CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1254 |
-0.0076 |
-0.7% |
1.1321 |
| High |
1.1338 |
1.1311 |
-0.0027 |
-0.2% |
1.1406 |
| Low |
1.1246 |
1.1251 |
0.0005 |
0.0% |
1.1246 |
| Close |
1.1264 |
1.1304 |
0.0041 |
0.4% |
1.1304 |
| Range |
0.0092 |
0.0061 |
-0.0032 |
-34.2% |
0.0160 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
433 |
152 |
-281 |
-64.9% |
2,024 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1448 |
1.1337 |
|
| R3 |
1.1410 |
1.1387 |
1.1321 |
|
| R2 |
1.1349 |
1.1349 |
1.1315 |
|
| R1 |
1.1327 |
1.1327 |
1.1310 |
1.1338 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1294 |
| S1 |
1.1266 |
1.1266 |
1.1298 |
1.1277 |
| S2 |
1.1228 |
1.1228 |
1.1293 |
|
| S3 |
1.1168 |
1.1206 |
1.1287 |
|
| S4 |
1.1107 |
1.1145 |
1.1271 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1799 |
1.1711 |
1.1392 |
|
| R3 |
1.1639 |
1.1551 |
1.1348 |
|
| R2 |
1.1479 |
1.1479 |
1.1333 |
|
| R1 |
1.1391 |
1.1391 |
1.1319 |
1.1355 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1301 |
| S1 |
1.1231 |
1.1231 |
1.1289 |
1.1195 |
| S2 |
1.1159 |
1.1159 |
1.1275 |
|
| S3 |
1.0999 |
1.1071 |
1.1260 |
|
| S4 |
1.0839 |
1.0911 |
1.1216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1469 |
|
1.618 |
1.1409 |
|
1.000 |
1.1372 |
|
0.618 |
1.1348 |
|
HIGH |
1.1311 |
|
0.618 |
1.1288 |
|
0.500 |
1.1281 |
|
0.382 |
1.1274 |
|
LOW |
1.1251 |
|
0.618 |
1.1213 |
|
1.000 |
1.1190 |
|
1.618 |
1.1153 |
|
2.618 |
1.1092 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1326 |
| PP |
1.1289 |
1.1319 |
| S1 |
1.1281 |
1.1311 |
|