CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1918 |
1.1851 |
-0.0067 |
-0.6% |
1.2045 |
| High |
1.1928 |
1.1886 |
-0.0042 |
-0.4% |
1.2056 |
| Low |
1.1846 |
1.1811 |
-0.0036 |
-0.3% |
1.1838 |
| Close |
1.1858 |
1.1862 |
0.0004 |
0.0% |
1.1930 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.0% |
0.0218 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
281 |
238 |
-43 |
-15.3% |
1,691 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2045 |
1.1903 |
|
| R3 |
1.2003 |
1.1970 |
1.1882 |
|
| R2 |
1.1928 |
1.1928 |
1.1875 |
|
| R1 |
1.1895 |
1.1895 |
1.1868 |
1.1911 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1861 |
| S1 |
1.1820 |
1.1820 |
1.1855 |
1.1836 |
| S2 |
1.1778 |
1.1778 |
1.1848 |
|
| S3 |
1.1703 |
1.1745 |
1.1841 |
|
| S4 |
1.1628 |
1.1670 |
1.1820 |
|
|
| 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 |
1.2204 |
|
2.618 |
1.2082 |
|
1.618 |
1.2007 |
|
1.000 |
1.1961 |
|
0.618 |
1.1932 |
|
HIGH |
1.1886 |
|
0.618 |
1.1857 |
|
0.500 |
1.1848 |
|
0.382 |
1.1839 |
|
LOW |
1.1811 |
|
0.618 |
1.1764 |
|
1.000 |
1.1736 |
|
1.618 |
1.1689 |
|
2.618 |
1.1614 |
|
4.250 |
1.1492 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1878 |
| PP |
1.1853 |
1.1872 |
| S1 |
1.1848 |
1.1867 |
|