CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1913 |
1.1934 |
0.0021 |
0.2% |
1.1918 |
| High |
1.1980 |
1.1995 |
0.0016 |
0.1% |
1.2008 |
| Low |
1.1906 |
1.1934 |
0.0028 |
0.2% |
1.1872 |
| Close |
1.1939 |
1.1994 |
0.0055 |
0.5% |
1.1916 |
| Range |
0.0074 |
0.0062 |
-0.0013 |
-16.9% |
0.0136 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
271 |
137 |
-134 |
-49.4% |
15,538 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2159 |
1.2138 |
1.2027 |
|
| R3 |
1.2097 |
1.2076 |
1.2010 |
|
| R2 |
1.2036 |
1.2036 |
1.2005 |
|
| R1 |
1.2015 |
1.2015 |
1.1999 |
1.2025 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1979 |
| S1 |
1.1953 |
1.1953 |
1.1988 |
1.1964 |
| S2 |
1.1913 |
1.1913 |
1.1982 |
|
| S3 |
1.1851 |
1.1892 |
1.1977 |
|
| S4 |
1.1790 |
1.1830 |
1.1960 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2264 |
1.1991 |
|
| R3 |
1.2204 |
1.2128 |
1.1953 |
|
| R2 |
1.2068 |
1.2068 |
1.1941 |
|
| R1 |
1.1992 |
1.1992 |
1.1928 |
1.1962 |
| PP |
1.1932 |
1.1932 |
1.1932 |
1.1917 |
| S1 |
1.1856 |
1.1856 |
1.1904 |
1.1826 |
| S2 |
1.1796 |
1.1796 |
1.1891 |
|
| S3 |
1.1660 |
1.1720 |
1.1879 |
|
| S4 |
1.1524 |
1.1584 |
1.1841 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2256 |
|
2.618 |
1.2156 |
|
1.618 |
1.2095 |
|
1.000 |
1.2057 |
|
0.618 |
1.2033 |
|
HIGH |
1.1995 |
|
0.618 |
1.1972 |
|
0.500 |
1.1964 |
|
0.382 |
1.1957 |
|
LOW |
1.1934 |
|
0.618 |
1.1895 |
|
1.000 |
1.1872 |
|
1.618 |
1.1834 |
|
2.618 |
1.1772 |
|
4.250 |
1.1672 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1984 |
1.1979 |
| PP |
1.1974 |
1.1965 |
| S1 |
1.1964 |
1.1950 |
|