CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1038 |
-0.0019 |
-0.2% |
1.0950 |
| High |
1.1059 |
1.1135 |
0.0076 |
0.7% |
1.1058 |
| Low |
1.1003 |
1.1027 |
0.0024 |
0.2% |
1.0920 |
| Close |
1.1032 |
1.1127 |
0.0095 |
0.9% |
1.1047 |
| Range |
0.0056 |
0.0108 |
0.0052 |
92.9% |
0.0138 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
536 |
815 |
279 |
52.1% |
4,031 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1381 |
1.1186 |
|
| R3 |
1.1312 |
1.1273 |
1.1156 |
|
| R2 |
1.1204 |
1.1204 |
1.1146 |
|
| R1 |
1.1165 |
1.1165 |
1.1136 |
1.1185 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1106 |
| S1 |
1.1057 |
1.1057 |
1.1117 |
1.1077 |
| S2 |
1.0988 |
1.0988 |
1.1107 |
|
| S3 |
1.0880 |
1.0949 |
1.1097 |
|
| S4 |
1.0772 |
1.0841 |
1.1067 |
|
|
| 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 |
1.1594 |
|
2.618 |
1.1418 |
|
1.618 |
1.1310 |
|
1.000 |
1.1243 |
|
0.618 |
1.1202 |
|
HIGH |
1.1135 |
|
0.618 |
1.1094 |
|
0.500 |
1.1081 |
|
0.382 |
1.1068 |
|
LOW |
1.1027 |
|
0.618 |
1.0960 |
|
1.000 |
1.0919 |
|
1.618 |
1.0852 |
|
2.618 |
1.0744 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1100 |
| PP |
1.1096 |
1.1074 |
| S1 |
1.1081 |
1.1048 |
|