CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1830 |
1.1843 |
0.0013 |
0.1% |
1.1844 |
| High |
1.1845 |
1.1865 |
0.0020 |
0.2% |
1.1997 |
| Low |
1.1771 |
1.1784 |
0.0013 |
0.1% |
1.1812 |
| Close |
1.1835 |
1.1850 |
0.0015 |
0.1% |
1.1849 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0185 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
2,846 |
1,352 |
-1,494 |
-52.5% |
6,909 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2042 |
1.1894 |
|
| R3 |
1.1994 |
1.1962 |
1.1872 |
|
| R2 |
1.1913 |
1.1913 |
1.1864 |
|
| R1 |
1.1881 |
1.1881 |
1.1857 |
1.1897 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1841 |
| S1 |
1.1801 |
1.1801 |
1.1842 |
1.1817 |
| S2 |
1.1752 |
1.1752 |
1.1835 |
|
| S3 |
1.1672 |
1.1720 |
1.1827 |
|
| S4 |
1.1591 |
1.1640 |
1.1805 |
|
|
| 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 |
1.2207 |
|
2.618 |
1.2075 |
|
1.618 |
1.1995 |
|
1.000 |
1.1945 |
|
0.618 |
1.1914 |
|
HIGH |
1.1865 |
|
0.618 |
1.1834 |
|
0.500 |
1.1824 |
|
0.382 |
1.1815 |
|
LOW |
1.1784 |
|
0.618 |
1.1734 |
|
1.000 |
1.1704 |
|
1.618 |
1.1654 |
|
2.618 |
1.1573 |
|
4.250 |
1.1442 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1841 |
1.1846 |
| PP |
1.1833 |
1.1842 |
| S1 |
1.1824 |
1.1838 |
|