CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1498 |
1.1495 |
-0.0004 |
0.0% |
1.1525 |
| High |
1.1516 |
1.1578 |
0.0062 |
0.5% |
1.1538 |
| Low |
1.1480 |
1.1481 |
0.0001 |
0.0% |
1.1413 |
| Close |
1.1501 |
1.1575 |
0.0074 |
0.6% |
1.1501 |
| Range |
0.0036 |
0.0097 |
0.0061 |
169.4% |
0.0125 |
| ATR |
0.0067 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
362 |
1,558 |
1,196 |
330.4% |
3,949 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1802 |
1.1628 |
|
| R3 |
1.1738 |
1.1705 |
1.1601 |
|
| R2 |
1.1641 |
1.1641 |
1.1592 |
|
| R1 |
1.1608 |
1.1608 |
1.1583 |
1.1625 |
| PP |
1.1544 |
1.1544 |
1.1544 |
1.1553 |
| S1 |
1.1511 |
1.1511 |
1.1566 |
1.1528 |
| S2 |
1.1447 |
1.1447 |
1.1557 |
|
| S3 |
1.1350 |
1.1414 |
1.1548 |
|
| S4 |
1.1253 |
1.1317 |
1.1521 |
|
|
| 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 |
1.1990 |
|
2.618 |
1.1831 |
|
1.618 |
1.1734 |
|
1.000 |
1.1675 |
|
0.618 |
1.1637 |
|
HIGH |
1.1578 |
|
0.618 |
1.1540 |
|
0.500 |
1.1529 |
|
0.382 |
1.1518 |
|
LOW |
1.1481 |
|
0.618 |
1.1421 |
|
1.000 |
1.1384 |
|
1.618 |
1.1324 |
|
2.618 |
1.1227 |
|
4.250 |
1.1068 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1559 |
1.1559 |
| PP |
1.1544 |
1.1544 |
| S1 |
1.1529 |
1.1528 |
|