CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1304 |
0.0050 |
0.4% |
1.1321 |
| High |
1.1311 |
1.1324 |
0.0013 |
0.1% |
1.1406 |
| Low |
1.1251 |
1.1255 |
0.0004 |
0.0% |
1.1246 |
| Close |
1.1304 |
1.1259 |
-0.0045 |
-0.4% |
1.1304 |
| Range |
0.0061 |
0.0070 |
0.0009 |
14.9% |
0.0160 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
152 |
451 |
299 |
196.7% |
2,024 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1443 |
1.1297 |
|
| R3 |
1.1418 |
1.1373 |
1.1278 |
|
| R2 |
1.1349 |
1.1349 |
1.1272 |
|
| R1 |
1.1304 |
1.1304 |
1.1265 |
1.1292 |
| PP |
1.1279 |
1.1279 |
1.1279 |
1.1273 |
| S1 |
1.1234 |
1.1234 |
1.1253 |
1.1222 |
| S2 |
1.1210 |
1.1210 |
1.1246 |
|
| S3 |
1.1140 |
1.1165 |
1.1240 |
|
| S4 |
1.1071 |
1.1095 |
1.1221 |
|
|
| 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 |
1.1619 |
|
2.618 |
1.1506 |
|
1.618 |
1.1436 |
|
1.000 |
1.1394 |
|
0.618 |
1.1367 |
|
HIGH |
1.1324 |
|
0.618 |
1.1297 |
|
0.500 |
1.1289 |
|
0.382 |
1.1281 |
|
LOW |
1.1255 |
|
0.618 |
1.1212 |
|
1.000 |
1.1185 |
|
1.618 |
1.1142 |
|
2.618 |
1.1073 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1292 |
| PP |
1.1279 |
1.1281 |
| S1 |
1.1269 |
1.1270 |
|