CME Euro FX (E) Future December 2017
Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.1857 |
1.1811 |
-0.0047 |
-0.4% |
1.1857 |
High |
1.1872 |
1.1856 |
-0.0016 |
-0.1% |
1.1927 |
Low |
1.1767 |
1.1760 |
-0.0007 |
-0.1% |
1.1771 |
Close |
1.1813 |
1.1846 |
0.0034 |
0.3% |
1.1905 |
Range |
0.0105 |
0.0097 |
-0.0009 |
-8.1% |
0.0156 |
ATR |
0.0088 |
0.0089 |
0.0001 |
0.7% |
0.0000 |
Volume |
2,183 |
2,855 |
672 |
30.8% |
8,411 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2110 |
1.2075 |
1.1899 |
|
R3 |
1.2014 |
1.1978 |
1.1873 |
|
R2 |
1.1917 |
1.1917 |
1.1864 |
|
R1 |
1.1882 |
1.1882 |
1.1855 |
1.1899 |
PP |
1.1821 |
1.1821 |
1.1821 |
1.1829 |
S1 |
1.1785 |
1.1785 |
1.1837 |
1.1803 |
S2 |
1.1724 |
1.1724 |
1.1828 |
|
S3 |
1.1628 |
1.1689 |
1.1819 |
|
S4 |
1.1531 |
1.1592 |
1.1793 |
|
|
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 |
1.2266 |
2.618 |
1.2109 |
1.618 |
1.2012 |
1.000 |
1.1953 |
0.618 |
1.1916 |
HIGH |
1.1856 |
0.618 |
1.1819 |
0.500 |
1.1808 |
0.382 |
1.1796 |
LOW |
1.1760 |
0.618 |
1.1700 |
1.000 |
1.1663 |
1.618 |
1.1603 |
2.618 |
1.1507 |
4.250 |
1.1349 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1833 |
1.1844 |
PP |
1.1821 |
1.1841 |
S1 |
1.1808 |
1.1839 |
|