CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1857 |
-0.0104 |
-0.9% |
1.1844 |
| High |
1.1973 |
1.1897 |
-0.0076 |
-0.6% |
1.1997 |
| Low |
1.1813 |
1.1857 |
0.0044 |
0.4% |
1.1812 |
| Close |
1.1849 |
1.1878 |
0.0030 |
0.2% |
1.1849 |
| Range |
0.0160 |
0.0040 |
-0.0120 |
-75.0% |
0.0185 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
1,774 |
1,023 |
-751 |
-42.3% |
6,909 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1978 |
1.1900 |
|
| R3 |
1.1957 |
1.1938 |
1.1889 |
|
| R2 |
1.1917 |
1.1917 |
1.1885 |
|
| R1 |
1.1898 |
1.1898 |
1.1882 |
1.1907 |
| PP |
1.1877 |
1.1877 |
1.1877 |
1.1882 |
| S1 |
1.1858 |
1.1858 |
1.1874 |
1.1867 |
| S2 |
1.1837 |
1.1837 |
1.1871 |
|
| S3 |
1.1797 |
1.1818 |
1.1867 |
|
| S4 |
1.1757 |
1.1778 |
1.1856 |
|
|
| 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 |
1.2067 |
|
2.618 |
1.2001 |
|
1.618 |
1.1961 |
|
1.000 |
1.1937 |
|
0.618 |
1.1921 |
|
HIGH |
1.1897 |
|
0.618 |
1.1881 |
|
0.500 |
1.1877 |
|
0.382 |
1.1872 |
|
LOW |
1.1857 |
|
0.618 |
1.1832 |
|
1.000 |
1.1817 |
|
1.618 |
1.1792 |
|
2.618 |
1.1752 |
|
4.250 |
1.1687 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1895 |
| PP |
1.1877 |
1.1889 |
| S1 |
1.1877 |
1.1884 |
|