CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0578 |
0.0068 |
0.6% |
1.0539 |
| High |
1.0582 |
1.0740 |
0.0158 |
1.5% |
1.0740 |
| Low |
1.0504 |
1.0573 |
0.0069 |
0.7% |
1.0473 |
| Close |
1.0574 |
1.0627 |
0.0053 |
0.5% |
1.0627 |
| Range |
0.0079 |
0.0168 |
0.0089 |
113.4% |
0.0267 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.3% |
0.0000 |
| Volume |
390 |
505 |
115 |
29.5% |
1,185 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1055 |
1.0719 |
|
| R3 |
1.0981 |
1.0888 |
1.0673 |
|
| R2 |
1.0814 |
1.0814 |
1.0657 |
|
| R1 |
1.0720 |
1.0720 |
1.0642 |
1.0767 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0670 |
| S1 |
1.0553 |
1.0553 |
1.0611 |
1.0600 |
| S2 |
1.0479 |
1.0479 |
1.0596 |
|
| S3 |
1.0311 |
1.0385 |
1.0580 |
|
| S4 |
1.0144 |
1.0218 |
1.0534 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1287 |
1.0773 |
|
| R3 |
1.1147 |
1.1020 |
1.0700 |
|
| R2 |
1.0880 |
1.0880 |
1.0675 |
|
| R1 |
1.0753 |
1.0753 |
1.0651 |
1.0817 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0645 |
| S1 |
1.0486 |
1.0486 |
1.0602 |
1.0550 |
| S2 |
1.0346 |
1.0346 |
1.0578 |
|
| S3 |
1.0079 |
1.0219 |
1.0553 |
|
| S4 |
0.9812 |
0.9952 |
1.0480 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1179 |
|
1.618 |
1.1011 |
|
1.000 |
1.0908 |
|
0.618 |
1.0844 |
|
HIGH |
1.0740 |
|
0.618 |
1.0676 |
|
0.500 |
1.0656 |
|
0.382 |
1.0636 |
|
LOW |
1.0573 |
|
0.618 |
1.0469 |
|
1.000 |
1.0405 |
|
1.618 |
1.0301 |
|
2.618 |
1.0134 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0620 |
| PP |
1.0646 |
1.0613 |
| S1 |
1.0636 |
1.0607 |
|