CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1821 |
1.1852 |
0.0031 |
0.3% |
1.1918 |
| High |
1.1848 |
1.1865 |
0.0018 |
0.1% |
1.1928 |
| Low |
1.1780 |
1.1835 |
0.0055 |
0.5% |
1.1780 |
| Close |
1.1844 |
1.1860 |
0.0016 |
0.1% |
1.1844 |
| Range |
0.0068 |
0.0031 |
-0.0037 |
-54.8% |
0.0148 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
308 |
324 |
16 |
5.2% |
1,644 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1933 |
1.1876 |
|
| R3 |
1.1914 |
1.1902 |
1.1868 |
|
| R2 |
1.1884 |
1.1884 |
1.1865 |
|
| R1 |
1.1872 |
1.1872 |
1.1862 |
1.1878 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1856 |
| S1 |
1.1841 |
1.1841 |
1.1857 |
1.1847 |
| S2 |
1.1823 |
1.1823 |
1.1854 |
|
| S3 |
1.1792 |
1.1811 |
1.1851 |
|
| S4 |
1.1762 |
1.1780 |
1.1843 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2216 |
1.1925 |
|
| R3 |
1.2146 |
1.2069 |
1.1885 |
|
| R2 |
1.1998 |
1.1998 |
1.1871 |
|
| R1 |
1.1921 |
1.1921 |
1.1858 |
1.1886 |
| PP |
1.1851 |
1.1851 |
1.1851 |
1.1833 |
| S1 |
1.1774 |
1.1774 |
1.1830 |
1.1738 |
| S2 |
1.1703 |
1.1703 |
1.1817 |
|
| S3 |
1.1556 |
1.1626 |
1.1803 |
|
| S4 |
1.1408 |
1.1479 |
1.1763 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1995 |
|
2.618 |
1.1945 |
|
1.618 |
1.1914 |
|
1.000 |
1.1896 |
|
0.618 |
1.1884 |
|
HIGH |
1.1865 |
|
0.618 |
1.1853 |
|
0.500 |
1.1850 |
|
0.382 |
1.1846 |
|
LOW |
1.1835 |
|
0.618 |
1.1816 |
|
1.000 |
1.1804 |
|
1.618 |
1.1785 |
|
2.618 |
1.1755 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1856 |
1.1851 |
| PP |
1.1853 |
1.1842 |
| S1 |
1.1850 |
1.1833 |
|