CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1481 |
0.0034 |
0.3% |
1.1304 |
| High |
1.1495 |
1.1549 |
0.0054 |
0.5% |
1.1324 |
| Low |
1.1400 |
1.1477 |
0.0077 |
0.7% |
1.1227 |
| Close |
1.1487 |
1.1536 |
0.0050 |
0.4% |
1.1305 |
| Range |
0.0095 |
0.0072 |
-0.0023 |
-24.3% |
0.0097 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,264 |
971 |
-293 |
-23.2% |
1,621 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1735 |
1.1707 |
1.1575 |
|
| R3 |
1.1664 |
1.1636 |
1.1556 |
|
| R2 |
1.1592 |
1.1592 |
1.1549 |
|
| R1 |
1.1564 |
1.1564 |
1.1543 |
1.1578 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1528 |
| S1 |
1.1493 |
1.1493 |
1.1529 |
1.1507 |
| S2 |
1.1449 |
1.1449 |
1.1523 |
|
| S3 |
1.1378 |
1.1421 |
1.1516 |
|
| S4 |
1.1306 |
1.1350 |
1.1497 |
|
|
| 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 |
1.1852 |
|
2.618 |
1.1736 |
|
1.618 |
1.1664 |
|
1.000 |
1.1620 |
|
0.618 |
1.1593 |
|
HIGH |
1.1549 |
|
0.618 |
1.1521 |
|
0.500 |
1.1513 |
|
0.382 |
1.1504 |
|
LOW |
1.1477 |
|
0.618 |
1.1433 |
|
1.000 |
1.1406 |
|
1.618 |
1.1361 |
|
2.618 |
1.1290 |
|
4.250 |
1.1173 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1528 |
1.1496 |
| PP |
1.1521 |
1.1457 |
| S1 |
1.1513 |
1.1417 |
|