CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.1200 |
1.1135 |
-0.0066 |
-0.6% |
1.1317 |
High |
1.1216 |
1.1141 |
-0.0075 |
-0.7% |
1.1326 |
Low |
1.1123 |
1.1078 |
-0.0045 |
-0.4% |
1.1181 |
Close |
1.1124 |
1.1084 |
-0.0040 |
-0.4% |
1.1255 |
Range |
0.0094 |
0.0063 |
-0.0031 |
-32.6% |
0.0145 |
ATR |
0.0070 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
Volume |
760 |
1,295 |
535 |
70.4% |
9,019 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1290 |
1.1250 |
1.1119 |
|
R3 |
1.1227 |
1.1187 |
1.1101 |
|
R2 |
1.1164 |
1.1164 |
1.1096 |
|
R1 |
1.1124 |
1.1124 |
1.1090 |
1.1113 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1095 |
S1 |
1.1061 |
1.1061 |
1.1078 |
1.1050 |
S2 |
1.1038 |
1.1038 |
1.1072 |
|
S3 |
1.0975 |
1.0998 |
1.1067 |
|
S4 |
1.0912 |
1.0935 |
1.1049 |
|
|
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 |
1.1409 |
2.618 |
1.1306 |
1.618 |
1.1243 |
1.000 |
1.1204 |
0.618 |
1.1180 |
HIGH |
1.1141 |
0.618 |
1.1117 |
0.500 |
1.1110 |
0.382 |
1.1102 |
LOW |
1.1078 |
0.618 |
1.1039 |
1.000 |
1.1015 |
1.618 |
1.0976 |
2.618 |
1.0913 |
4.250 |
1.0810 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1110 |
1.1176 |
PP |
1.1101 |
1.1145 |
S1 |
1.1093 |
1.1115 |
|