CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1082 |
0.0043 |
0.4% |
1.1271 |
| High |
1.1080 |
1.1097 |
0.0017 |
0.2% |
1.1274 |
| Low |
1.1037 |
1.1041 |
0.0005 |
0.0% |
1.1043 |
| Close |
1.1069 |
1.1049 |
-0.0020 |
-0.2% |
1.1054 |
| Range |
0.0043 |
0.0056 |
0.0013 |
29.1% |
0.0231 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
125 |
1,043 |
918 |
734.4% |
4,966 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1194 |
1.1079 |
|
| R3 |
1.1173 |
1.1139 |
1.1064 |
|
| R2 |
1.1118 |
1.1118 |
1.1059 |
|
| R1 |
1.1083 |
1.1083 |
1.1054 |
1.1073 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1057 |
| S1 |
1.1028 |
1.1028 |
1.1043 |
1.1017 |
| S2 |
1.1007 |
1.1007 |
1.1038 |
|
| S3 |
1.0951 |
1.0972 |
1.1033 |
|
| S4 |
1.0896 |
1.0917 |
1.1018 |
|
|
| 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 |
1.1332 |
|
2.618 |
1.1242 |
|
1.618 |
1.1186 |
|
1.000 |
1.1152 |
|
0.618 |
1.1131 |
|
HIGH |
1.1097 |
|
0.618 |
1.1075 |
|
0.500 |
1.1069 |
|
0.382 |
1.1062 |
|
LOW |
1.1041 |
|
0.618 |
1.1007 |
|
1.000 |
1.0986 |
|
1.618 |
1.0951 |
|
2.618 |
1.0896 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1083 |
| PP |
1.1062 |
1.1072 |
| S1 |
1.1055 |
1.1060 |
|