CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1940 |
1.1960 |
0.0020 |
0.2% |
1.1844 |
| High |
1.1977 |
1.1973 |
-0.0005 |
0.0% |
1.1997 |
| Low |
1.1915 |
1.1813 |
-0.0103 |
-0.9% |
1.1812 |
| Close |
1.1952 |
1.1849 |
-0.0104 |
-0.9% |
1.1849 |
| Range |
0.0062 |
0.0160 |
0.0098 |
158.1% |
0.0185 |
| ATR |
0.0085 |
0.0091 |
0.0005 |
6.2% |
0.0000 |
| Volume |
718 |
1,774 |
1,056 |
147.1% |
6,909 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2263 |
1.1937 |
|
| R3 |
1.2198 |
1.2103 |
1.1893 |
|
| R2 |
1.2038 |
1.2038 |
1.1878 |
|
| R1 |
1.1943 |
1.1943 |
1.1863 |
1.1911 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1862 |
| S1 |
1.1783 |
1.1783 |
1.1834 |
1.1751 |
| S2 |
1.1718 |
1.1718 |
1.1819 |
|
| S3 |
1.1558 |
1.1623 |
1.1805 |
|
| S4 |
1.1398 |
1.1463 |
1.1761 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2330 |
1.1950 |
|
| R3 |
1.2256 |
1.2145 |
1.1899 |
|
| R2 |
1.2071 |
1.2071 |
1.1882 |
|
| R1 |
1.1960 |
1.1960 |
1.1865 |
1.2015 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1913 |
| S1 |
1.1775 |
1.1775 |
1.1832 |
1.1830 |
| S2 |
1.1701 |
1.1701 |
1.1815 |
|
| S3 |
1.1516 |
1.1590 |
1.1798 |
|
| S4 |
1.1331 |
1.1405 |
1.1747 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2653 |
|
2.618 |
1.2391 |
|
1.618 |
1.2231 |
|
1.000 |
1.2133 |
|
0.618 |
1.2071 |
|
HIGH |
1.1973 |
|
0.618 |
1.1911 |
|
0.500 |
1.1893 |
|
0.382 |
1.1874 |
|
LOW |
1.1813 |
|
0.618 |
1.1714 |
|
1.000 |
1.1653 |
|
1.618 |
1.1554 |
|
2.618 |
1.1394 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1893 |
1.1905 |
| PP |
1.1878 |
1.1886 |
| S1 |
1.1863 |
1.1867 |
|