CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1075 |
-0.0060 |
-0.5% |
1.1317 |
| High |
1.1141 |
1.1130 |
-0.0012 |
-0.1% |
1.1326 |
| Low |
1.1078 |
1.1057 |
-0.0021 |
-0.2% |
1.1181 |
| Close |
1.1084 |
1.1128 |
0.0044 |
0.4% |
1.1255 |
| Range |
0.0063 |
0.0073 |
0.0010 |
15.1% |
0.0145 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,295 |
1,525 |
230 |
17.8% |
9,019 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1298 |
1.1168 |
|
| R3 |
1.1250 |
1.1225 |
1.1148 |
|
| R2 |
1.1177 |
1.1177 |
1.1141 |
|
| R1 |
1.1153 |
1.1153 |
1.1135 |
1.1165 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1111 |
| S1 |
1.1080 |
1.1080 |
1.1121 |
1.1093 |
| S2 |
1.1032 |
1.1032 |
1.1115 |
|
| S3 |
1.0960 |
1.1008 |
1.1108 |
|
| S4 |
1.0887 |
1.0935 |
1.1088 |
|
|
| 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 |
1.1438 |
|
2.618 |
1.1319 |
|
1.618 |
1.1247 |
|
1.000 |
1.1202 |
|
0.618 |
1.1174 |
|
HIGH |
1.1130 |
|
0.618 |
1.1102 |
|
0.500 |
1.1093 |
|
0.382 |
1.1085 |
|
LOW |
1.1057 |
|
0.618 |
1.1012 |
|
1.000 |
1.0985 |
|
1.618 |
1.0940 |
|
2.618 |
1.0867 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1137 |
| PP |
1.1105 |
1.1134 |
| S1 |
1.1093 |
1.1131 |
|