CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1448 |
0.0138 |
1.2% |
1.1304 |
| High |
1.1457 |
1.1495 |
0.0038 |
0.3% |
1.1324 |
| Low |
1.1286 |
1.1400 |
0.0114 |
1.0% |
1.1227 |
| Close |
1.1455 |
1.1487 |
0.0032 |
0.3% |
1.1305 |
| Range |
0.0171 |
0.0095 |
-0.0076 |
-44.6% |
0.0097 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,183 |
1,264 |
81 |
6.8% |
1,621 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1710 |
1.1538 |
|
| R3 |
1.1649 |
1.1615 |
1.1512 |
|
| R2 |
1.1555 |
1.1555 |
1.1504 |
|
| R1 |
1.1521 |
1.1521 |
1.1495 |
1.1538 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1469 |
| S1 |
1.1426 |
1.1426 |
1.1478 |
1.1443 |
| S2 |
1.1366 |
1.1366 |
1.1469 |
|
| S3 |
1.1271 |
1.1332 |
1.1461 |
|
| S4 |
1.1177 |
1.1237 |
1.1435 |
|
|
| 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 |
1.1896 |
|
2.618 |
1.1742 |
|
1.618 |
1.1647 |
|
1.000 |
1.1589 |
|
0.618 |
1.1553 |
|
HIGH |
1.1495 |
|
0.618 |
1.1458 |
|
0.500 |
1.1447 |
|
0.382 |
1.1436 |
|
LOW |
1.1400 |
|
0.618 |
1.1342 |
|
1.000 |
1.1306 |
|
1.618 |
1.1247 |
|
2.618 |
1.1153 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1473 |
1.1453 |
| PP |
1.1460 |
1.1420 |
| S1 |
1.1447 |
1.1387 |
|