CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1321 |
0.0016 |
0.1% |
1.1387 |
| High |
1.1330 |
1.1345 |
0.0015 |
0.1% |
1.1398 |
| Low |
1.1283 |
1.1308 |
0.0026 |
0.2% |
1.1283 |
| Close |
1.1313 |
1.1324 |
0.0011 |
0.1% |
1.1313 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-23.2% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
329 |
400 |
71 |
21.6% |
1,411 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1416 |
1.1344 |
|
| R3 |
1.1398 |
1.1379 |
1.1334 |
|
| R2 |
1.1362 |
1.1362 |
1.1330 |
|
| R1 |
1.1343 |
1.1343 |
1.1327 |
1.1352 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1330 |
| S1 |
1.1306 |
1.1306 |
1.1320 |
1.1316 |
| S2 |
1.1289 |
1.1289 |
1.1317 |
|
| S3 |
1.1252 |
1.1270 |
1.1313 |
|
| S4 |
1.1216 |
1.1233 |
1.1303 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1610 |
1.1376 |
|
| R3 |
1.1561 |
1.1495 |
1.1345 |
|
| R2 |
1.1446 |
1.1446 |
1.1334 |
|
| R1 |
1.1380 |
1.1380 |
1.1324 |
1.1355 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1319 |
| S1 |
1.1265 |
1.1265 |
1.1302 |
1.1240 |
| S2 |
1.1216 |
1.1216 |
1.1292 |
|
| S3 |
1.1101 |
1.1150 |
1.1281 |
|
| S4 |
1.0986 |
1.1035 |
1.1250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1440 |
|
1.618 |
1.1404 |
|
1.000 |
1.1381 |
|
0.618 |
1.1367 |
|
HIGH |
1.1345 |
|
0.618 |
1.1331 |
|
0.500 |
1.1326 |
|
0.382 |
1.1322 |
|
LOW |
1.1308 |
|
0.618 |
1.1285 |
|
1.000 |
1.1272 |
|
1.618 |
1.1249 |
|
2.618 |
1.1212 |
|
4.250 |
1.1153 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1326 |
1.1331 |
| PP |
1.1325 |
1.1328 |
| S1 |
1.1324 |
1.1326 |
|