CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1271 |
1.1200 |
-0.0071 |
-0.6% |
1.1317 |
| High |
1.1274 |
1.1216 |
-0.0058 |
-0.5% |
1.1326 |
| Low |
1.1207 |
1.1123 |
-0.0084 |
-0.7% |
1.1181 |
| Close |
1.1214 |
1.1124 |
-0.0090 |
-0.8% |
1.1255 |
| Range |
0.0068 |
0.0094 |
0.0026 |
38.5% |
0.0145 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.7% |
0.0000 |
| Volume |
655 |
760 |
105 |
16.0% |
9,019 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1373 |
1.1175 |
|
| R3 |
1.1341 |
1.1279 |
1.1150 |
|
| R2 |
1.1248 |
1.1248 |
1.1141 |
|
| R1 |
1.1186 |
1.1186 |
1.1133 |
1.1170 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1146 |
| S1 |
1.1092 |
1.1092 |
1.1115 |
1.1077 |
| S2 |
1.1061 |
1.1061 |
1.1107 |
|
| S3 |
1.0967 |
1.0999 |
1.1098 |
|
| S4 |
1.0874 |
1.0905 |
1.1073 |
|
|
| 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 |
1.1613 |
|
2.618 |
1.1461 |
|
1.618 |
1.1367 |
|
1.000 |
1.1310 |
|
0.618 |
1.1274 |
|
HIGH |
1.1216 |
|
0.618 |
1.1180 |
|
0.500 |
1.1169 |
|
0.382 |
1.1158 |
|
LOW |
1.1123 |
|
0.618 |
1.1065 |
|
1.000 |
1.1029 |
|
1.618 |
1.0971 |
|
2.618 |
1.0878 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1201 |
| PP |
1.1154 |
1.1176 |
| S1 |
1.1139 |
1.1150 |
|