CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1934 |
1.1987 |
0.0054 |
0.4% |
1.1918 |
| High |
1.1995 |
1.2046 |
0.0051 |
0.4% |
1.2008 |
| Low |
1.1934 |
1.1984 |
0.0051 |
0.4% |
1.1872 |
| Close |
1.1994 |
1.2025 |
0.0032 |
0.3% |
1.1916 |
| Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0136 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
137 |
407 |
270 |
197.1% |
15,538 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2203 |
1.2175 |
1.2059 |
|
| R3 |
1.2141 |
1.2114 |
1.2042 |
|
| R2 |
1.2080 |
1.2080 |
1.2036 |
|
| R1 |
1.2052 |
1.2052 |
1.2031 |
1.2066 |
| PP |
1.2018 |
1.2018 |
1.2018 |
1.2025 |
| S1 |
1.1991 |
1.1991 |
1.2019 |
1.2005 |
| S2 |
1.1957 |
1.1957 |
1.2014 |
|
| S3 |
1.1895 |
1.1929 |
1.2008 |
|
| S4 |
1.1834 |
1.1868 |
1.1991 |
|
|
| 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 |
1.2307 |
|
2.618 |
1.2207 |
|
1.618 |
1.2145 |
|
1.000 |
1.2107 |
|
0.618 |
1.2084 |
|
HIGH |
1.2046 |
|
0.618 |
1.2022 |
|
0.500 |
1.2015 |
|
0.382 |
1.2007 |
|
LOW |
1.1984 |
|
0.618 |
1.1946 |
|
1.000 |
1.1923 |
|
1.618 |
1.1884 |
|
2.618 |
1.1823 |
|
4.250 |
1.1723 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2022 |
1.2009 |
| PP |
1.2018 |
1.1992 |
| S1 |
1.2015 |
1.1976 |
|