CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1270 |
-0.0014 |
-0.1% |
1.1304 |
| High |
1.1285 |
1.1316 |
0.0031 |
0.3% |
1.1324 |
| Low |
1.1248 |
1.1253 |
0.0006 |
0.0% |
1.1227 |
| Close |
1.1254 |
1.1305 |
0.0051 |
0.4% |
1.1305 |
| Range |
0.0037 |
0.0063 |
0.0026 |
68.9% |
0.0097 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
150 |
363 |
213 |
142.0% |
1,621 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1454 |
1.1339 |
|
| R3 |
1.1416 |
1.1392 |
1.1322 |
|
| R2 |
1.1354 |
1.1354 |
1.1316 |
|
| R1 |
1.1329 |
1.1329 |
1.1310 |
1.1341 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1297 |
| S1 |
1.1267 |
1.1267 |
1.1299 |
1.1279 |
| S2 |
1.1229 |
1.1229 |
1.1293 |
|
| S3 |
1.1166 |
1.1204 |
1.1287 |
|
| S4 |
1.1104 |
1.1142 |
1.1270 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1537 |
1.1358 |
|
| R3 |
1.1479 |
1.1440 |
1.1331 |
|
| R2 |
1.1382 |
1.1382 |
1.1322 |
|
| R1 |
1.1343 |
1.1343 |
1.1313 |
1.1363 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1295 |
| S1 |
1.1246 |
1.1246 |
1.1296 |
1.1266 |
| S2 |
1.1188 |
1.1188 |
1.1287 |
|
| S3 |
1.1091 |
1.1149 |
1.1278 |
|
| S4 |
1.0994 |
1.1052 |
1.1251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1479 |
|
1.618 |
1.1417 |
|
1.000 |
1.1378 |
|
0.618 |
1.1354 |
|
HIGH |
1.1316 |
|
0.618 |
1.1292 |
|
0.500 |
1.1284 |
|
0.382 |
1.1277 |
|
LOW |
1.1253 |
|
0.618 |
1.1214 |
|
1.000 |
1.1191 |
|
1.618 |
1.1152 |
|
2.618 |
1.1089 |
|
4.250 |
1.0987 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1298 |
1.1295 |
| PP |
1.1291 |
1.1286 |
| S1 |
1.1284 |
1.1276 |
|