CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1918 |
-0.0002 |
0.0% |
1.2021 |
| High |
1.1921 |
1.1958 |
0.0038 |
0.3% |
1.2021 |
| Low |
1.1886 |
1.1918 |
0.0033 |
0.3% |
1.1886 |
| Close |
1.1918 |
1.1936 |
0.0018 |
0.1% |
1.1918 |
| Range |
0.0035 |
0.0040 |
0.0005 |
14.3% |
0.0136 |
| ATR |
|
|
|
|
|
| Volume |
135 |
131 |
-4 |
-3.0% |
1,302 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2036 |
1.1958 |
|
| R3 |
1.2017 |
1.1996 |
1.1947 |
|
| R2 |
1.1977 |
1.1977 |
1.1943 |
|
| R1 |
1.1956 |
1.1956 |
1.1939 |
1.1967 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1942 |
| S1 |
1.1916 |
1.1916 |
1.1932 |
1.1927 |
| S2 |
1.1897 |
1.1897 |
1.1928 |
|
| S3 |
1.1857 |
1.1876 |
1.1925 |
|
| S4 |
1.1817 |
1.1836 |
1.1914 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2348 |
1.2269 |
1.1993 |
|
| R3 |
1.2213 |
1.2133 |
1.1955 |
|
| R2 |
1.2077 |
1.2077 |
1.1943 |
|
| R1 |
1.1998 |
1.1998 |
1.1930 |
1.1970 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1928 |
| S1 |
1.1862 |
1.1862 |
1.1906 |
1.1834 |
| S2 |
1.1806 |
1.1806 |
1.1893 |
|
| S3 |
1.1671 |
1.1727 |
1.1881 |
|
| S4 |
1.1535 |
1.1591 |
1.1843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2128 |
|
2.618 |
1.2063 |
|
1.618 |
1.2023 |
|
1.000 |
1.1998 |
|
0.618 |
1.1983 |
|
HIGH |
1.1958 |
|
0.618 |
1.1943 |
|
0.500 |
1.1938 |
|
0.382 |
1.1933 |
|
LOW |
1.1918 |
|
0.618 |
1.1893 |
|
1.000 |
1.1878 |
|
1.618 |
1.1853 |
|
2.618 |
1.1813 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1931 |
| PP |
1.1937 |
1.1926 |
| S1 |
1.1936 |
1.1922 |
|