CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1729 |
1.1732 |
0.0003 |
0.0% |
1.1562 |
| High |
1.1803 |
1.1830 |
0.0027 |
0.2% |
1.1776 |
| Low |
1.1723 |
1.1703 |
-0.0020 |
-0.2% |
1.1529 |
| Close |
1.1742 |
1.1794 |
0.0053 |
0.4% |
1.1771 |
| Range |
0.0081 |
0.0127 |
0.0047 |
57.8% |
0.0247 |
| ATR |
0.0078 |
0.0081 |
0.0004 |
4.5% |
0.0000 |
| Volume |
1,231 |
1,696 |
465 |
37.8% |
6,165 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.2102 |
1.1864 |
|
| R3 |
1.2030 |
1.1975 |
1.1829 |
|
| R2 |
1.1903 |
1.1903 |
1.1817 |
|
| R1 |
1.1848 |
1.1848 |
1.1806 |
1.1876 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1789 |
| S1 |
1.1721 |
1.1721 |
1.1782 |
1.1749 |
| S2 |
1.1649 |
1.1649 |
1.1771 |
|
| S3 |
1.1522 |
1.1594 |
1.1759 |
|
| S4 |
1.1395 |
1.1467 |
1.1724 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2349 |
1.1907 |
|
| R3 |
1.2186 |
1.2102 |
1.1839 |
|
| R2 |
1.1939 |
1.1939 |
1.1816 |
|
| R1 |
1.1855 |
1.1855 |
1.1794 |
1.1897 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1713 |
| S1 |
1.1608 |
1.1608 |
1.1748 |
1.1650 |
| S2 |
1.1445 |
1.1445 |
1.1726 |
|
| S3 |
1.1198 |
1.1361 |
1.1703 |
|
| S4 |
1.0951 |
1.1114 |
1.1635 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2162 |
|
1.618 |
1.2035 |
|
1.000 |
1.1957 |
|
0.618 |
1.1908 |
|
HIGH |
1.1830 |
|
0.618 |
1.1781 |
|
0.500 |
1.1767 |
|
0.382 |
1.1752 |
|
LOW |
1.1703 |
|
0.618 |
1.1625 |
|
1.000 |
1.1576 |
|
1.618 |
1.1498 |
|
2.618 |
1.1371 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1785 |
1.1785 |
| PP |
1.1776 |
1.1776 |
| S1 |
1.1767 |
1.1767 |
|