CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1918 |
0.0020 |
0.2% |
1.2045 |
| High |
1.1945 |
1.1928 |
-0.0018 |
-0.1% |
1.2056 |
| Low |
1.1891 |
1.1846 |
-0.0045 |
-0.4% |
1.1838 |
| Close |
1.1930 |
1.1858 |
-0.0073 |
-0.6% |
1.1930 |
| Range |
0.0054 |
0.0082 |
0.0028 |
50.9% |
0.0218 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
227 |
281 |
54 |
23.8% |
1,691 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2071 |
1.1902 |
|
| R3 |
1.2040 |
1.1990 |
1.1880 |
|
| R2 |
1.1959 |
1.1959 |
1.1872 |
|
| R1 |
1.1908 |
1.1908 |
1.1865 |
1.1893 |
| PP |
1.1877 |
1.1877 |
1.1877 |
1.1869 |
| S1 |
1.1827 |
1.1827 |
1.1850 |
1.1811 |
| S2 |
1.1796 |
1.1796 |
1.1843 |
|
| S3 |
1.1714 |
1.1745 |
1.1835 |
|
| S4 |
1.1633 |
1.1664 |
1.1813 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2595 |
1.2481 |
1.2050 |
|
| R3 |
1.2377 |
1.2263 |
1.1990 |
|
| R2 |
1.2159 |
1.2159 |
1.1970 |
|
| R1 |
1.2045 |
1.2045 |
1.1950 |
1.1993 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1915 |
| S1 |
1.1827 |
1.1827 |
1.1910 |
1.1775 |
| S2 |
1.1723 |
1.1723 |
1.1890 |
|
| S3 |
1.1505 |
1.1609 |
1.1870 |
|
| S4 |
1.1287 |
1.1391 |
1.1810 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2274 |
|
2.618 |
1.2141 |
|
1.618 |
1.2059 |
|
1.000 |
1.2009 |
|
0.618 |
1.1978 |
|
HIGH |
1.1928 |
|
0.618 |
1.1896 |
|
0.500 |
1.1887 |
|
0.382 |
1.1877 |
|
LOW |
1.1846 |
|
0.618 |
1.1796 |
|
1.000 |
1.1765 |
|
1.618 |
1.1714 |
|
2.618 |
1.1633 |
|
4.250 |
1.1500 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1893 |
| PP |
1.1877 |
1.1881 |
| S1 |
1.1867 |
1.1869 |
|