CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.1844 |
1.1918 |
0.0074 |
0.6% |
1.1755 |
High |
1.1933 |
1.1926 |
-0.0008 |
-0.1% |
1.1865 |
Low |
1.1812 |
1.1873 |
0.0062 |
0.5% |
1.1703 |
Close |
1.1919 |
1.1890 |
-0.0030 |
-0.2% |
1.1850 |
Range |
0.0122 |
0.0053 |
-0.0069 |
-56.8% |
0.0162 |
ATR |
0.0088 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
Volume |
1,654 |
1,017 |
-637 |
-38.5% |
6,260 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2054 |
1.2024 |
1.1918 |
|
R3 |
1.2001 |
1.1972 |
1.1904 |
|
R2 |
1.1949 |
1.1949 |
1.1899 |
|
R1 |
1.1919 |
1.1919 |
1.1894 |
1.1908 |
PP |
1.1896 |
1.1896 |
1.1896 |
1.1890 |
S1 |
1.1867 |
1.1867 |
1.1885 |
1.1855 |
S2 |
1.1844 |
1.1844 |
1.1880 |
|
S3 |
1.1791 |
1.1814 |
1.1875 |
|
S4 |
1.1739 |
1.1762 |
1.1861 |
|
|
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 |
1.2149 |
2.618 |
1.2063 |
1.618 |
1.2010 |
1.000 |
1.1978 |
0.618 |
1.1958 |
HIGH |
1.1926 |
0.618 |
1.1905 |
0.500 |
1.1899 |
0.382 |
1.1893 |
LOW |
1.1873 |
0.618 |
1.1841 |
1.000 |
1.1821 |
1.618 |
1.1788 |
2.618 |
1.1736 |
4.250 |
1.1650 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1899 |
1.1875 |
PP |
1.1896 |
1.1861 |
S1 |
1.1893 |
1.1847 |
|