CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.2029 |
0.0010 |
0.1% |
1.1913 |
| High |
1.2025 |
1.2054 |
0.0029 |
0.2% |
1.2046 |
| Low |
1.2002 |
1.2015 |
0.0014 |
0.1% |
1.1906 |
| Close |
1.2013 |
1.2041 |
0.0028 |
0.2% |
1.2000 |
| Range |
0.0024 |
0.0039 |
0.0016 |
66.0% |
0.0140 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
234 |
101 |
-133 |
-56.8% |
994 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2136 |
1.2062 |
|
| R3 |
1.2115 |
1.2097 |
1.2052 |
|
| R2 |
1.2076 |
1.2076 |
1.2048 |
|
| R1 |
1.2058 |
1.2058 |
1.2045 |
1.2067 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2041 |
| S1 |
1.2019 |
1.2019 |
1.2037 |
1.2028 |
| S2 |
1.1998 |
1.1998 |
1.2034 |
|
| S3 |
1.1959 |
1.1980 |
1.2030 |
|
| S4 |
1.1920 |
1.1941 |
1.2020 |
|
|
| 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 |
1.2220 |
|
2.618 |
1.2156 |
|
1.618 |
1.2117 |
|
1.000 |
1.2093 |
|
0.618 |
1.2078 |
|
HIGH |
1.2054 |
|
0.618 |
1.2039 |
|
0.500 |
1.2035 |
|
0.382 |
1.2030 |
|
LOW |
1.2015 |
|
0.618 |
1.1991 |
|
1.000 |
1.1976 |
|
1.618 |
1.1952 |
|
2.618 |
1.1913 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2039 |
1.2031 |
| PP |
1.2037 |
1.2021 |
| S1 |
1.2035 |
1.2011 |
|