CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1263 |
-0.0041 |
-0.4% |
1.1321 |
| High |
1.1324 |
1.1275 |
-0.0050 |
-0.4% |
1.1406 |
| Low |
1.1255 |
1.1227 |
-0.0028 |
-0.2% |
1.1246 |
| Close |
1.1259 |
1.1239 |
-0.0020 |
-0.2% |
1.1304 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.7% |
0.0160 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
451 |
325 |
-126 |
-27.9% |
2,024 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1362 |
1.1265 |
|
| R3 |
1.1342 |
1.1314 |
1.1252 |
|
| R2 |
1.1294 |
1.1294 |
1.1248 |
|
| R1 |
1.1267 |
1.1267 |
1.1243 |
1.1257 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1242 |
| S1 |
1.1219 |
1.1219 |
1.1235 |
1.1209 |
| S2 |
1.1199 |
1.1199 |
1.1230 |
|
| S3 |
1.1152 |
1.1172 |
1.1226 |
|
| S4 |
1.1104 |
1.1124 |
1.1213 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1799 |
1.1711 |
1.1392 |
|
| R3 |
1.1639 |
1.1551 |
1.1348 |
|
| R2 |
1.1479 |
1.1479 |
1.1333 |
|
| R1 |
1.1391 |
1.1391 |
1.1319 |
1.1355 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1301 |
| S1 |
1.1231 |
1.1231 |
1.1289 |
1.1195 |
| S2 |
1.1159 |
1.1159 |
1.1275 |
|
| S3 |
1.0999 |
1.1071 |
1.1260 |
|
| S4 |
1.0839 |
1.0911 |
1.1216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1399 |
|
1.618 |
1.1351 |
|
1.000 |
1.1322 |
|
0.618 |
1.1304 |
|
HIGH |
1.1275 |
|
0.618 |
1.1256 |
|
0.500 |
1.1251 |
|
0.382 |
1.1245 |
|
LOW |
1.1227 |
|
0.618 |
1.1198 |
|
1.000 |
1.1180 |
|
1.618 |
1.1150 |
|
2.618 |
1.1103 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1276 |
| PP |
1.1247 |
1.1263 |
| S1 |
1.1243 |
1.1251 |
|