CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1309 |
1.1373 |
0.0065 |
0.6% |
1.1387 |
| High |
1.1336 |
1.1406 |
0.0071 |
0.6% |
1.1398 |
| Low |
1.1298 |
1.1308 |
0.0010 |
0.1% |
1.1283 |
| Close |
1.1326 |
1.1329 |
0.0003 |
0.0% |
1.1313 |
| Range |
0.0038 |
0.0098 |
0.0061 |
161.3% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
298 |
741 |
443 |
148.7% |
1,411 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1583 |
1.1382 |
|
| R3 |
1.1544 |
1.1485 |
1.1355 |
|
| R2 |
1.1446 |
1.1446 |
1.1346 |
|
| R1 |
1.1387 |
1.1387 |
1.1337 |
1.1367 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1338 |
| S1 |
1.1289 |
1.1289 |
1.1320 |
1.1269 |
| S2 |
1.1250 |
1.1250 |
1.1311 |
|
| S3 |
1.1152 |
1.1191 |
1.1302 |
|
| S4 |
1.1054 |
1.1093 |
1.1275 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1610 |
1.1376 |
|
| R3 |
1.1561 |
1.1495 |
1.1345 |
|
| R2 |
1.1446 |
1.1446 |
1.1334 |
|
| R1 |
1.1380 |
1.1380 |
1.1324 |
1.1355 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1319 |
| S1 |
1.1265 |
1.1265 |
1.1302 |
1.1240 |
| S2 |
1.1216 |
1.1216 |
1.1292 |
|
| S3 |
1.1101 |
1.1150 |
1.1281 |
|
| S4 |
1.0986 |
1.1035 |
1.1250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1663 |
|
1.618 |
1.1565 |
|
1.000 |
1.1504 |
|
0.618 |
1.1467 |
|
HIGH |
1.1406 |
|
0.618 |
1.1369 |
|
0.500 |
1.1357 |
|
0.382 |
1.1345 |
|
LOW |
1.1308 |
|
0.618 |
1.1247 |
|
1.000 |
1.1210 |
|
1.618 |
1.1149 |
|
2.618 |
1.1051 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1352 |
| PP |
1.1348 |
1.1344 |
| S1 |
1.1338 |
1.1336 |
|