CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.1223 |
1.1271 |
0.0048 |
0.4% |
1.1317 |
High |
1.1280 |
1.1274 |
-0.0006 |
-0.1% |
1.1326 |
Low |
1.1181 |
1.1207 |
0.0026 |
0.2% |
1.1181 |
Close |
1.1255 |
1.1214 |
-0.0042 |
-0.4% |
1.1255 |
Range |
0.0099 |
0.0068 |
-0.0032 |
-31.8% |
0.0145 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
Volume |
1,803 |
655 |
-1,148 |
-63.7% |
9,019 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1434 |
1.1391 |
1.1251 |
|
R3 |
1.1366 |
1.1324 |
1.1232 |
|
R2 |
1.1299 |
1.1299 |
1.1226 |
|
R1 |
1.1256 |
1.1256 |
1.1220 |
1.1244 |
PP |
1.1231 |
1.1231 |
1.1231 |
1.1225 |
S1 |
1.1189 |
1.1189 |
1.1207 |
1.1176 |
S2 |
1.1164 |
1.1164 |
1.1201 |
|
S3 |
1.1096 |
1.1121 |
1.1195 |
|
S4 |
1.1029 |
1.1054 |
1.1176 |
|
|
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 |
1.1561 |
2.618 |
1.1451 |
1.618 |
1.1383 |
1.000 |
1.1342 |
0.618 |
1.1316 |
HIGH |
1.1274 |
0.618 |
1.1248 |
0.500 |
1.1240 |
0.382 |
1.1232 |
LOW |
1.1207 |
0.618 |
1.1165 |
1.000 |
1.1139 |
1.618 |
1.1097 |
2.618 |
1.1030 |
4.250 |
1.0920 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1240 |
1.1233 |
PP |
1.1231 |
1.1227 |
S1 |
1.1222 |
1.1220 |
|