CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1481 |
1.1540 |
0.0059 |
0.5% |
1.1305 |
| High |
1.1549 |
1.1547 |
-0.0002 |
0.0% |
1.1549 |
| Low |
1.1477 |
1.1495 |
0.0018 |
0.2% |
1.1279 |
| Close |
1.1536 |
1.1523 |
-0.0013 |
-0.1% |
1.1523 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-26.6% |
0.0270 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
971 |
1,617 |
646 |
66.5% |
5,603 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1654 |
1.1552 |
|
| R3 |
1.1627 |
1.1601 |
1.1537 |
|
| R2 |
1.1574 |
1.1574 |
1.1533 |
|
| R1 |
1.1549 |
1.1549 |
1.1528 |
1.1535 |
| PP |
1.1522 |
1.1522 |
1.1522 |
1.1515 |
| S1 |
1.1496 |
1.1496 |
1.1518 |
1.1483 |
| S2 |
1.1469 |
1.1469 |
1.1513 |
|
| S3 |
1.1417 |
1.1444 |
1.1509 |
|
| S4 |
1.1364 |
1.1391 |
1.1494 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2260 |
1.2162 |
1.1672 |
|
| R3 |
1.1990 |
1.1892 |
1.1597 |
|
| R2 |
1.1720 |
1.1720 |
1.1573 |
|
| R1 |
1.1622 |
1.1622 |
1.1548 |
1.1671 |
| PP |
1.1450 |
1.1450 |
1.1450 |
1.1475 |
| S1 |
1.1352 |
1.1352 |
1.1498 |
1.1401 |
| S2 |
1.1180 |
1.1180 |
1.1474 |
|
| S3 |
1.0910 |
1.1082 |
1.1449 |
|
| S4 |
1.0640 |
1.0812 |
1.1375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1770 |
|
2.618 |
1.1684 |
|
1.618 |
1.1632 |
|
1.000 |
1.1600 |
|
0.618 |
1.1579 |
|
HIGH |
1.1547 |
|
0.618 |
1.1527 |
|
0.500 |
1.1521 |
|
0.382 |
1.1515 |
|
LOW |
1.1495 |
|
0.618 |
1.1462 |
|
1.000 |
1.1442 |
|
1.618 |
1.1410 |
|
2.618 |
1.1357 |
|
4.250 |
1.1271 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1522 |
1.1507 |
| PP |
1.1522 |
1.1491 |
| S1 |
1.1521 |
1.1474 |
|