
|
| S3 |
1.0483 |
1.0502 |
1.0545 |
|
| S4 |
1.0451 |
1.0470 |
1.0536 |
|
|
| 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 |
1.0695 |
|
2.618 |
1.0643 |
|
1.618 |
1.0611 |
|
1.000 |
1.0591 |
|
0.618 |
1.0579 |
|
HIGH |
1.0559 |
|
0.618 |
1.0547 |
|
0.500 |
1.0543 |
|
0.382 |
1.0539 |
|
LOW |
1.0527 |
|
0.618 |
1.0507 |
|
1.000 |
1.0495 |
|
1.618 |
1.0475 |
|
2.618 |
1.0443 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0558 |
| PP |
1.0547 |
1.0556 |
| S1 |
1.0543 |
1.0555 |
|