CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0976 |
1.0970 |
-0.0007 |
-0.1% |
1.0950 |
| High |
1.1009 |
1.1058 |
0.0049 |
0.4% |
1.1058 |
| Low |
1.0950 |
1.0960 |
0.0010 |
0.1% |
1.0920 |
| Close |
1.0970 |
1.1047 |
0.0077 |
0.7% |
1.1047 |
| Range |
0.0059 |
0.0098 |
0.0039 |
66.7% |
0.0138 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.3% |
0.0000 |
| Volume |
398 |
1,050 |
652 |
163.8% |
4,031 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1278 |
1.1100 |
|
| R3 |
1.1216 |
1.1180 |
1.1073 |
|
| R2 |
1.1119 |
1.1119 |
1.1064 |
|
| R1 |
1.1083 |
1.1083 |
1.1055 |
1.1101 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1030 |
| S1 |
1.0985 |
1.0985 |
1.1038 |
1.1003 |
| S2 |
1.0924 |
1.0924 |
1.1029 |
|
| S3 |
1.0826 |
1.0888 |
1.1020 |
|
| S4 |
1.0729 |
1.0790 |
1.0993 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1372 |
1.1122 |
|
| R3 |
1.1284 |
1.1234 |
1.1084 |
|
| R2 |
1.1146 |
1.1146 |
1.1072 |
|
| R1 |
1.1096 |
1.1096 |
1.1059 |
1.1121 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1020 |
| S1 |
1.0958 |
1.0958 |
1.1034 |
1.0983 |
| S2 |
1.0870 |
1.0870 |
1.1021 |
|
| S3 |
1.0732 |
1.0820 |
1.1009 |
|
| S4 |
1.0594 |
1.0682 |
1.0971 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1313 |
|
1.618 |
1.1215 |
|
1.000 |
1.1155 |
|
0.618 |
1.1118 |
|
HIGH |
1.1058 |
|
0.618 |
1.1020 |
|
0.500 |
1.1009 |
|
0.382 |
1.0997 |
|
LOW |
1.0960 |
|
0.618 |
1.0900 |
|
1.000 |
1.0863 |
|
1.618 |
1.0802 |
|
2.618 |
1.0705 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1031 |
| PP |
1.1021 |
1.1016 |
| S1 |
1.1009 |
1.1000 |
|