CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1562 |
1.1580 |
0.0018 |
0.2% |
1.1498 |
| High |
1.1580 |
1.1678 |
0.0098 |
0.8% |
1.1586 |
| Low |
1.1529 |
1.1566 |
0.0037 |
0.3% |
1.1465 |
| Close |
1.1575 |
1.1656 |
0.0082 |
0.7% |
1.1560 |
| Range |
0.0051 |
0.0112 |
0.0061 |
119.6% |
0.0121 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.1% |
0.0000 |
| Volume |
350 |
2,404 |
2,054 |
586.9% |
4,797 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1925 |
1.1718 |
|
| R3 |
1.1857 |
1.1813 |
1.1687 |
|
| R2 |
1.1745 |
1.1745 |
1.1677 |
|
| R1 |
1.1701 |
1.1701 |
1.1666 |
1.1723 |
| PP |
1.1633 |
1.1633 |
1.1633 |
1.1644 |
| S1 |
1.1589 |
1.1589 |
1.1646 |
1.1611 |
| S2 |
1.1521 |
1.1521 |
1.1635 |
|
| S3 |
1.1409 |
1.1477 |
1.1625 |
|
| S4 |
1.1297 |
1.1365 |
1.1594 |
|
|
| 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 |
1.2154 |
|
2.618 |
1.1971 |
|
1.618 |
1.1859 |
|
1.000 |
1.1790 |
|
0.618 |
1.1747 |
|
HIGH |
1.1678 |
|
0.618 |
1.1635 |
|
0.500 |
1.1622 |
|
0.382 |
1.1608 |
|
LOW |
1.1566 |
|
0.618 |
1.1496 |
|
1.000 |
1.1454 |
|
1.618 |
1.1384 |
|
2.618 |
1.1272 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1645 |
1.1631 |
| PP |
1.1633 |
1.1607 |
| S1 |
1.1622 |
1.1582 |
|