CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1060 |
-0.0023 |
-0.2% |
1.1271 |
| High |
1.1097 |
1.1074 |
-0.0023 |
-0.2% |
1.1274 |
| Low |
1.1041 |
1.1023 |
-0.0018 |
-0.2% |
1.1043 |
| Close |
1.1049 |
1.1037 |
-0.0012 |
-0.1% |
1.1054 |
| Range |
0.0056 |
0.0051 |
-0.0005 |
-9.0% |
0.0231 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,043 |
545 |
-498 |
-47.7% |
4,966 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1167 |
1.1064 |
|
| R3 |
1.1145 |
1.1116 |
1.1050 |
|
| R2 |
1.1095 |
1.1095 |
1.1046 |
|
| R1 |
1.1066 |
1.1066 |
1.1041 |
1.1055 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1039 |
| S1 |
1.1015 |
1.1015 |
1.1032 |
1.1005 |
| S2 |
1.0994 |
1.0994 |
1.1027 |
|
| S3 |
1.0943 |
1.0965 |
1.1023 |
|
| S4 |
1.0893 |
1.0914 |
1.1009 |
|
|
| 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 |
1.1288 |
|
2.618 |
1.1206 |
|
1.618 |
1.1155 |
|
1.000 |
1.1124 |
|
0.618 |
1.1105 |
|
HIGH |
1.1074 |
|
0.618 |
1.1054 |
|
0.500 |
1.1048 |
|
0.382 |
1.1042 |
|
LOW |
1.1023 |
|
0.618 |
1.0992 |
|
1.000 |
1.0973 |
|
1.618 |
1.0941 |
|
2.618 |
1.0891 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1060 |
| PP |
1.1044 |
1.1052 |
| S1 |
1.1040 |
1.1044 |
|