CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1495 |
1.1567 |
0.0072 |
0.6% |
1.1525 |
| High |
1.1578 |
1.1586 |
0.0008 |
0.1% |
1.1538 |
| Low |
1.1481 |
1.1489 |
0.0008 |
0.1% |
1.1413 |
| Close |
1.1575 |
1.1511 |
-0.0064 |
-0.5% |
1.1501 |
| Range |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0125 |
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.8% |
0.0000 |
| Volume |
1,558 |
834 |
-724 |
-46.5% |
3,949 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1819 |
1.1762 |
1.1564 |
|
| R3 |
1.1722 |
1.1665 |
1.1538 |
|
| R2 |
1.1625 |
1.1625 |
1.1529 |
|
| R1 |
1.1568 |
1.1568 |
1.1520 |
1.1548 |
| PP |
1.1528 |
1.1528 |
1.1528 |
1.1518 |
| S1 |
1.1471 |
1.1471 |
1.1502 |
1.1451 |
| S2 |
1.1431 |
1.1431 |
1.1493 |
|
| S3 |
1.1334 |
1.1374 |
1.1484 |
|
| S4 |
1.1237 |
1.1277 |
1.1458 |
|
|
| 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 |
1.1998 |
|
2.618 |
1.1839 |
|
1.618 |
1.1742 |
|
1.000 |
1.1683 |
|
0.618 |
1.1645 |
|
HIGH |
1.1586 |
|
0.618 |
1.1548 |
|
0.500 |
1.1537 |
|
0.382 |
1.1526 |
|
LOW |
1.1489 |
|
0.618 |
1.1429 |
|
1.000 |
1.1392 |
|
1.618 |
1.1332 |
|
2.618 |
1.1235 |
|
4.250 |
1.1076 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1537 |
1.1533 |
| PP |
1.1528 |
1.1525 |
| S1 |
1.1520 |
1.1518 |
|