CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1039 |
-0.0087 |
-0.8% |
1.1271 |
| High |
1.1130 |
1.1080 |
-0.0050 |
-0.4% |
1.1274 |
| Low |
1.1043 |
1.1037 |
-0.0007 |
-0.1% |
1.1043 |
| Close |
1.1054 |
1.1069 |
0.0015 |
0.1% |
1.1054 |
| Range |
0.0087 |
0.0043 |
-0.0044 |
-50.3% |
0.0231 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
731 |
125 |
-606 |
-82.9% |
4,966 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1173 |
1.1092 |
|
| R3 |
1.1148 |
1.1130 |
1.1080 |
|
| R2 |
1.1105 |
1.1105 |
1.1076 |
|
| R1 |
1.1087 |
1.1087 |
1.1072 |
1.1096 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1066 |
| S1 |
1.1044 |
1.1044 |
1.1065 |
1.1053 |
| S2 |
1.1019 |
1.1019 |
1.1061 |
|
| S3 |
1.0976 |
1.1001 |
1.1057 |
|
| S4 |
1.0933 |
1.0958 |
1.1045 |
|
|
| 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 |
1.1262 |
|
2.618 |
1.1192 |
|
1.618 |
1.1149 |
|
1.000 |
1.1123 |
|
0.618 |
1.1106 |
|
HIGH |
1.1080 |
|
0.618 |
1.1063 |
|
0.500 |
1.1058 |
|
0.382 |
1.1053 |
|
LOW |
1.1037 |
|
0.618 |
1.1010 |
|
1.000 |
1.0994 |
|
1.618 |
1.0967 |
|
2.618 |
1.0924 |
|
4.250 |
1.0854 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1083 |
| PP |
1.1062 |
1.1078 |
| S1 |
1.1058 |
1.1073 |
|