CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0666 |
1.0731 |
0.0065 |
0.6% |
1.0669 |
| High |
1.0753 |
1.0766 |
0.0013 |
0.1% |
1.0964 |
| Low |
1.0642 |
1.0707 |
0.0066 |
0.6% |
1.0635 |
| Close |
1.0731 |
1.0721 |
-0.0010 |
-0.1% |
1.0654 |
| Range |
0.0112 |
0.0059 |
-0.0053 |
-47.1% |
0.0329 |
| ATR |
|
|
|
|
|
| Volume |
113 |
520 |
407 |
360.2% |
939 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0874 |
1.0753 |
|
| R3 |
1.0849 |
1.0815 |
1.0737 |
|
| R2 |
1.0790 |
1.0790 |
1.0732 |
|
| R1 |
1.0756 |
1.0756 |
1.0726 |
1.0744 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0725 |
| S1 |
1.0697 |
1.0697 |
1.0716 |
1.0685 |
| S2 |
1.0672 |
1.0672 |
1.0710 |
|
| S3 |
1.0613 |
1.0638 |
1.0705 |
|
| S4 |
1.0554 |
1.0579 |
1.0689 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1525 |
1.0835 |
|
| R3 |
1.1409 |
1.1196 |
1.0744 |
|
| R2 |
1.1080 |
1.1080 |
1.0714 |
|
| R1 |
1.0867 |
1.0867 |
1.0684 |
1.0809 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0722 |
| S1 |
1.0538 |
1.0538 |
1.0624 |
1.0480 |
| S2 |
1.0422 |
1.0422 |
1.0594 |
|
| S3 |
1.0093 |
1.0209 |
1.0564 |
|
| S4 |
0.9764 |
0.9880 |
1.0473 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0920 |
|
1.618 |
1.0861 |
|
1.000 |
1.0825 |
|
0.618 |
1.0802 |
|
HIGH |
1.0766 |
|
0.618 |
1.0743 |
|
0.500 |
1.0737 |
|
0.382 |
1.0730 |
|
LOW |
1.0707 |
|
0.618 |
1.0671 |
|
1.000 |
1.0648 |
|
1.618 |
1.0612 |
|
2.618 |
1.0553 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0737 |
1.0714 |
| PP |
1.0731 |
1.0707 |
| S1 |
1.0726 |
1.0700 |
|