CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.1298 |
1.1317 |
0.0019 |
0.2% |
1.1321 |
High |
1.1335 |
1.1326 |
-0.0009 |
-0.1% |
1.1363 |
Low |
1.1237 |
1.1290 |
0.0053 |
0.5% |
1.1237 |
Close |
1.1322 |
1.1300 |
-0.0022 |
-0.2% |
1.1322 |
Range |
0.0098 |
0.0036 |
-0.0062 |
-63.1% |
0.0126 |
ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
1,719 |
504 |
-1,215 |
-70.7% |
11,954 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1413 |
1.1393 |
1.1320 |
|
R3 |
1.1377 |
1.1357 |
1.1310 |
|
R2 |
1.1341 |
1.1341 |
1.1307 |
|
R1 |
1.1321 |
1.1321 |
1.1303 |
1.1313 |
PP |
1.1305 |
1.1305 |
1.1305 |
1.1301 |
S1 |
1.1285 |
1.1285 |
1.1297 |
1.1277 |
S2 |
1.1269 |
1.1269 |
1.1293 |
|
S3 |
1.1233 |
1.1249 |
1.1290 |
|
S4 |
1.1197 |
1.1213 |
1.1280 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1685 |
1.1629 |
1.1391 |
|
R3 |
1.1559 |
1.1503 |
1.1356 |
|
R2 |
1.1433 |
1.1433 |
1.1345 |
|
R1 |
1.1377 |
1.1377 |
1.1333 |
1.1405 |
PP |
1.1307 |
1.1307 |
1.1307 |
1.1321 |
S1 |
1.1251 |
1.1251 |
1.1310 |
1.1279 |
S2 |
1.1181 |
1.1181 |
1.1298 |
|
S3 |
1.1055 |
1.1125 |
1.1287 |
|
S4 |
1.0929 |
1.0999 |
1.1252 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1479 |
2.618 |
1.1420 |
1.618 |
1.1384 |
1.000 |
1.1362 |
0.618 |
1.1348 |
HIGH |
1.1326 |
0.618 |
1.1312 |
0.500 |
1.1308 |
0.382 |
1.1303 |
LOW |
1.1290 |
0.618 |
1.1267 |
1.000 |
1.1254 |
1.618 |
1.1231 |
2.618 |
1.1195 |
4.250 |
1.1137 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1308 |
1.1295 |
PP |
1.1305 |
1.1291 |
S1 |
1.1303 |
1.1286 |
|