CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.1896 |
1.1940 |
0.0045 |
0.4% |
1.1755 |
High |
1.1997 |
1.1977 |
-0.0020 |
-0.2% |
1.1865 |
Low |
1.1881 |
1.1915 |
0.0034 |
0.3% |
1.1703 |
Close |
1.1948 |
1.1952 |
0.0004 |
0.0% |
1.1850 |
Range |
0.0116 |
0.0062 |
-0.0054 |
-46.3% |
0.0162 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
1,746 |
718 |
-1,028 |
-58.9% |
6,260 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2134 |
1.2105 |
1.1986 |
|
R3 |
1.2072 |
1.2043 |
1.1969 |
|
R2 |
1.2010 |
1.2010 |
1.1963 |
|
R1 |
1.1981 |
1.1981 |
1.1958 |
1.1996 |
PP |
1.1948 |
1.1948 |
1.1948 |
1.1955 |
S1 |
1.1919 |
1.1919 |
1.1946 |
1.1934 |
S2 |
1.1886 |
1.1886 |
1.1941 |
|
S3 |
1.1824 |
1.1857 |
1.1935 |
|
S4 |
1.1762 |
1.1795 |
1.1918 |
|
|
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 |
1.2241 |
2.618 |
1.2139 |
1.618 |
1.2077 |
1.000 |
1.2039 |
0.618 |
1.2015 |
HIGH |
1.1977 |
0.618 |
1.1953 |
0.500 |
1.1946 |
0.382 |
1.1939 |
LOW |
1.1915 |
0.618 |
1.1877 |
1.000 |
1.1853 |
1.618 |
1.1815 |
2.618 |
1.1753 |
4.250 |
1.1652 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1950 |
1.1946 |
PP |
1.1948 |
1.1941 |
S1 |
1.1946 |
1.1935 |
|