CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1811 |
1.1848 |
0.0038 |
0.3% |
1.1857 |
| High |
1.1856 |
1.1865 |
0.0009 |
0.1% |
1.1927 |
| Low |
1.1760 |
1.1738 |
-0.0022 |
-0.2% |
1.1771 |
| Close |
1.1846 |
1.1817 |
-0.0030 |
-0.2% |
1.1905 |
| Range |
0.0097 |
0.0127 |
0.0031 |
31.6% |
0.0156 |
| ATR |
0.0089 |
0.0091 |
0.0003 |
3.1% |
0.0000 |
| Volume |
2,855 |
3,711 |
856 |
30.0% |
8,411 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2188 |
1.2129 |
1.1886 |
|
| R3 |
1.2061 |
1.2002 |
1.1851 |
|
| R2 |
1.1934 |
1.1934 |
1.1840 |
|
| R1 |
1.1875 |
1.1875 |
1.1828 |
1.1841 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1789 |
| S1 |
1.1748 |
1.1748 |
1.1805 |
1.1714 |
| S2 |
1.1680 |
1.1680 |
1.1793 |
|
| S3 |
1.1553 |
1.1621 |
1.1782 |
|
| S4 |
1.1426 |
1.1494 |
1.1747 |
|
|
| 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 |
1.2405 |
|
2.618 |
1.2197 |
|
1.618 |
1.2070 |
|
1.000 |
1.1992 |
|
0.618 |
1.1943 |
|
HIGH |
1.1865 |
|
0.618 |
1.1816 |
|
0.500 |
1.1802 |
|
0.382 |
1.1787 |
|
LOW |
1.1738 |
|
0.618 |
1.1660 |
|
1.000 |
1.1611 |
|
1.618 |
1.1533 |
|
2.618 |
1.1406 |
|
4.250 |
1.1198 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1812 |
1.1813 |
| PP |
1.1807 |
1.1809 |
| S1 |
1.1802 |
1.1805 |
|