CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1851 |
1.1883 |
0.0032 |
0.3% |
1.2045 |
| High |
1.1886 |
1.1898 |
0.0013 |
0.1% |
1.2056 |
| Low |
1.1811 |
1.1851 |
0.0041 |
0.3% |
1.1838 |
| Close |
1.1862 |
1.1876 |
0.0015 |
0.1% |
1.1930 |
| Range |
0.0075 |
0.0047 |
-0.0028 |
-37.3% |
0.0218 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
238 |
159 |
-79 |
-33.2% |
1,691 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1993 |
1.1902 |
|
| R3 |
1.1969 |
1.1946 |
1.1889 |
|
| R2 |
1.1922 |
1.1922 |
1.1885 |
|
| R1 |
1.1899 |
1.1899 |
1.1880 |
1.1887 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1869 |
| S1 |
1.1852 |
1.1852 |
1.1872 |
1.1840 |
| S2 |
1.1828 |
1.1828 |
1.1867 |
|
| S3 |
1.1781 |
1.1805 |
1.1863 |
|
| S4 |
1.1734 |
1.1758 |
1.1850 |
|
|
| 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 |
1.2098 |
|
2.618 |
1.2021 |
|
1.618 |
1.1974 |
|
1.000 |
1.1945 |
|
0.618 |
1.1927 |
|
HIGH |
1.1898 |
|
0.618 |
1.1880 |
|
0.500 |
1.1875 |
|
0.382 |
1.1869 |
|
LOW |
1.1851 |
|
0.618 |
1.1822 |
|
1.000 |
1.1804 |
|
1.618 |
1.1775 |
|
2.618 |
1.1728 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1876 |
1.1874 |
| PP |
1.1875 |
1.1871 |
| S1 |
1.1875 |
1.1869 |
|