CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1126 |
0.0051 |
0.5% |
1.1271 |
| High |
1.1130 |
1.1130 |
0.0000 |
0.0% |
1.1274 |
| Low |
1.1057 |
1.1043 |
-0.0014 |
-0.1% |
1.1043 |
| Close |
1.1128 |
1.1054 |
-0.0075 |
-0.7% |
1.1054 |
| Range |
0.0073 |
0.0087 |
0.0014 |
19.3% |
0.0231 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1,525 |
731 |
-794 |
-52.1% |
4,966 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1281 |
1.1101 |
|
| R3 |
1.1248 |
1.1194 |
1.1077 |
|
| R2 |
1.1162 |
1.1162 |
1.1069 |
|
| R1 |
1.1108 |
1.1108 |
1.1061 |
1.1092 |
| PP |
1.1075 |
1.1075 |
1.1075 |
1.1067 |
| S1 |
1.1021 |
1.1021 |
1.1046 |
1.1005 |
| S2 |
1.0989 |
1.0989 |
1.1038 |
|
| S3 |
1.0902 |
1.0935 |
1.1030 |
|
| S4 |
1.0816 |
1.0848 |
1.1006 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1666 |
1.1181 |
|
| R3 |
1.1586 |
1.1435 |
1.1117 |
|
| R2 |
1.1355 |
1.1355 |
1.1096 |
|
| R1 |
1.1204 |
1.1204 |
1.1075 |
1.1164 |
| PP |
1.1124 |
1.1124 |
1.1124 |
1.1103 |
| S1 |
1.0973 |
1.0973 |
1.1032 |
1.0933 |
| S2 |
1.0893 |
1.0893 |
1.1011 |
|
| S3 |
1.0662 |
1.0742 |
1.0990 |
|
| S4 |
1.0431 |
1.0511 |
1.0926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1356 |
|
1.618 |
1.1269 |
|
1.000 |
1.1216 |
|
0.618 |
1.1183 |
|
HIGH |
1.1130 |
|
0.618 |
1.1096 |
|
0.500 |
1.1086 |
|
0.382 |
1.1076 |
|
LOW |
1.1043 |
|
0.618 |
1.0990 |
|
1.000 |
1.0957 |
|
1.618 |
1.0903 |
|
2.618 |
1.0817 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1092 |
| PP |
1.1075 |
1.1079 |
| S1 |
1.1064 |
1.1066 |
|