CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1525 |
1.1469 |
-0.0056 |
-0.5% |
1.1305 |
| High |
1.1526 |
1.1477 |
-0.0050 |
-0.4% |
1.1549 |
| Low |
1.1457 |
1.1413 |
-0.0044 |
-0.4% |
1.1279 |
| Close |
1.1458 |
1.1442 |
-0.0017 |
-0.1% |
1.1523 |
| Range |
0.0070 |
0.0064 |
-0.0006 |
-8.6% |
0.0270 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
642 |
1,303 |
661 |
103.0% |
5,603 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1601 |
1.1476 |
|
| R3 |
1.1571 |
1.1538 |
1.1459 |
|
| R2 |
1.1507 |
1.1507 |
1.1453 |
|
| R1 |
1.1474 |
1.1474 |
1.1447 |
1.1459 |
| PP |
1.1444 |
1.1444 |
1.1444 |
1.1436 |
| S1 |
1.1411 |
1.1411 |
1.1436 |
1.1396 |
| S2 |
1.1380 |
1.1380 |
1.1430 |
|
| S3 |
1.1317 |
1.1347 |
1.1424 |
|
| S4 |
1.1253 |
1.1284 |
1.1407 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2260 |
1.2162 |
1.1672 |
|
| R3 |
1.1990 |
1.1892 |
1.1597 |
|
| R2 |
1.1720 |
1.1720 |
1.1573 |
|
| R1 |
1.1622 |
1.1622 |
1.1548 |
1.1671 |
| PP |
1.1450 |
1.1450 |
1.1450 |
1.1475 |
| S1 |
1.1352 |
1.1352 |
1.1498 |
1.1401 |
| S2 |
1.1180 |
1.1180 |
1.1474 |
|
| S3 |
1.0910 |
1.1082 |
1.1449 |
|
| S4 |
1.0640 |
1.0812 |
1.1375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1643 |
|
1.618 |
1.1579 |
|
1.000 |
1.1540 |
|
0.618 |
1.1516 |
|
HIGH |
1.1477 |
|
0.618 |
1.1452 |
|
0.500 |
1.1445 |
|
0.382 |
1.1437 |
|
LOW |
1.1413 |
|
0.618 |
1.1374 |
|
1.000 |
1.1350 |
|
1.618 |
1.1310 |
|
2.618 |
1.1247 |
|
4.250 |
1.1143 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1480 |
| PP |
1.1444 |
1.1467 |
| S1 |
1.1443 |
1.1454 |
|