CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1852 |
1.1853 |
0.0001 |
0.0% |
1.1918 |
| High |
1.1865 |
1.1930 |
0.0065 |
0.5% |
1.1928 |
| Low |
1.1835 |
1.1853 |
0.0018 |
0.2% |
1.1780 |
| Close |
1.1860 |
1.1914 |
0.0055 |
0.5% |
1.1844 |
| Range |
0.0031 |
0.0078 |
0.0047 |
154.1% |
0.0148 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
324 |
699 |
375 |
115.7% |
1,644 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2131 |
1.2100 |
1.1957 |
|
| R3 |
1.2054 |
1.2023 |
1.1935 |
|
| R2 |
1.1976 |
1.1976 |
1.1928 |
|
| R1 |
1.1945 |
1.1945 |
1.1921 |
1.1961 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1907 |
| S1 |
1.1868 |
1.1868 |
1.1907 |
1.1883 |
| S2 |
1.1821 |
1.1821 |
1.1900 |
|
| S3 |
1.1744 |
1.1790 |
1.1893 |
|
| S4 |
1.1666 |
1.1713 |
1.1871 |
|
|
| 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 |
1.2259 |
|
2.618 |
1.2133 |
|
1.618 |
1.2055 |
|
1.000 |
1.2008 |
|
0.618 |
1.1978 |
|
HIGH |
1.1930 |
|
0.618 |
1.1900 |
|
0.500 |
1.1891 |
|
0.382 |
1.1882 |
|
LOW |
1.1853 |
|
0.618 |
1.1805 |
|
1.000 |
1.1775 |
|
1.618 |
1.1727 |
|
2.618 |
1.1650 |
|
4.250 |
1.1523 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.1894 |
| PP |
1.1899 |
1.1875 |
| S1 |
1.1891 |
1.1855 |
|