CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0951 |
1.0976 |
0.0025 |
0.2% |
1.1039 |
High |
1.1013 |
1.1009 |
-0.0005 |
0.0% |
1.1107 |
Low |
1.0943 |
1.0950 |
0.0008 |
0.1% |
1.0928 |
Close |
1.0976 |
1.0970 |
-0.0007 |
-0.1% |
1.0943 |
Range |
0.0071 |
0.0059 |
-0.0012 |
-17.0% |
0.0179 |
ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
1,060 |
398 |
-662 |
-62.5% |
6,391 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1152 |
1.1119 |
1.1002 |
|
R3 |
1.1093 |
1.1061 |
1.0986 |
|
R2 |
1.1035 |
1.1035 |
1.0980 |
|
R1 |
1.1002 |
1.1002 |
1.0975 |
1.0989 |
PP |
1.0976 |
1.0976 |
1.0976 |
1.0970 |
S1 |
1.0944 |
1.0944 |
1.0964 |
1.0931 |
S2 |
1.0918 |
1.0918 |
1.0959 |
|
S3 |
1.0859 |
1.0885 |
1.0953 |
|
S4 |
1.0801 |
1.0827 |
1.0937 |
|
|
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 |
1.1257 |
2.618 |
1.1162 |
1.618 |
1.1103 |
1.000 |
1.1067 |
0.618 |
1.1045 |
HIGH |
1.1009 |
0.618 |
1.0986 |
0.500 |
1.0979 |
0.382 |
1.0972 |
LOW |
1.0950 |
0.618 |
1.0914 |
1.000 |
1.0892 |
1.618 |
1.0855 |
2.618 |
1.0797 |
4.250 |
1.0701 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0979 |
1.0968 |
PP |
1.0976 |
1.0967 |
S1 |
1.0973 |
1.0966 |
|