CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1305 |
0.0035 |
0.3% |
1.1304 |
| High |
1.1316 |
1.1327 |
0.0011 |
0.1% |
1.1324 |
| Low |
1.1253 |
1.1279 |
0.0026 |
0.2% |
1.1227 |
| Close |
1.1305 |
1.1288 |
-0.0017 |
-0.2% |
1.1305 |
| Range |
0.0063 |
0.0048 |
-0.0015 |
-23.2% |
0.0097 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
363 |
568 |
205 |
56.5% |
1,621 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1413 |
1.1314 |
|
| R3 |
1.1394 |
1.1365 |
1.1301 |
|
| R2 |
1.1346 |
1.1346 |
1.1296 |
|
| R1 |
1.1317 |
1.1317 |
1.1292 |
1.1307 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1293 |
| S1 |
1.1269 |
1.1269 |
1.1283 |
1.1259 |
| S2 |
1.1250 |
1.1250 |
1.1279 |
|
| S3 |
1.1202 |
1.1221 |
1.1274 |
|
| S4 |
1.1154 |
1.1173 |
1.1261 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1537 |
1.1358 |
|
| R3 |
1.1479 |
1.1440 |
1.1331 |
|
| R2 |
1.1382 |
1.1382 |
1.1322 |
|
| R1 |
1.1343 |
1.1343 |
1.1313 |
1.1363 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1295 |
| S1 |
1.1246 |
1.1246 |
1.1296 |
1.1266 |
| S2 |
1.1188 |
1.1188 |
1.1287 |
|
| S3 |
1.1091 |
1.1149 |
1.1278 |
|
| S4 |
1.0994 |
1.1052 |
1.1251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1452 |
|
1.618 |
1.1404 |
|
1.000 |
1.1375 |
|
0.618 |
1.1356 |
|
HIGH |
1.1327 |
|
0.618 |
1.1308 |
|
0.500 |
1.1303 |
|
0.382 |
1.1297 |
|
LOW |
1.1279 |
|
0.618 |
1.1249 |
|
1.000 |
1.1231 |
|
1.618 |
1.1201 |
|
2.618 |
1.1153 |
|
4.250 |
1.1075 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1287 |
| PP |
1.1298 |
1.1287 |
| S1 |
1.1293 |
1.1287 |
|