CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.1615 |
1.1726 |
0.0111 |
1.0% |
1.1562 |
High |
1.1750 |
1.1776 |
0.0026 |
0.2% |
1.1776 |
Low |
1.1572 |
1.1712 |
0.0140 |
1.2% |
1.1529 |
Close |
1.1717 |
1.1771 |
0.0055 |
0.5% |
1.1771 |
Range |
0.0179 |
0.0065 |
-0.0114 |
-63.9% |
0.0247 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,583 |
1,286 |
-297 |
-18.8% |
6,165 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1946 |
1.1923 |
1.1806 |
|
R3 |
1.1882 |
1.1859 |
1.1789 |
|
R2 |
1.1817 |
1.1817 |
1.1783 |
|
R1 |
1.1794 |
1.1794 |
1.1777 |
1.1806 |
PP |
1.1753 |
1.1753 |
1.1753 |
1.1759 |
S1 |
1.1730 |
1.1730 |
1.1765 |
1.1741 |
S2 |
1.1688 |
1.1688 |
1.1759 |
|
S3 |
1.1624 |
1.1665 |
1.1753 |
|
S4 |
1.1559 |
1.1601 |
1.1736 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2433 |
1.2349 |
1.1907 |
|
R3 |
1.2186 |
1.2102 |
1.1839 |
|
R2 |
1.1939 |
1.1939 |
1.1816 |
|
R1 |
1.1855 |
1.1855 |
1.1794 |
1.1897 |
PP |
1.1692 |
1.1692 |
1.1692 |
1.1713 |
S1 |
1.1608 |
1.1608 |
1.1748 |
1.1650 |
S2 |
1.1445 |
1.1445 |
1.1726 |
|
S3 |
1.1198 |
1.1361 |
1.1703 |
|
S4 |
1.0951 |
1.1114 |
1.1635 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2050 |
2.618 |
1.1945 |
1.618 |
1.1880 |
1.000 |
1.1841 |
0.618 |
1.1816 |
HIGH |
1.1776 |
0.618 |
1.1751 |
0.500 |
1.1744 |
0.382 |
1.1736 |
LOW |
1.1712 |
0.618 |
1.1672 |
1.000 |
1.1647 |
1.618 |
1.1607 |
2.618 |
1.1543 |
4.250 |
1.1437 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1762 |
1.1739 |
PP |
1.1753 |
1.1706 |
S1 |
1.1744 |
1.1674 |
|