CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1310 |
0.0005 |
0.0% |
1.1304 |
| High |
1.1327 |
1.1457 |
0.0130 |
1.1% |
1.1324 |
| Low |
1.1279 |
1.1286 |
0.0008 |
0.1% |
1.1227 |
| Close |
1.1288 |
1.1455 |
0.0167 |
1.5% |
1.1305 |
| Range |
0.0048 |
0.0171 |
0.0123 |
255.2% |
0.0097 |
| ATR |
0.0061 |
0.0068 |
0.0008 |
12.9% |
0.0000 |
| Volume |
568 |
1,183 |
615 |
108.3% |
1,621 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1853 |
1.1548 |
|
| R3 |
1.1740 |
1.1683 |
1.1501 |
|
| R2 |
1.1570 |
1.1570 |
1.1486 |
|
| R1 |
1.1512 |
1.1512 |
1.1470 |
1.1541 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1413 |
| S1 |
1.1342 |
1.1342 |
1.1439 |
1.1370 |
| S2 |
1.1229 |
1.1229 |
1.1423 |
|
| S3 |
1.1058 |
1.1171 |
1.1408 |
|
| S4 |
1.0888 |
1.1001 |
1.1361 |
|
|
| 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 |
1.2181 |
|
2.618 |
1.1903 |
|
1.618 |
1.1732 |
|
1.000 |
1.1627 |
|
0.618 |
1.1562 |
|
HIGH |
1.1457 |
|
0.618 |
1.1391 |
|
0.500 |
1.1371 |
|
0.382 |
1.1351 |
|
LOW |
1.1286 |
|
0.618 |
1.1181 |
|
1.000 |
1.1116 |
|
1.618 |
1.1010 |
|
2.618 |
1.0840 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1427 |
1.1421 |
| PP |
1.1399 |
1.1388 |
| S1 |
1.1371 |
1.1355 |
|