CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.1496 |
1.1562 |
0.0067 |
0.6% |
1.1498 |
High |
1.1565 |
1.1580 |
0.0015 |
0.1% |
1.1586 |
Low |
1.1486 |
1.1529 |
0.0043 |
0.4% |
1.1465 |
Close |
1.1560 |
1.1575 |
0.0015 |
0.1% |
1.1560 |
Range |
0.0079 |
0.0051 |
-0.0028 |
-35.4% |
0.0121 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
800 |
350 |
-450 |
-56.3% |
4,797 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1714 |
1.1695 |
1.1603 |
|
R3 |
1.1663 |
1.1644 |
1.1589 |
|
R2 |
1.1612 |
1.1612 |
1.1584 |
|
R1 |
1.1593 |
1.1593 |
1.1579 |
1.1603 |
PP |
1.1561 |
1.1561 |
1.1561 |
1.1566 |
S1 |
1.1542 |
1.1542 |
1.1570 |
1.1552 |
S2 |
1.1510 |
1.1510 |
1.1565 |
|
S3 |
1.1459 |
1.1491 |
1.1560 |
|
S4 |
1.1408 |
1.1440 |
1.1546 |
|
|
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 |
1.1797 |
2.618 |
1.1714 |
1.618 |
1.1663 |
1.000 |
1.1631 |
0.618 |
1.1612 |
HIGH |
1.1580 |
0.618 |
1.1561 |
0.500 |
1.1555 |
0.382 |
1.1548 |
LOW |
1.1529 |
0.618 |
1.1497 |
1.000 |
1.1478 |
1.618 |
1.1446 |
2.618 |
1.1395 |
4.250 |
1.1312 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1568 |
1.1557 |
PP |
1.1561 |
1.1540 |
S1 |
1.1555 |
1.1523 |
|