CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.1848 |
1.1902 |
0.0055 |
0.5% |
1.1857 |
High |
1.1927 |
1.1918 |
-0.0010 |
-0.1% |
1.1927 |
Low |
1.1829 |
1.1850 |
0.0022 |
0.2% |
1.1771 |
Close |
1.1905 |
1.1864 |
-0.0041 |
-0.3% |
1.1905 |
Range |
0.0099 |
0.0068 |
-0.0031 |
-31.5% |
0.0156 |
ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
2,130 |
449 |
-1,681 |
-78.9% |
8,411 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2080 |
1.2039 |
1.1901 |
|
R3 |
1.2012 |
1.1972 |
1.1882 |
|
R2 |
1.1945 |
1.1945 |
1.1876 |
|
R1 |
1.1904 |
1.1904 |
1.1870 |
1.1891 |
PP |
1.1877 |
1.1877 |
1.1877 |
1.1870 |
S1 |
1.1837 |
1.1837 |
1.1857 |
1.1823 |
S2 |
1.1810 |
1.1810 |
1.1851 |
|
S3 |
1.1742 |
1.1769 |
1.1845 |
|
S4 |
1.1675 |
1.1702 |
1.1826 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2336 |
1.2276 |
1.1990 |
|
R3 |
1.2180 |
1.2120 |
1.1947 |
|
R2 |
1.2024 |
1.2024 |
1.1933 |
|
R1 |
1.1964 |
1.1964 |
1.1919 |
1.1994 |
PP |
1.1868 |
1.1868 |
1.1868 |
1.1882 |
S1 |
1.1808 |
1.1808 |
1.1890 |
1.1838 |
S2 |
1.1712 |
1.1712 |
1.1876 |
|
S3 |
1.1556 |
1.1652 |
1.1862 |
|
S4 |
1.1400 |
1.1496 |
1.1819 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2204 |
2.618 |
1.2094 |
1.618 |
1.2027 |
1.000 |
1.1985 |
0.618 |
1.1959 |
HIGH |
1.1918 |
0.618 |
1.1892 |
0.500 |
1.1884 |
0.382 |
1.1876 |
LOW |
1.1850 |
0.618 |
1.1808 |
1.000 |
1.1783 |
1.618 |
1.1741 |
2.618 |
1.1673 |
4.250 |
1.1563 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1884 |
1.1861 |
PP |
1.1877 |
1.1858 |
S1 |
1.1870 |
1.1856 |
|