CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.1122 |
1.1163 |
0.0041 |
0.4% |
1.0950 |
High |
1.1188 |
1.1189 |
0.0002 |
0.0% |
1.1058 |
Low |
1.1116 |
1.1125 |
0.0009 |
0.1% |
1.0920 |
Close |
1.1160 |
1.1169 |
0.0009 |
0.1% |
1.1047 |
Range |
0.0072 |
0.0065 |
-0.0007 |
-9.8% |
0.0138 |
ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
Volume |
2,967 |
379 |
-2,588 |
-87.2% |
4,031 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1354 |
1.1326 |
1.1204 |
|
R3 |
1.1290 |
1.1262 |
1.1187 |
|
R2 |
1.1225 |
1.1225 |
1.1181 |
|
R1 |
1.1197 |
1.1197 |
1.1175 |
1.1211 |
PP |
1.1161 |
1.1161 |
1.1161 |
1.1168 |
S1 |
1.1133 |
1.1133 |
1.1163 |
1.1147 |
S2 |
1.1096 |
1.1096 |
1.1157 |
|
S3 |
1.1032 |
1.1068 |
1.1151 |
|
S4 |
1.0967 |
1.1004 |
1.1134 |
|
|
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 |
1.1463 |
2.618 |
1.1358 |
1.618 |
1.1293 |
1.000 |
1.1254 |
0.618 |
1.1229 |
HIGH |
1.1189 |
0.618 |
1.1164 |
0.500 |
1.1157 |
0.382 |
1.1149 |
LOW |
1.1125 |
0.618 |
1.1085 |
1.000 |
1.1060 |
1.618 |
1.1020 |
2.618 |
1.0956 |
4.250 |
1.0850 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1165 |
1.1149 |
PP |
1.1161 |
1.1128 |
S1 |
1.1157 |
1.1108 |
|