CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.0970 |
1.1057 |
0.0087 |
0.8% |
1.0950 |
High |
1.1058 |
1.1059 |
0.0002 |
0.0% |
1.1058 |
Low |
1.0960 |
1.1003 |
0.0043 |
0.4% |
1.0920 |
Close |
1.1047 |
1.1032 |
-0.0015 |
-0.1% |
1.1047 |
Range |
0.0098 |
0.0056 |
-0.0042 |
-42.6% |
0.0138 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1,050 |
536 |
-514 |
-49.0% |
4,031 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1199 |
1.1171 |
1.1062 |
|
R3 |
1.1143 |
1.1115 |
1.1047 |
|
R2 |
1.1087 |
1.1087 |
1.1042 |
|
R1 |
1.1059 |
1.1059 |
1.1037 |
1.1045 |
PP |
1.1031 |
1.1031 |
1.1031 |
1.1024 |
S1 |
1.1003 |
1.1003 |
1.1026 |
1.0989 |
S2 |
1.0975 |
1.0975 |
1.1021 |
|
S3 |
1.0919 |
1.0947 |
1.1016 |
|
S4 |
1.0863 |
1.0891 |
1.1001 |
|
|
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 |
1.1297 |
2.618 |
1.1206 |
1.618 |
1.1150 |
1.000 |
1.1115 |
0.618 |
1.1094 |
HIGH |
1.1059 |
0.618 |
1.1038 |
0.500 |
1.1031 |
0.382 |
1.1024 |
LOW |
1.1003 |
0.618 |
1.0968 |
1.000 |
1.0947 |
1.618 |
1.0912 |
2.618 |
1.0856 |
4.250 |
1.0765 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1031 |
1.1023 |
PP |
1.1031 |
1.1014 |
S1 |
1.1031 |
1.1005 |
|