CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1834 |
0.0029 |
0.2% |
1.1902 |
| High |
1.1850 |
1.1903 |
0.0053 |
0.4% |
1.1918 |
| Low |
1.1784 |
1.1806 |
0.0022 |
0.2% |
1.1738 |
| Close |
1.1834 |
1.1886 |
0.0052 |
0.4% |
1.1834 |
| Range |
0.0066 |
0.0097 |
0.0031 |
47.3% |
0.0180 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,435 |
2,036 |
601 |
41.9% |
10,633 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2116 |
1.1939 |
|
| R3 |
1.2058 |
1.2020 |
1.1912 |
|
| R2 |
1.1961 |
1.1961 |
1.1903 |
|
| R1 |
1.1923 |
1.1923 |
1.1894 |
1.1942 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1874 |
| S1 |
1.1827 |
1.1827 |
1.1877 |
1.1846 |
| S2 |
1.1768 |
1.1768 |
1.1868 |
|
| S3 |
1.1672 |
1.1730 |
1.1859 |
|
| S4 |
1.1575 |
1.1634 |
1.1832 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2281 |
1.1933 |
|
| R3 |
1.2189 |
1.2101 |
1.1883 |
|
| R2 |
1.2009 |
1.2009 |
1.1867 |
|
| R1 |
1.1922 |
1.1922 |
1.1850 |
1.1876 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1807 |
| S1 |
1.1742 |
1.1742 |
1.1818 |
1.1696 |
| S2 |
1.1650 |
1.1650 |
1.1801 |
|
| S3 |
1.1471 |
1.1563 |
1.1785 |
|
| S4 |
1.1291 |
1.1383 |
1.1735 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2313 |
|
2.618 |
1.2155 |
|
1.618 |
1.2059 |
|
1.000 |
1.1999 |
|
0.618 |
1.1962 |
|
HIGH |
1.1903 |
|
0.618 |
1.1866 |
|
0.500 |
1.1854 |
|
0.382 |
1.1843 |
|
LOW |
1.1806 |
|
0.618 |
1.1746 |
|
1.000 |
1.1710 |
|
1.618 |
1.1650 |
|
2.618 |
1.1553 |
|
4.250 |
1.1396 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1864 |
| PP |
1.1865 |
1.1842 |
| S1 |
1.1854 |
1.1820 |
|