CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1732 |
1.1834 |
0.0102 |
0.9% |
1.1562 |
| High |
1.1830 |
1.1865 |
0.0035 |
0.3% |
1.1776 |
| Low |
1.1703 |
1.1740 |
0.0037 |
0.3% |
1.1529 |
| Close |
1.1794 |
1.1773 |
-0.0022 |
-0.2% |
1.1771 |
| Range |
0.0127 |
0.0125 |
-0.0002 |
-1.6% |
0.0247 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
1,696 |
1,480 |
-216 |
-12.7% |
6,165 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2095 |
1.1841 |
|
| R3 |
1.2043 |
1.1970 |
1.1807 |
|
| R2 |
1.1918 |
1.1918 |
1.1795 |
|
| R1 |
1.1845 |
1.1845 |
1.1784 |
1.1819 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1779 |
| S1 |
1.1720 |
1.1720 |
1.1761 |
1.1694 |
| S2 |
1.1668 |
1.1668 |
1.1750 |
|
| S3 |
1.1543 |
1.1595 |
1.1738 |
|
| S4 |
1.1418 |
1.1470 |
1.1704 |
|
|
| 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 |
1.2396 |
|
2.618 |
1.2192 |
|
1.618 |
1.2067 |
|
1.000 |
1.1990 |
|
0.618 |
1.1942 |
|
HIGH |
1.1865 |
|
0.618 |
1.1817 |
|
0.500 |
1.1803 |
|
0.382 |
1.1788 |
|
LOW |
1.1740 |
|
0.618 |
1.1663 |
|
1.000 |
1.1615 |
|
1.618 |
1.1538 |
|
2.618 |
1.1413 |
|
4.250 |
1.1209 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1784 |
| PP |
1.1793 |
1.1780 |
| S1 |
1.1783 |
1.1776 |
|