CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1469 |
1.1438 |
-0.0031 |
-0.3% |
1.1305 |
| High |
1.1477 |
1.1524 |
0.0047 |
0.4% |
1.1549 |
| Low |
1.1413 |
1.1429 |
0.0016 |
0.1% |
1.1279 |
| Close |
1.1442 |
1.1522 |
0.0080 |
0.7% |
1.1523 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.8% |
0.0270 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,303 |
707 |
-596 |
-45.7% |
5,603 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1775 |
1.1743 |
1.1573 |
|
| R3 |
1.1680 |
1.1648 |
1.1547 |
|
| R2 |
1.1586 |
1.1586 |
1.1539 |
|
| R1 |
1.1554 |
1.1554 |
1.1530 |
1.1570 |
| PP |
1.1491 |
1.1491 |
1.1491 |
1.1499 |
| S1 |
1.1459 |
1.1459 |
1.1513 |
1.1475 |
| S2 |
1.1397 |
1.1397 |
1.1504 |
|
| S3 |
1.1302 |
1.1365 |
1.1496 |
|
| S4 |
1.1208 |
1.1270 |
1.1470 |
|
|
| 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 |
1.1925 |
|
2.618 |
1.1771 |
|
1.618 |
1.1676 |
|
1.000 |
1.1618 |
|
0.618 |
1.1582 |
|
HIGH |
1.1524 |
|
0.618 |
1.1487 |
|
0.500 |
1.1476 |
|
0.382 |
1.1465 |
|
LOW |
1.1429 |
|
0.618 |
1.1371 |
|
1.000 |
1.1335 |
|
1.618 |
1.1276 |
|
2.618 |
1.1182 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1506 |
1.1504 |
| PP |
1.1491 |
1.1487 |
| S1 |
1.1476 |
1.1470 |
|