CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1580 |
1.1645 |
0.0065 |
0.6% |
1.1498 |
| High |
1.1678 |
1.1648 |
-0.0030 |
-0.3% |
1.1586 |
| Low |
1.1566 |
1.1604 |
0.0039 |
0.3% |
1.1465 |
| Close |
1.1656 |
1.1612 |
-0.0044 |
-0.4% |
1.1560 |
| Range |
0.0112 |
0.0044 |
-0.0069 |
-61.2% |
0.0121 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2,404 |
542 |
-1,862 |
-77.5% |
4,797 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1725 |
1.1636 |
|
| R3 |
1.1708 |
1.1682 |
1.1624 |
|
| R2 |
1.1665 |
1.1665 |
1.1620 |
|
| R1 |
1.1638 |
1.1638 |
1.1616 |
1.1630 |
| PP |
1.1621 |
1.1621 |
1.1621 |
1.1617 |
| S1 |
1.1595 |
1.1595 |
1.1608 |
1.1586 |
| S2 |
1.1578 |
1.1578 |
1.1604 |
|
| S3 |
1.1534 |
1.1551 |
1.1600 |
|
| S4 |
1.1491 |
1.1508 |
1.1588 |
|
|
| 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 |
1.1832 |
|
2.618 |
1.1761 |
|
1.618 |
1.1718 |
|
1.000 |
1.1691 |
|
0.618 |
1.1674 |
|
HIGH |
1.1648 |
|
0.618 |
1.1631 |
|
0.500 |
1.1626 |
|
0.382 |
1.1621 |
|
LOW |
1.1604 |
|
0.618 |
1.1577 |
|
1.000 |
1.1561 |
|
1.618 |
1.1534 |
|
2.618 |
1.1490 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1626 |
1.1609 |
| PP |
1.1621 |
1.1606 |
| S1 |
1.1617 |
1.1603 |
|