CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1223 |
-0.0059 |
-0.5% |
1.1317 |
| High |
1.1285 |
1.1280 |
-0.0005 |
0.0% |
1.1326 |
| Low |
1.1216 |
1.1181 |
-0.0035 |
-0.3% |
1.1181 |
| Close |
1.1217 |
1.1255 |
0.0038 |
0.3% |
1.1255 |
| Range |
0.0070 |
0.0099 |
0.0030 |
42.4% |
0.0145 |
| ATR |
0.0065 |
0.0068 |
0.0002 |
3.7% |
0.0000 |
| Volume |
1,325 |
1,803 |
478 |
36.1% |
9,019 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1494 |
1.1309 |
|
| R3 |
1.1437 |
1.1395 |
1.1282 |
|
| R2 |
1.1338 |
1.1338 |
1.1273 |
|
| R1 |
1.1296 |
1.1296 |
1.1264 |
1.1317 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1249 |
| S1 |
1.1197 |
1.1197 |
1.1246 |
1.1218 |
| S2 |
1.1140 |
1.1140 |
1.1237 |
|
| S3 |
1.1041 |
1.1098 |
1.1228 |
|
| S4 |
1.0942 |
1.0999 |
1.1201 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1616 |
1.1334 |
|
| R3 |
1.1543 |
1.1471 |
1.1295 |
|
| R2 |
1.1398 |
1.1398 |
1.1281 |
|
| R1 |
1.1327 |
1.1327 |
1.1268 |
1.1290 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1236 |
| S1 |
1.1182 |
1.1182 |
1.1242 |
1.1146 |
| S2 |
1.1109 |
1.1109 |
1.1229 |
|
| S3 |
1.0965 |
1.1038 |
1.1215 |
|
| S4 |
1.0820 |
1.0893 |
1.1176 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1701 |
|
2.618 |
1.1539 |
|
1.618 |
1.1440 |
|
1.000 |
1.1379 |
|
0.618 |
1.1341 |
|
HIGH |
1.1280 |
|
0.618 |
1.1242 |
|
0.500 |
1.1231 |
|
0.382 |
1.1219 |
|
LOW |
1.1181 |
|
0.618 |
1.1120 |
|
1.000 |
1.1082 |
|
1.618 |
1.1021 |
|
2.618 |
1.0922 |
|
4.250 |
1.0760 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1252 |
| PP |
1.1239 |
1.1249 |
| S1 |
1.1231 |
1.1246 |
|