CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0731 |
1.0727 |
-0.0004 |
0.0% |
1.0669 |
| High |
1.0766 |
1.0769 |
0.0003 |
0.0% |
1.0964 |
| Low |
1.0707 |
1.0601 |
-0.0107 |
-1.0% |
1.0635 |
| Close |
1.0721 |
1.0658 |
-0.0063 |
-0.6% |
1.0654 |
| Range |
0.0059 |
0.0169 |
0.0110 |
185.6% |
0.0329 |
| ATR |
|
|
|
|
|
| Volume |
520 |
386 |
-134 |
-25.8% |
939 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1181 |
1.1088 |
1.0751 |
|
| R3 |
1.1013 |
1.0920 |
1.0704 |
|
| R2 |
1.0844 |
1.0844 |
1.0689 |
|
| R1 |
1.0751 |
1.0751 |
1.0673 |
1.0714 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0657 |
| S1 |
1.0583 |
1.0583 |
1.0643 |
1.0545 |
| S2 |
1.0507 |
1.0507 |
1.0627 |
|
| S3 |
1.0339 |
1.0414 |
1.0612 |
|
| S4 |
1.0170 |
1.0246 |
1.0565 |
|
|
| 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 |
1.1485 |
|
2.618 |
1.1210 |
|
1.618 |
1.1042 |
|
1.000 |
1.0938 |
|
0.618 |
1.0873 |
|
HIGH |
1.0769 |
|
0.618 |
1.0705 |
|
0.500 |
1.0685 |
|
0.382 |
1.0665 |
|
LOW |
1.0601 |
|
0.618 |
1.0496 |
|
1.000 |
1.0432 |
|
1.618 |
1.0328 |
|
2.618 |
1.0159 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0685 |
| PP |
1.0676 |
1.0676 |
| S1 |
1.0667 |
1.0667 |
|