CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2022 |
1.1988 |
-0.0035 |
-0.3% |
1.1913 |
| High |
1.2033 |
1.2007 |
-0.0026 |
-0.2% |
1.2046 |
| Low |
1.2000 |
1.1968 |
-0.0033 |
-0.3% |
1.1906 |
| Close |
1.2020 |
1.2000 |
-0.0020 |
-0.2% |
1.2000 |
| Range |
0.0033 |
0.0040 |
0.0007 |
21.5% |
0.0140 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
98 |
81 |
-17 |
-17.3% |
994 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2110 |
1.2095 |
1.2022 |
|
| R3 |
1.2071 |
1.2055 |
1.2011 |
|
| R2 |
1.2031 |
1.2031 |
1.2007 |
|
| R1 |
1.2016 |
1.2016 |
1.2004 |
1.2023 |
| PP |
1.1992 |
1.1992 |
1.1992 |
1.1995 |
| S1 |
1.1976 |
1.1976 |
1.1996 |
1.1984 |
| S2 |
1.1952 |
1.1952 |
1.1993 |
|
| S3 |
1.1913 |
1.1937 |
1.1989 |
|
| S4 |
1.1873 |
1.1897 |
1.1978 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2404 |
1.2342 |
1.2077 |
|
| R3 |
1.2264 |
1.2202 |
1.2039 |
|
| R2 |
1.2124 |
1.2124 |
1.2026 |
|
| R1 |
1.2062 |
1.2062 |
1.2013 |
1.2093 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.1999 |
| S1 |
1.1922 |
1.1922 |
1.1987 |
1.1953 |
| S2 |
1.1844 |
1.1844 |
1.1974 |
|
| S3 |
1.1704 |
1.1782 |
1.1962 |
|
| S4 |
1.1564 |
1.1642 |
1.1923 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2175 |
|
2.618 |
1.2110 |
|
1.618 |
1.2071 |
|
1.000 |
1.2047 |
|
0.618 |
1.2031 |
|
HIGH |
1.2007 |
|
0.618 |
1.1992 |
|
0.500 |
1.1987 |
|
0.382 |
1.1983 |
|
LOW |
1.1968 |
|
0.618 |
1.1943 |
|
1.000 |
1.1928 |
|
1.618 |
1.1904 |
|
2.618 |
1.1864 |
|
4.250 |
1.1800 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1996 |
1.2007 |
| PP |
1.1992 |
1.2004 |
| S1 |
1.1987 |
1.2002 |
|