CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1645 |
1.1615 |
-0.0030 |
-0.3% |
1.1498 |
| High |
1.1648 |
1.1750 |
0.0103 |
0.9% |
1.1586 |
| Low |
1.1604 |
1.1572 |
-0.0033 |
-0.3% |
1.1465 |
| Close |
1.1612 |
1.1717 |
0.0105 |
0.9% |
1.1560 |
| Range |
0.0044 |
0.0179 |
0.0135 |
310.3% |
0.0121 |
| ATR |
0.0073 |
0.0080 |
0.0008 |
10.4% |
0.0000 |
| Volume |
542 |
1,583 |
1,041 |
192.1% |
4,797 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2215 |
1.2144 |
1.1815 |
|
| R3 |
1.2036 |
1.1966 |
1.1766 |
|
| R2 |
1.1858 |
1.1858 |
1.1749 |
|
| R1 |
1.1787 |
1.1787 |
1.1733 |
1.1823 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1697 |
| S1 |
1.1609 |
1.1609 |
1.1700 |
1.1644 |
| S2 |
1.1501 |
1.1501 |
1.1684 |
|
| S3 |
1.1322 |
1.1430 |
1.1667 |
|
| S4 |
1.1144 |
1.1252 |
1.1618 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1898 |
1.1850 |
1.1626 |
|
| R3 |
1.1778 |
1.1729 |
1.1593 |
|
| R2 |
1.1657 |
1.1657 |
1.1582 |
|
| R1 |
1.1609 |
1.1609 |
1.1571 |
1.1633 |
| PP |
1.1537 |
1.1537 |
1.1537 |
1.1549 |
| S1 |
1.1488 |
1.1488 |
1.1549 |
1.1513 |
| S2 |
1.1416 |
1.1416 |
1.1538 |
|
| S3 |
1.1296 |
1.1368 |
1.1527 |
|
| S4 |
1.1175 |
1.1247 |
1.1494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2509 |
|
2.618 |
1.2217 |
|
1.618 |
1.2039 |
|
1.000 |
1.1929 |
|
0.618 |
1.1860 |
|
HIGH |
1.1750 |
|
0.618 |
1.1682 |
|
0.500 |
1.1661 |
|
0.382 |
1.1640 |
|
LOW |
1.1572 |
|
0.618 |
1.1461 |
|
1.000 |
1.1393 |
|
1.618 |
1.1283 |
|
2.618 |
1.1104 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1698 |
1.1697 |
| PP |
1.1679 |
1.1677 |
| S1 |
1.1661 |
1.1658 |
|