CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.1163 |
1.1155 |
-0.0008 |
-0.1% |
1.1057 |
High |
1.1189 |
1.1206 |
0.0017 |
0.2% |
1.1206 |
Low |
1.1125 |
1.1145 |
0.0020 |
0.2% |
1.1003 |
Close |
1.1169 |
1.1183 |
0.0014 |
0.1% |
1.1183 |
Range |
0.0065 |
0.0062 |
-0.0003 |
-4.7% |
0.0203 |
ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
379 |
1,031 |
652 |
172.0% |
5,728 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1362 |
1.1334 |
1.1217 |
|
R3 |
1.1301 |
1.1273 |
1.1200 |
|
R2 |
1.1239 |
1.1239 |
1.1194 |
|
R1 |
1.1211 |
1.1211 |
1.1189 |
1.1225 |
PP |
1.1178 |
1.1178 |
1.1178 |
1.1185 |
S1 |
1.1150 |
1.1150 |
1.1177 |
1.1164 |
S2 |
1.1116 |
1.1116 |
1.1172 |
|
S3 |
1.1055 |
1.1088 |
1.1166 |
|
S4 |
1.0993 |
1.1027 |
1.1149 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1740 |
1.1664 |
1.1295 |
|
R3 |
1.1537 |
1.1461 |
1.1239 |
|
R2 |
1.1334 |
1.1334 |
1.1220 |
|
R1 |
1.1258 |
1.1258 |
1.1202 |
1.1296 |
PP |
1.1131 |
1.1131 |
1.1131 |
1.1150 |
S1 |
1.1055 |
1.1055 |
1.1164 |
1.1093 |
S2 |
1.0928 |
1.0928 |
1.1146 |
|
S3 |
1.0725 |
1.0852 |
1.1127 |
|
S4 |
1.0522 |
1.0649 |
1.1071 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1467 |
2.618 |
1.1367 |
1.618 |
1.1306 |
1.000 |
1.1268 |
0.618 |
1.1244 |
HIGH |
1.1206 |
0.618 |
1.1183 |
0.500 |
1.1175 |
0.382 |
1.1168 |
LOW |
1.1145 |
0.618 |
1.1106 |
1.000 |
1.1083 |
1.618 |
1.1045 |
2.618 |
1.0983 |
4.250 |
1.0883 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1180 |
1.1176 |
PP |
1.1178 |
1.1168 |
S1 |
1.1175 |
1.1161 |
|