CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.1038 |
1.1122 |
0.0085 |
0.8% |
1.0950 |
High |
1.1135 |
1.1188 |
0.0053 |
0.5% |
1.1058 |
Low |
1.1027 |
1.1116 |
0.0089 |
0.8% |
1.0920 |
Close |
1.1127 |
1.1160 |
0.0034 |
0.3% |
1.1047 |
Range |
0.0108 |
0.0072 |
-0.0037 |
-33.8% |
0.0138 |
ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
Volume |
815 |
2,967 |
2,152 |
264.0% |
4,031 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1369 |
1.1336 |
1.1199 |
|
R3 |
1.1298 |
1.1265 |
1.1180 |
|
R2 |
1.1226 |
1.1226 |
1.1173 |
|
R1 |
1.1193 |
1.1193 |
1.1167 |
1.1210 |
PP |
1.1155 |
1.1155 |
1.1155 |
1.1163 |
S1 |
1.1122 |
1.1122 |
1.1153 |
1.1138 |
S2 |
1.1083 |
1.1083 |
1.1147 |
|
S3 |
1.1012 |
1.1050 |
1.1140 |
|
S4 |
1.0940 |
1.0979 |
1.1121 |
|
|
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 |
1.1491 |
2.618 |
1.1375 |
1.618 |
1.1303 |
1.000 |
1.1259 |
0.618 |
1.1232 |
HIGH |
1.1188 |
0.618 |
1.1160 |
0.500 |
1.1152 |
0.382 |
1.1143 |
LOW |
1.1116 |
0.618 |
1.1072 |
1.000 |
1.1045 |
1.618 |
1.1000 |
2.618 |
1.0929 |
4.250 |
1.0812 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1157 |
1.1138 |
PP |
1.1155 |
1.1117 |
S1 |
1.1152 |
1.1095 |
|