CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1247 |
1.1283 |
0.0037 |
0.3% |
1.1321 |
| High |
1.1279 |
1.1285 |
0.0006 |
0.1% |
1.1406 |
| Low |
1.1237 |
1.1248 |
0.0011 |
0.1% |
1.1246 |
| Close |
1.1272 |
1.1254 |
-0.0018 |
-0.2% |
1.1304 |
| Range |
0.0042 |
0.0037 |
-0.0005 |
-10.8% |
0.0160 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
332 |
150 |
-182 |
-54.8% |
2,024 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1351 |
1.1274 |
|
| R3 |
1.1336 |
1.1314 |
1.1264 |
|
| R2 |
1.1299 |
1.1299 |
1.1261 |
|
| R1 |
1.1277 |
1.1277 |
1.1257 |
1.1269 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1258 |
| S1 |
1.1240 |
1.1240 |
1.1251 |
1.1232 |
| S2 |
1.1225 |
1.1225 |
1.1247 |
|
| S3 |
1.1188 |
1.1203 |
1.1244 |
|
| S4 |
1.1151 |
1.1166 |
1.1234 |
|
|
| 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 |
1.1442 |
|
2.618 |
1.1381 |
|
1.618 |
1.1344 |
|
1.000 |
1.1322 |
|
0.618 |
1.1307 |
|
HIGH |
1.1285 |
|
0.618 |
1.1270 |
|
0.500 |
1.1266 |
|
0.382 |
1.1262 |
|
LOW |
1.1248 |
|
0.618 |
1.1225 |
|
1.000 |
1.1211 |
|
1.618 |
1.1188 |
|
2.618 |
1.1151 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1256 |
| PP |
1.1262 |
1.1255 |
| S1 |
1.1258 |
1.1255 |
|