CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1330 |
-0.0043 |
-0.4% |
1.1387 |
| High |
1.1406 |
1.1338 |
-0.0068 |
-0.6% |
1.1398 |
| Low |
1.1308 |
1.1246 |
-0.0062 |
-0.5% |
1.1283 |
| Close |
1.1329 |
1.1264 |
-0.0065 |
-0.6% |
1.1313 |
| Range |
0.0098 |
0.0092 |
-0.0006 |
-6.1% |
0.0115 |
| ATR |
0.0000 |
0.0067 |
0.0067 |
|
0.0000 |
| Volume |
741 |
433 |
-308 |
-41.6% |
1,411 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1503 |
1.1314 |
|
| R3 |
1.1467 |
1.1411 |
1.1289 |
|
| R2 |
1.1375 |
1.1375 |
1.1280 |
|
| R1 |
1.1319 |
1.1319 |
1.1272 |
1.1301 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1273 |
| S1 |
1.1227 |
1.1227 |
1.1255 |
1.1209 |
| S2 |
1.1191 |
1.1191 |
1.1247 |
|
| S3 |
1.1099 |
1.1135 |
1.1238 |
|
| S4 |
1.1007 |
1.1043 |
1.1213 |
|
|
| 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 |
1.1729 |
|
2.618 |
1.1579 |
|
1.618 |
1.1487 |
|
1.000 |
1.1430 |
|
0.618 |
1.1395 |
|
HIGH |
1.1338 |
|
0.618 |
1.1303 |
|
0.500 |
1.1292 |
|
0.382 |
1.1281 |
|
LOW |
1.1246 |
|
0.618 |
1.1189 |
|
1.000 |
1.1154 |
|
1.618 |
1.1097 |
|
2.618 |
1.1005 |
|
4.250 |
1.0855 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1326 |
| PP |
1.1283 |
1.1305 |
| S1 |
1.1273 |
1.1284 |
|