CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0539 |
1.0556 |
0.0017 |
0.2% |
1.0555 |
| High |
1.0559 |
1.0575 |
0.0016 |
0.2% |
1.0595 |
| Low |
1.0527 |
1.0473 |
-0.0054 |
-0.5% |
1.0450 |
| Close |
1.0554 |
1.0510 |
-0.0044 |
-0.4% |
1.0543 |
| Range |
0.0032 |
0.0102 |
0.0070 |
218.8% |
0.0145 |
| ATR |
0.0097 |
0.0098 |
0.0000 |
0.3% |
0.0000 |
| Volume |
83 |
207 |
124 |
149.4% |
2,218 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0769 |
1.0566 |
|
| R3 |
1.0723 |
1.0667 |
1.0538 |
|
| R2 |
1.0621 |
1.0621 |
1.0528 |
|
| R1 |
1.0565 |
1.0565 |
1.0519 |
1.0542 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0508 |
| S1 |
1.0463 |
1.0463 |
1.0500 |
1.0440 |
| S2 |
1.0417 |
1.0417 |
1.0491 |
|
| S3 |
1.0315 |
1.0361 |
1.0481 |
|
| S4 |
1.0213 |
1.0259 |
1.0453 |
|
|
| 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 |
1.1009 |
|
2.618 |
1.0842 |
|
1.618 |
1.0740 |
|
1.000 |
1.0677 |
|
0.618 |
1.0638 |
|
HIGH |
1.0575 |
|
0.618 |
1.0536 |
|
0.500 |
1.0524 |
|
0.382 |
1.0512 |
|
LOW |
1.0473 |
|
0.618 |
1.0410 |
|
1.000 |
1.0371 |
|
1.618 |
1.0308 |
|
2.618 |
1.0206 |
|
4.250 |
1.0040 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0524 |
| PP |
1.0519 |
1.0519 |
| S1 |
1.0514 |
1.0514 |
|