CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1918 |
1.1925 |
0.0007 |
0.1% |
1.2021 |
| High |
1.1958 |
1.1932 |
-0.0027 |
-0.2% |
1.2021 |
| Low |
1.1918 |
1.1872 |
-0.0047 |
-0.4% |
1.1886 |
| Close |
1.1936 |
1.1888 |
-0.0048 |
-0.4% |
1.1918 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0136 |
| ATR |
|
|
|
|
|
| Volume |
131 |
329 |
198 |
151.1% |
1,302 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.2043 |
1.1921 |
|
| R3 |
1.2017 |
1.1983 |
1.1905 |
|
| R2 |
1.1957 |
1.1957 |
1.1899 |
|
| R1 |
1.1923 |
1.1923 |
1.1894 |
1.1910 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1891 |
| S1 |
1.1863 |
1.1863 |
1.1883 |
1.1850 |
| S2 |
1.1837 |
1.1837 |
1.1877 |
|
| S3 |
1.1777 |
1.1803 |
1.1872 |
|
| S4 |
1.1717 |
1.1743 |
1.1855 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2348 |
1.2269 |
1.1993 |
|
| R3 |
1.2213 |
1.2133 |
1.1955 |
|
| R2 |
1.2077 |
1.2077 |
1.1943 |
|
| R1 |
1.1998 |
1.1998 |
1.1930 |
1.1970 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1928 |
| S1 |
1.1862 |
1.1862 |
1.1906 |
1.1834 |
| S2 |
1.1806 |
1.1806 |
1.1893 |
|
| S3 |
1.1671 |
1.1727 |
1.1881 |
|
| S4 |
1.1535 |
1.1591 |
1.1843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.2089 |
|
1.618 |
1.2029 |
|
1.000 |
1.1992 |
|
0.618 |
1.1969 |
|
HIGH |
1.1932 |
|
0.618 |
1.1909 |
|
0.500 |
1.1902 |
|
0.382 |
1.1894 |
|
LOW |
1.1872 |
|
0.618 |
1.1834 |
|
1.000 |
1.1812 |
|
1.618 |
1.1774 |
|
2.618 |
1.1714 |
|
4.250 |
1.1617 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1902 |
1.1915 |
| PP |
1.1897 |
1.1906 |
| S1 |
1.1893 |
1.1897 |
|