CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0500 |
-0.0055 |
-0.5% |
1.0666 |
| High |
1.0575 |
1.0515 |
-0.0060 |
-0.6% |
1.0769 |
| Low |
1.0492 |
1.0450 |
-0.0042 |
-0.4% |
1.0464 |
| Close |
1.0501 |
1.0487 |
-0.0014 |
-0.1% |
1.0531 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.2% |
0.0305 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
186 |
471 |
285 |
153.2% |
8,352 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0648 |
1.0523 |
|
| R3 |
1.0614 |
1.0583 |
1.0505 |
|
| R2 |
1.0549 |
1.0549 |
1.0499 |
|
| R1 |
1.0518 |
1.0518 |
1.0493 |
1.0501 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0476 |
| S1 |
1.0453 |
1.0453 |
1.0481 |
1.0436 |
| S2 |
1.0419 |
1.0419 |
1.0475 |
|
| S3 |
1.0354 |
1.0388 |
1.0469 |
|
| S4 |
1.0289 |
1.0323 |
1.0451 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1322 |
1.0698 |
|
| R3 |
1.1198 |
1.1017 |
1.0614 |
|
| R2 |
1.0893 |
1.0893 |
1.0586 |
|
| R1 |
1.0712 |
1.0712 |
1.0558 |
1.0650 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0557 |
| S1 |
1.0407 |
1.0407 |
1.0503 |
1.0345 |
| S2 |
1.0283 |
1.0283 |
1.0475 |
|
| S3 |
0.9978 |
1.0102 |
1.0447 |
|
| S4 |
0.9673 |
0.9797 |
1.0363 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0685 |
|
1.618 |
1.0620 |
|
1.000 |
1.0580 |
|
0.618 |
1.0555 |
|
HIGH |
1.0515 |
|
0.618 |
1.0490 |
|
0.500 |
1.0483 |
|
0.382 |
1.0475 |
|
LOW |
1.0450 |
|
0.618 |
1.0410 |
|
1.000 |
1.0385 |
|
1.618 |
1.0345 |
|
2.618 |
1.0280 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0512 |
| PP |
1.0484 |
1.0504 |
| S1 |
1.0483 |
1.0495 |
|