CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1857 |
1.1878 |
0.0022 |
0.2% |
1.1844 |
| High |
1.1897 |
1.1906 |
0.0009 |
0.1% |
1.1997 |
| Low |
1.1857 |
1.1798 |
-0.0059 |
-0.5% |
1.1812 |
| Close |
1.1878 |
1.1836 |
-0.0043 |
-0.4% |
1.1849 |
| Range |
0.0040 |
0.0108 |
0.0068 |
168.8% |
0.0185 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,023 |
1,060 |
37 |
3.6% |
6,909 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2169 |
1.2110 |
1.1895 |
|
| R3 |
1.2061 |
1.2002 |
1.1865 |
|
| R2 |
1.1954 |
1.1954 |
1.1855 |
|
| R1 |
1.1895 |
1.1895 |
1.1845 |
1.1871 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1834 |
| S1 |
1.1787 |
1.1787 |
1.1826 |
1.1763 |
| S2 |
1.1739 |
1.1739 |
1.1816 |
|
| S3 |
1.1631 |
1.1680 |
1.1806 |
|
| S4 |
1.1524 |
1.1572 |
1.1776 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2330 |
1.1950 |
|
| R3 |
1.2256 |
1.2145 |
1.1899 |
|
| R2 |
1.2071 |
1.2071 |
1.1882 |
|
| R1 |
1.1960 |
1.1960 |
1.1865 |
1.2015 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1913 |
| S1 |
1.1775 |
1.1775 |
1.1832 |
1.1830 |
| S2 |
1.1701 |
1.1701 |
1.1815 |
|
| S3 |
1.1516 |
1.1590 |
1.1798 |
|
| S4 |
1.1331 |
1.1405 |
1.1747 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2362 |
|
2.618 |
1.2187 |
|
1.618 |
1.2079 |
|
1.000 |
1.2013 |
|
0.618 |
1.1972 |
|
HIGH |
1.1906 |
|
0.618 |
1.1864 |
|
0.500 |
1.1852 |
|
0.382 |
1.1839 |
|
LOW |
1.1798 |
|
0.618 |
1.1732 |
|
1.000 |
1.1691 |
|
1.618 |
1.1624 |
|
2.618 |
1.1517 |
|
4.250 |
1.1341 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1885 |
| PP |
1.1846 |
1.1869 |
| S1 |
1.1841 |
1.1852 |
|