CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1861 |
-0.0022 |
-0.2% |
1.2045 |
| High |
1.1898 |
1.1886 |
-0.0013 |
-0.1% |
1.2056 |
| Low |
1.1851 |
1.1810 |
-0.0041 |
-0.3% |
1.1838 |
| Close |
1.1876 |
1.1816 |
-0.0061 |
-0.5% |
1.1930 |
| Range |
0.0047 |
0.0076 |
0.0029 |
60.6% |
0.0218 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
159 |
658 |
499 |
313.8% |
1,691 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2064 |
1.2015 |
1.1857 |
|
| R3 |
1.1988 |
1.1940 |
1.1836 |
|
| R2 |
1.1913 |
1.1913 |
1.1829 |
|
| R1 |
1.1864 |
1.1864 |
1.1822 |
1.1851 |
| PP |
1.1837 |
1.1837 |
1.1837 |
1.1830 |
| S1 |
1.1789 |
1.1789 |
1.1809 |
1.1775 |
| S2 |
1.1762 |
1.1762 |
1.1802 |
|
| S3 |
1.1686 |
1.1713 |
1.1795 |
|
| S4 |
1.1611 |
1.1638 |
1.1774 |
|
|
| 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 |
1.2206 |
|
2.618 |
1.2083 |
|
1.618 |
1.2008 |
|
1.000 |
1.1961 |
|
0.618 |
1.1932 |
|
HIGH |
1.1886 |
|
0.618 |
1.1857 |
|
0.500 |
1.1848 |
|
0.382 |
1.1839 |
|
LOW |
1.1810 |
|
0.618 |
1.1763 |
|
1.000 |
1.1735 |
|
1.618 |
1.1688 |
|
2.618 |
1.1612 |
|
4.250 |
1.1489 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1848 |
1.1854 |
| PP |
1.1837 |
1.1841 |
| S1 |
1.1826 |
1.1828 |
|