CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0510 |
-0.0046 |
-0.4% |
1.0555 |
| High |
1.0575 |
1.0582 |
0.0007 |
0.1% |
1.0595 |
| Low |
1.0473 |
1.0504 |
0.0031 |
0.3% |
1.0450 |
| Close |
1.0510 |
1.0574 |
0.0064 |
0.6% |
1.0543 |
| Range |
0.0102 |
0.0079 |
-0.0024 |
-23.0% |
0.0145 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
207 |
390 |
183 |
88.4% |
2,218 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0760 |
1.0617 |
|
| R3 |
1.0710 |
1.0681 |
1.0595 |
|
| R2 |
1.0632 |
1.0632 |
1.0588 |
|
| R1 |
1.0603 |
1.0603 |
1.0581 |
1.0617 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0560 |
| S1 |
1.0524 |
1.0524 |
1.0566 |
1.0539 |
| S2 |
1.0475 |
1.0475 |
1.0559 |
|
| S3 |
1.0396 |
1.0446 |
1.0552 |
|
| S4 |
1.0318 |
1.0367 |
1.0530 |
|
|
| 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 |
1.0916 |
|
2.618 |
1.0788 |
|
1.618 |
1.0709 |
|
1.000 |
1.0661 |
|
0.618 |
1.0631 |
|
HIGH |
1.0582 |
|
0.618 |
1.0552 |
|
0.500 |
1.0543 |
|
0.382 |
1.0533 |
|
LOW |
1.0504 |
|
0.618 |
1.0455 |
|
1.000 |
1.0425 |
|
1.618 |
1.0376 |
|
2.618 |
1.0298 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0558 |
| PP |
1.0553 |
1.0543 |
| S1 |
1.0543 |
1.0528 |
|