CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0942 |
-0.0008 |
-0.1% |
1.1039 |
| High |
1.0967 |
1.0973 |
0.0006 |
0.1% |
1.1107 |
| Low |
1.0928 |
1.0920 |
-0.0009 |
-0.1% |
1.0928 |
| Close |
1.0946 |
1.0958 |
0.0013 |
0.1% |
1.0943 |
| Range |
0.0039 |
0.0053 |
0.0014 |
35.9% |
0.0179 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
226 |
1,297 |
1,071 |
473.9% |
6,391 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1087 |
1.0987 |
|
| R3 |
1.1056 |
1.1034 |
1.0973 |
|
| R2 |
1.1003 |
1.1003 |
1.0968 |
|
| R1 |
1.0981 |
1.0981 |
1.0963 |
1.0992 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0956 |
| S1 |
1.0928 |
1.0928 |
1.0953 |
1.0939 |
| S2 |
1.0897 |
1.0897 |
1.0948 |
|
| S3 |
1.0844 |
1.0875 |
1.0943 |
|
| S4 |
1.0791 |
1.0822 |
1.0929 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1415 |
1.1041 |
|
| R3 |
1.1351 |
1.1236 |
1.0992 |
|
| R2 |
1.1172 |
1.1172 |
1.0975 |
|
| R1 |
1.1057 |
1.1057 |
1.0959 |
1.1025 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0976 |
| S1 |
1.0878 |
1.0878 |
1.0926 |
1.0846 |
| S2 |
1.0814 |
1.0814 |
1.0910 |
|
| S3 |
1.0635 |
1.0699 |
1.0893 |
|
| S4 |
1.0456 |
1.0520 |
1.0844 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1111 |
|
1.618 |
1.1058 |
|
1.000 |
1.1026 |
|
0.618 |
1.1005 |
|
HIGH |
1.0973 |
|
0.618 |
1.0952 |
|
0.500 |
1.0946 |
|
0.382 |
1.0940 |
|
LOW |
1.0920 |
|
0.618 |
1.0887 |
|
1.000 |
1.0867 |
|
1.618 |
1.0834 |
|
2.618 |
1.0781 |
|
4.250 |
1.0694 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0959 |
| PP |
1.0950 |
1.0959 |
| S1 |
1.0946 |
1.0958 |
|