CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1060 |
1.1047 |
-0.0013 |
-0.1% |
1.1271 |
| High |
1.1074 |
1.1107 |
0.0034 |
0.3% |
1.1274 |
| Low |
1.1023 |
1.0985 |
-0.0039 |
-0.3% |
1.1043 |
| Close |
1.1037 |
1.0995 |
-0.0042 |
-0.4% |
1.1054 |
| Range |
0.0051 |
0.0123 |
0.0072 |
142.6% |
0.0231 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.0% |
0.0000 |
| Volume |
545 |
2,500 |
1,955 |
358.7% |
4,966 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1318 |
1.1062 |
|
| R3 |
1.1274 |
1.1195 |
1.1028 |
|
| R2 |
1.1151 |
1.1151 |
1.1017 |
|
| R1 |
1.1073 |
1.1073 |
1.1006 |
1.1051 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1018 |
| S1 |
1.0950 |
1.0950 |
1.0983 |
1.0928 |
| S2 |
1.0906 |
1.0906 |
1.0972 |
|
| S3 |
1.0784 |
1.0828 |
1.0961 |
|
| S4 |
1.0661 |
1.0705 |
1.0927 |
|
|
| 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 |
1.1628 |
|
2.618 |
1.1428 |
|
1.618 |
1.1305 |
|
1.000 |
1.1230 |
|
0.618 |
1.1183 |
|
HIGH |
1.1107 |
|
0.618 |
1.1060 |
|
0.500 |
1.1046 |
|
0.382 |
1.1031 |
|
LOW |
1.0985 |
|
0.618 |
1.0909 |
|
1.000 |
1.0862 |
|
1.618 |
1.0786 |
|
2.618 |
1.0664 |
|
4.250 |
1.0464 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1046 |
| PP |
1.1029 |
1.1029 |
| S1 |
1.1012 |
1.1012 |
|