CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1918 |
1.1896 |
-0.0022 |
-0.2% |
1.1755 |
| High |
1.1926 |
1.1997 |
0.0071 |
0.6% |
1.1865 |
| Low |
1.1873 |
1.1881 |
0.0008 |
0.1% |
1.1703 |
| Close |
1.1890 |
1.1948 |
0.0059 |
0.5% |
1.1850 |
| Range |
0.0053 |
0.0116 |
0.0063 |
120.0% |
0.0162 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,017 |
1,746 |
729 |
71.7% |
6,260 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2234 |
1.2012 |
|
| R3 |
1.2173 |
1.2118 |
1.1980 |
|
| R2 |
1.2057 |
1.2057 |
1.1969 |
|
| R1 |
1.2003 |
1.2003 |
1.1959 |
1.2030 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1956 |
| S1 |
1.1887 |
1.1887 |
1.1937 |
1.1915 |
| S2 |
1.1826 |
1.1826 |
1.1927 |
|
| S3 |
1.1711 |
1.1772 |
1.1916 |
|
| S4 |
1.1595 |
1.1656 |
1.1884 |
|
|
| 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 |
1.2487 |
|
2.618 |
1.2299 |
|
1.618 |
1.2183 |
|
1.000 |
1.2112 |
|
0.618 |
1.2068 |
|
HIGH |
1.1997 |
|
0.618 |
1.1952 |
|
0.500 |
1.1939 |
|
0.382 |
1.1925 |
|
LOW |
1.1881 |
|
0.618 |
1.1810 |
|
1.000 |
1.1766 |
|
1.618 |
1.1694 |
|
2.618 |
1.1579 |
|
4.250 |
1.1390 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1945 |
1.1933 |
| PP |
1.1942 |
1.1919 |
| S1 |
1.1939 |
1.1904 |
|