CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.1438 |
1.1520 |
0.0082 |
0.7% |
1.1525 |
High |
1.1524 |
1.1538 |
0.0015 |
0.1% |
1.1538 |
Low |
1.1429 |
1.1479 |
0.0050 |
0.4% |
1.1413 |
Close |
1.1522 |
1.1501 |
-0.0021 |
-0.2% |
1.1501 |
Range |
0.0095 |
0.0060 |
-0.0035 |
-37.0% |
0.0125 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
707 |
1,297 |
590 |
83.5% |
3,949 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1684 |
1.1652 |
1.1534 |
|
R3 |
1.1625 |
1.1593 |
1.1517 |
|
R2 |
1.1565 |
1.1565 |
1.1512 |
|
R1 |
1.1533 |
1.1533 |
1.1506 |
1.1520 |
PP |
1.1506 |
1.1506 |
1.1506 |
1.1499 |
S1 |
1.1474 |
1.1474 |
1.1496 |
1.1460 |
S2 |
1.1446 |
1.1446 |
1.1490 |
|
S3 |
1.1387 |
1.1414 |
1.1485 |
|
S4 |
1.1327 |
1.1355 |
1.1468 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1859 |
1.1805 |
1.1570 |
|
R3 |
1.1734 |
1.1680 |
1.1535 |
|
R2 |
1.1609 |
1.1609 |
1.1524 |
|
R1 |
1.1555 |
1.1555 |
1.1512 |
1.1520 |
PP |
1.1484 |
1.1484 |
1.1484 |
1.1466 |
S1 |
1.1430 |
1.1430 |
1.1490 |
1.1395 |
S2 |
1.1359 |
1.1359 |
1.1478 |
|
S3 |
1.1234 |
1.1305 |
1.1467 |
|
S4 |
1.1109 |
1.1180 |
1.1432 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1791 |
2.618 |
1.1694 |
1.618 |
1.1634 |
1.000 |
1.1598 |
0.618 |
1.1575 |
HIGH |
1.1538 |
0.618 |
1.1515 |
0.500 |
1.1508 |
0.382 |
1.1501 |
LOW |
1.1479 |
0.618 |
1.1442 |
1.000 |
1.1419 |
1.618 |
1.1382 |
2.618 |
1.1323 |
4.250 |
1.1226 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1508 |
1.1493 |
PP |
1.1506 |
1.1484 |
S1 |
1.1503 |
1.1476 |
|