CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1770 |
-0.0064 |
-0.5% |
1.1755 |
| High |
1.1865 |
1.1852 |
-0.0013 |
-0.1% |
1.1865 |
| Low |
1.1740 |
1.1760 |
0.0020 |
0.2% |
1.1703 |
| Close |
1.1773 |
1.1850 |
0.0077 |
0.7% |
1.1850 |
| Range |
0.0125 |
0.0092 |
-0.0033 |
-26.4% |
0.0162 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,480 |
1,466 |
-14 |
-0.9% |
6,260 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2065 |
1.1900 |
|
| R3 |
1.2005 |
1.1973 |
1.1875 |
|
| R2 |
1.1913 |
1.1913 |
1.1866 |
|
| R1 |
1.1881 |
1.1881 |
1.1858 |
1.1897 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1828 |
| S1 |
1.1789 |
1.1789 |
1.1841 |
1.1805 |
| S2 |
1.1729 |
1.1729 |
1.1833 |
|
| S3 |
1.1637 |
1.1697 |
1.1824 |
|
| S4 |
1.1545 |
1.1605 |
1.1799 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2233 |
1.1939 |
|
| R3 |
1.2130 |
1.2071 |
1.1894 |
|
| R2 |
1.1968 |
1.1968 |
1.1879 |
|
| R1 |
1.1909 |
1.1909 |
1.1864 |
1.1938 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1821 |
| S1 |
1.1747 |
1.1747 |
1.1835 |
1.1776 |
| S2 |
1.1644 |
1.1644 |
1.1820 |
|
| S3 |
1.1482 |
1.1585 |
1.1805 |
|
| S4 |
1.1320 |
1.1423 |
1.1760 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2243 |
|
2.618 |
1.2093 |
|
1.618 |
1.2001 |
|
1.000 |
1.1944 |
|
0.618 |
1.1909 |
|
HIGH |
1.1852 |
|
0.618 |
1.1817 |
|
0.500 |
1.1806 |
|
0.382 |
1.1795 |
|
LOW |
1.1760 |
|
0.618 |
1.1703 |
|
1.000 |
1.1668 |
|
1.618 |
1.1611 |
|
2.618 |
1.1519 |
|
4.250 |
1.1369 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1835 |
1.1828 |
| PP |
1.1821 |
1.1806 |
| S1 |
1.1806 |
1.1784 |
|