CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1755 |
1.1729 |
-0.0026 |
-0.2% |
1.1562 |
| High |
1.1775 |
1.1803 |
0.0029 |
0.2% |
1.1776 |
| Low |
1.1718 |
1.1723 |
0.0005 |
0.0% |
1.1529 |
| Close |
1.1735 |
1.1742 |
0.0007 |
0.1% |
1.1771 |
| Range |
0.0057 |
0.0081 |
0.0024 |
41.2% |
0.0247 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
387 |
1,231 |
844 |
218.1% |
6,165 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1950 |
1.1786 |
|
| R3 |
1.1917 |
1.1869 |
1.1764 |
|
| R2 |
1.1836 |
1.1836 |
1.1756 |
|
| R1 |
1.1789 |
1.1789 |
1.1749 |
1.1813 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1768 |
| S1 |
1.1708 |
1.1708 |
1.1734 |
1.1732 |
| S2 |
1.1675 |
1.1675 |
1.1727 |
|
| S3 |
1.1595 |
1.1628 |
1.1719 |
|
| S4 |
1.1514 |
1.1547 |
1.1697 |
|
|
| 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 |
1.2145 |
|
2.618 |
1.2014 |
|
1.618 |
1.1933 |
|
1.000 |
1.1884 |
|
0.618 |
1.1853 |
|
HIGH |
1.1803 |
|
0.618 |
1.1772 |
|
0.500 |
1.1763 |
|
0.382 |
1.1753 |
|
LOW |
1.1723 |
|
0.618 |
1.1673 |
|
1.000 |
1.1642 |
|
1.618 |
1.1592 |
|
2.618 |
1.1512 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1757 |
| PP |
1.1756 |
1.1752 |
| S1 |
1.1749 |
1.1747 |
|