CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1947 |
1.1913 |
-0.0034 |
-0.3% |
1.1918 |
| High |
1.1968 |
1.1980 |
0.0012 |
0.1% |
1.2008 |
| Low |
1.1913 |
1.1906 |
-0.0008 |
-0.1% |
1.1872 |
| Close |
1.1916 |
1.1939 |
0.0023 |
0.2% |
1.1916 |
| Range |
0.0055 |
0.0074 |
0.0020 |
35.8% |
0.0136 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
9,694 |
271 |
-9,423 |
-97.2% |
15,538 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2125 |
1.1979 |
|
| R3 |
1.2089 |
1.2051 |
1.1959 |
|
| R2 |
1.2015 |
1.2015 |
1.1952 |
|
| R1 |
1.1977 |
1.1977 |
1.1945 |
1.1996 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1951 |
| S1 |
1.1903 |
1.1903 |
1.1932 |
1.1922 |
| S2 |
1.1867 |
1.1867 |
1.1925 |
|
| S3 |
1.1793 |
1.1829 |
1.1918 |
|
| S4 |
1.1719 |
1.1755 |
1.1898 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2264 |
1.1991 |
|
| R3 |
1.2204 |
1.2128 |
1.1953 |
|
| R2 |
1.2068 |
1.2068 |
1.1941 |
|
| R1 |
1.1992 |
1.1992 |
1.1928 |
1.1962 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1917 |
| S1 |
1.1856 |
1.1856 |
1.1904 |
1.1826 |
| S2 |
1.1796 |
1.1796 |
1.1891 |
|
| S3 |
1.1660 |
1.1720 |
1.1879 |
|
| S4 |
1.1524 |
1.1584 |
1.1841 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2294 |
|
2.618 |
1.2173 |
|
1.618 |
1.2099 |
|
1.000 |
1.2054 |
|
0.618 |
1.2025 |
|
HIGH |
1.1980 |
|
0.618 |
1.1951 |
|
0.500 |
1.1943 |
|
0.382 |
1.1934 |
|
LOW |
1.1906 |
|
0.618 |
1.1860 |
|
1.000 |
1.1832 |
|
1.618 |
1.1786 |
|
2.618 |
1.1712 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.1957 |
| PP |
1.1941 |
1.1951 |
| S1 |
1.1940 |
1.1945 |
|