CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1726 |
1.1755 |
0.0029 |
0.2% |
1.1562 |
| High |
1.1776 |
1.1775 |
-0.0002 |
0.0% |
1.1776 |
| Low |
1.1712 |
1.1718 |
0.0006 |
0.1% |
1.1529 |
| Close |
1.1771 |
1.1735 |
-0.0036 |
-0.3% |
1.1771 |
| Range |
0.0065 |
0.0057 |
-0.0008 |
-11.6% |
0.0247 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,286 |
387 |
-899 |
-69.9% |
6,165 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1913 |
1.1881 |
1.1766 |
|
| R3 |
1.1856 |
1.1824 |
1.1751 |
|
| R2 |
1.1799 |
1.1799 |
1.1745 |
|
| R1 |
1.1767 |
1.1767 |
1.1740 |
1.1755 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1736 |
| S1 |
1.1710 |
1.1710 |
1.1730 |
1.1698 |
| S2 |
1.1685 |
1.1685 |
1.1725 |
|
| S3 |
1.1628 |
1.1653 |
1.1719 |
|
| S4 |
1.1571 |
1.1596 |
1.1704 |
|
|
| 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 |
1.2017 |
|
2.618 |
1.1924 |
|
1.618 |
1.1867 |
|
1.000 |
1.1832 |
|
0.618 |
1.1810 |
|
HIGH |
1.1775 |
|
0.618 |
1.1753 |
|
0.500 |
1.1746 |
|
0.382 |
1.1739 |
|
LOW |
1.1718 |
|
0.618 |
1.1682 |
|
1.000 |
1.1661 |
|
1.618 |
1.1625 |
|
2.618 |
1.1568 |
|
4.250 |
1.1475 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1746 |
1.1715 |
| PP |
1.1742 |
1.1694 |
| S1 |
1.1739 |
1.1674 |
|