CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1282 |
-0.0002 |
0.0% |
1.1321 |
| High |
1.1312 |
1.1285 |
-0.0027 |
-0.2% |
1.1363 |
| Low |
1.1269 |
1.1216 |
-0.0053 |
-0.5% |
1.1237 |
| Close |
1.1292 |
1.1217 |
-0.0075 |
-0.7% |
1.1322 |
| Range |
0.0043 |
0.0070 |
0.0027 |
61.6% |
0.0126 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2,580 |
1,325 |
-1,255 |
-48.6% |
11,954 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1402 |
1.1255 |
|
| R3 |
1.1378 |
1.1332 |
1.1236 |
|
| R2 |
1.1309 |
1.1309 |
1.1230 |
|
| R1 |
1.1263 |
1.1263 |
1.1223 |
1.1251 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1233 |
| S1 |
1.1193 |
1.1193 |
1.1211 |
1.1182 |
| S2 |
1.1170 |
1.1170 |
1.1204 |
|
| S3 |
1.1100 |
1.1124 |
1.1198 |
|
| S4 |
1.1031 |
1.1054 |
1.1179 |
|
|
| 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 |
1.1580 |
|
2.618 |
1.1467 |
|
1.618 |
1.1397 |
|
1.000 |
1.1355 |
|
0.618 |
1.1328 |
|
HIGH |
1.1285 |
|
0.618 |
1.1258 |
|
0.500 |
1.1250 |
|
0.382 |
1.1242 |
|
LOW |
1.1216 |
|
0.618 |
1.1173 |
|
1.000 |
1.1146 |
|
1.618 |
1.1103 |
|
2.618 |
1.1034 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1267 |
| PP |
1.1239 |
1.1251 |
| S1 |
1.1228 |
1.1234 |
|