CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1540 |
1.1525 |
-0.0016 |
-0.1% |
1.1305 |
| High |
1.1547 |
1.1526 |
-0.0021 |
-0.2% |
1.1549 |
| Low |
1.1495 |
1.1457 |
-0.0038 |
-0.3% |
1.1279 |
| Close |
1.1523 |
1.1458 |
-0.0065 |
-0.6% |
1.1523 |
| Range |
0.0053 |
0.0070 |
0.0017 |
32.4% |
0.0270 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,617 |
642 |
-975 |
-60.3% |
5,603 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1689 |
1.1643 |
1.1496 |
|
| R3 |
1.1619 |
1.1573 |
1.1477 |
|
| R2 |
1.1550 |
1.1550 |
1.1471 |
|
| R1 |
1.1504 |
1.1504 |
1.1464 |
1.1492 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1474 |
| S1 |
1.1434 |
1.1434 |
1.1452 |
1.1423 |
| S2 |
1.1411 |
1.1411 |
1.1445 |
|
| S3 |
1.1341 |
1.1365 |
1.1439 |
|
| S4 |
1.1272 |
1.1295 |
1.1420 |
|
|
| 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 |
1.1821 |
|
2.618 |
1.1708 |
|
1.618 |
1.1638 |
|
1.000 |
1.1596 |
|
0.618 |
1.1569 |
|
HIGH |
1.1526 |
|
0.618 |
1.1499 |
|
0.500 |
1.1491 |
|
0.382 |
1.1483 |
|
LOW |
1.1457 |
|
0.618 |
1.1414 |
|
1.000 |
1.1387 |
|
1.618 |
1.1344 |
|
2.618 |
1.1275 |
|
4.250 |
1.1161 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1491 |
1.1503 |
| PP |
1.1480 |
1.1488 |
| S1 |
1.1469 |
1.1473 |
|