CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.1531 |
1.1496 |
-0.0036 |
-0.3% |
1.1498 |
High |
1.1549 |
1.1565 |
0.0016 |
0.1% |
1.1586 |
Low |
1.1465 |
1.1486 |
0.0021 |
0.2% |
1.1465 |
Close |
1.1500 |
1.1560 |
0.0061 |
0.5% |
1.1560 |
Range |
0.0084 |
0.0079 |
-0.0005 |
-6.0% |
0.0121 |
ATR |
0.0072 |
0.0073 |
0.0000 |
0.7% |
0.0000 |
Volume |
1,243 |
800 |
-443 |
-35.6% |
4,797 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1774 |
1.1746 |
1.1603 |
|
R3 |
1.1695 |
1.1667 |
1.1582 |
|
R2 |
1.1616 |
1.1616 |
1.1574 |
|
R1 |
1.1588 |
1.1588 |
1.1567 |
1.1602 |
PP |
1.1537 |
1.1537 |
1.1537 |
1.1544 |
S1 |
1.1509 |
1.1509 |
1.1553 |
1.1523 |
S2 |
1.1458 |
1.1458 |
1.1546 |
|
S3 |
1.1379 |
1.1430 |
1.1538 |
|
S4 |
1.1300 |
1.1351 |
1.1517 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1898 |
1.1850 |
1.1626 |
|
R3 |
1.1778 |
1.1729 |
1.1593 |
|
R2 |
1.1657 |
1.1657 |
1.1582 |
|
R1 |
1.1609 |
1.1609 |
1.1571 |
1.1633 |
PP |
1.1537 |
1.1537 |
1.1537 |
1.1549 |
S1 |
1.1488 |
1.1488 |
1.1549 |
1.1513 |
S2 |
1.1416 |
1.1416 |
1.1538 |
|
S3 |
1.1296 |
1.1368 |
1.1527 |
|
S4 |
1.1175 |
1.1247 |
1.1494 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1901 |
2.618 |
1.1772 |
1.618 |
1.1693 |
1.000 |
1.1644 |
0.618 |
1.1614 |
HIGH |
1.1565 |
0.618 |
1.1535 |
0.500 |
1.1526 |
0.382 |
1.1516 |
LOW |
1.1486 |
0.618 |
1.1437 |
1.000 |
1.1407 |
1.618 |
1.1358 |
2.618 |
1.1279 |
4.250 |
1.1150 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1549 |
1.1548 |
PP |
1.1537 |
1.1537 |
S1 |
1.1526 |
1.1525 |
|