CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1309 |
-0.0012 |
-0.1% |
1.1387 |
| High |
1.1345 |
1.1336 |
-0.0009 |
-0.1% |
1.1398 |
| Low |
1.1308 |
1.1298 |
-0.0010 |
-0.1% |
1.1283 |
| Close |
1.1324 |
1.1326 |
0.0003 |
0.0% |
1.1313 |
| Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
400 |
298 |
-102 |
-25.5% |
1,411 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1417 |
1.1347 |
|
| R3 |
1.1395 |
1.1379 |
1.1336 |
|
| R2 |
1.1357 |
1.1357 |
1.1333 |
|
| R1 |
1.1342 |
1.1342 |
1.1329 |
1.1350 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1324 |
| S1 |
1.1304 |
1.1304 |
1.1323 |
1.1312 |
| S2 |
1.1282 |
1.1282 |
1.1319 |
|
| S3 |
1.1245 |
1.1267 |
1.1316 |
|
| S4 |
1.1207 |
1.1229 |
1.1305 |
|
|
| 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 |
1.1495 |
|
2.618 |
1.1434 |
|
1.618 |
1.1396 |
|
1.000 |
1.1373 |
|
0.618 |
1.1359 |
|
HIGH |
1.1336 |
|
0.618 |
1.1321 |
|
0.500 |
1.1317 |
|
0.382 |
1.1312 |
|
LOW |
1.1298 |
|
0.618 |
1.1275 |
|
1.000 |
1.1261 |
|
1.618 |
1.1237 |
|
2.618 |
1.1200 |
|
4.250 |
1.1139 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1322 |
| PP |
1.1320 |
1.1318 |
| S1 |
1.1317 |
1.1314 |
|