CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1987 |
1.2022 |
0.0035 |
0.3% |
1.1918 |
| High |
1.2046 |
1.2033 |
-0.0013 |
-0.1% |
1.2008 |
| Low |
1.1984 |
1.2000 |
0.0016 |
0.1% |
1.1872 |
| Close |
1.2025 |
1.2020 |
-0.0005 |
0.0% |
1.1916 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-47.2% |
0.0136 |
| ATR |
0.0063 |
0.0060 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
407 |
98 |
-309 |
-75.9% |
15,538 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2100 |
1.2038 |
|
| R3 |
1.2083 |
1.2068 |
1.2029 |
|
| R2 |
1.2050 |
1.2050 |
1.2026 |
|
| R1 |
1.2035 |
1.2035 |
1.2023 |
1.2026 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2013 |
| S1 |
1.2003 |
1.2003 |
1.2017 |
1.1994 |
| S2 |
1.1985 |
1.1985 |
1.2014 |
|
| S3 |
1.1953 |
1.1970 |
1.2011 |
|
| S4 |
1.1920 |
1.1938 |
1.2002 |
|
|
| 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 |
1.2171 |
|
2.618 |
1.2118 |
|
1.618 |
1.2085 |
|
1.000 |
1.2065 |
|
0.618 |
1.2053 |
|
HIGH |
1.2033 |
|
0.618 |
1.2020 |
|
0.500 |
1.2016 |
|
0.382 |
1.2012 |
|
LOW |
1.2000 |
|
0.618 |
1.1980 |
|
1.000 |
1.1968 |
|
1.618 |
1.1947 |
|
2.618 |
1.1915 |
|
4.250 |
1.1862 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2019 |
1.2010 |
| PP |
1.2018 |
1.2000 |
| S1 |
1.2016 |
1.1990 |
|