CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1902 |
1.1857 |
-0.0045 |
-0.4% |
1.1857 |
| High |
1.1918 |
1.1872 |
-0.0046 |
-0.4% |
1.1927 |
| Low |
1.1850 |
1.1767 |
-0.0084 |
-0.7% |
1.1771 |
| Close |
1.1864 |
1.1813 |
-0.0051 |
-0.4% |
1.1905 |
| Range |
0.0068 |
0.0105 |
0.0038 |
55.6% |
0.0156 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
449 |
2,183 |
1,734 |
386.2% |
8,411 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2077 |
1.1870 |
|
| R3 |
1.2027 |
1.1972 |
1.1841 |
|
| R2 |
1.1922 |
1.1922 |
1.1832 |
|
| R1 |
1.1867 |
1.1867 |
1.1822 |
1.1842 |
| PP |
1.1817 |
1.1817 |
1.1817 |
1.1804 |
| S1 |
1.1762 |
1.1762 |
1.1803 |
1.1737 |
| S2 |
1.1712 |
1.1712 |
1.1793 |
|
| S3 |
1.1607 |
1.1657 |
1.1784 |
|
| S4 |
1.1502 |
1.1552 |
1.1755 |
|
|
| 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 |
1.2318 |
|
2.618 |
1.2146 |
|
1.618 |
1.2041 |
|
1.000 |
1.1977 |
|
0.618 |
1.1936 |
|
HIGH |
1.1872 |
|
0.618 |
1.1831 |
|
0.500 |
1.1819 |
|
0.382 |
1.1807 |
|
LOW |
1.1767 |
|
0.618 |
1.1702 |
|
1.000 |
1.1662 |
|
1.618 |
1.1597 |
|
2.618 |
1.1492 |
|
4.250 |
1.1320 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1819 |
1.1847 |
| PP |
1.1817 |
1.1835 |
| S1 |
1.1815 |
1.1824 |
|