CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1520 |
1.1498 |
-0.0022 |
-0.2% |
1.1525 |
| High |
1.1538 |
1.1516 |
-0.0023 |
-0.2% |
1.1538 |
| Low |
1.1479 |
1.1480 |
0.0001 |
0.0% |
1.1413 |
| Close |
1.1501 |
1.1501 |
0.0000 |
0.0% |
1.1501 |
| Range |
0.0060 |
0.0036 |
-0.0024 |
-39.5% |
0.0125 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1,297 |
362 |
-935 |
-72.1% |
3,949 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1590 |
1.1521 |
|
| R3 |
1.1571 |
1.1554 |
1.1511 |
|
| R2 |
1.1535 |
1.1535 |
1.1508 |
|
| R1 |
1.1518 |
1.1518 |
1.1504 |
1.1526 |
| PP |
1.1499 |
1.1499 |
1.1499 |
1.1503 |
| S1 |
1.1482 |
1.1482 |
1.1498 |
1.1490 |
| S2 |
1.1463 |
1.1463 |
1.1494 |
|
| S3 |
1.1427 |
1.1446 |
1.1491 |
|
| S4 |
1.1391 |
1.1410 |
1.1481 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1805 |
1.1570 |
|
| R3 |
1.1734 |
1.1680 |
1.1535 |
|
| R2 |
1.1609 |
1.1609 |
1.1524 |
|
| R1 |
1.1555 |
1.1555 |
1.1512 |
1.1520 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1466 |
| S1 |
1.1430 |
1.1430 |
1.1490 |
1.1395 |
| S2 |
1.1359 |
1.1359 |
1.1478 |
|
| S3 |
1.1234 |
1.1305 |
1.1467 |
|
| S4 |
1.1109 |
1.1180 |
1.1432 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1610 |
|
1.618 |
1.1574 |
|
1.000 |
1.1552 |
|
0.618 |
1.1538 |
|
HIGH |
1.1516 |
|
0.618 |
1.1502 |
|
0.500 |
1.1498 |
|
0.382 |
1.1493 |
|
LOW |
1.1480 |
|
0.618 |
1.1457 |
|
1.000 |
1.1444 |
|
1.618 |
1.1421 |
|
2.618 |
1.1385 |
|
4.250 |
1.1327 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1495 |
| PP |
1.1499 |
1.1489 |
| S1 |
1.1498 |
1.1484 |
|