CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1297 |
-0.0021 |
-0.2% |
1.1321 |
| High |
1.1326 |
1.1319 |
-0.0007 |
-0.1% |
1.1363 |
| Low |
1.1290 |
1.1218 |
-0.0072 |
-0.6% |
1.1237 |
| Close |
1.1300 |
1.1277 |
-0.0023 |
-0.2% |
1.1322 |
| Range |
0.0036 |
0.0101 |
0.0065 |
180.6% |
0.0126 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.2% |
0.0000 |
| Volume |
504 |
2,807 |
2,303 |
456.9% |
11,954 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1527 |
1.1333 |
|
| R3 |
1.1473 |
1.1426 |
1.1305 |
|
| R2 |
1.1372 |
1.1372 |
1.1296 |
|
| R1 |
1.1325 |
1.1325 |
1.1286 |
1.1298 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1258 |
| S1 |
1.1224 |
1.1224 |
1.1268 |
1.1197 |
| S2 |
1.1170 |
1.1170 |
1.1258 |
|
| S3 |
1.1069 |
1.1123 |
1.1249 |
|
| S4 |
1.0968 |
1.1022 |
1.1221 |
|
|
| 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 |
1.1748 |
|
2.618 |
1.1583 |
|
1.618 |
1.1482 |
|
1.000 |
1.1420 |
|
0.618 |
1.1381 |
|
HIGH |
1.1319 |
|
0.618 |
1.1280 |
|
0.500 |
1.1269 |
|
0.382 |
1.1257 |
|
LOW |
1.1218 |
|
0.618 |
1.1156 |
|
1.000 |
1.1117 |
|
1.618 |
1.1055 |
|
2.618 |
1.0954 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1277 |
| PP |
1.1271 |
1.1277 |
| S1 |
1.1269 |
1.1276 |
|