CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1284 |
-0.0013 |
-0.1% |
1.1321 |
| High |
1.1319 |
1.1312 |
-0.0008 |
-0.1% |
1.1363 |
| Low |
1.1218 |
1.1269 |
0.0051 |
0.5% |
1.1237 |
| Close |
1.1277 |
1.1292 |
0.0015 |
0.1% |
1.1322 |
| Range |
0.0101 |
0.0043 |
-0.0058 |
-57.4% |
0.0126 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
2,807 |
2,580 |
-227 |
-8.1% |
11,954 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1399 |
1.1316 |
|
| R3 |
1.1377 |
1.1356 |
1.1304 |
|
| R2 |
1.1334 |
1.1334 |
1.1300 |
|
| R1 |
1.1313 |
1.1313 |
1.1296 |
1.1323 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1296 |
| S1 |
1.1270 |
1.1270 |
1.1288 |
1.1280 |
| S2 |
1.1248 |
1.1248 |
1.1284 |
|
| S3 |
1.1205 |
1.1227 |
1.1280 |
|
| S4 |
1.1162 |
1.1184 |
1.1268 |
|
|
| 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 |
1.1494 |
|
2.618 |
1.1424 |
|
1.618 |
1.1381 |
|
1.000 |
1.1355 |
|
0.618 |
1.1338 |
|
HIGH |
1.1312 |
|
0.618 |
1.1295 |
|
0.500 |
1.1290 |
|
0.382 |
1.1285 |
|
LOW |
1.1269 |
|
0.618 |
1.1242 |
|
1.000 |
1.1226 |
|
1.618 |
1.1199 |
|
2.618 |
1.1156 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1285 |
| PP |
1.1291 |
1.1279 |
| S1 |
1.1290 |
1.1272 |
|