CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1853 |
1.1928 |
0.0075 |
0.6% |
1.1918 |
High |
1.1930 |
1.1978 |
0.0048 |
0.4% |
1.1928 |
Low |
1.1853 |
1.1906 |
0.0053 |
0.4% |
1.1780 |
Close |
1.1914 |
1.1964 |
0.0050 |
0.4% |
1.1844 |
Range |
0.0078 |
0.0072 |
-0.0006 |
-7.1% |
0.0148 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
699 |
686 |
-13 |
-1.9% |
1,644 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2165 |
1.2137 |
1.2004 |
|
R3 |
1.2093 |
1.2065 |
1.1984 |
|
R2 |
1.2021 |
1.2021 |
1.1977 |
|
R1 |
1.1993 |
1.1993 |
1.1971 |
1.2007 |
PP |
1.1949 |
1.1949 |
1.1949 |
1.1956 |
S1 |
1.1921 |
1.1921 |
1.1957 |
1.1935 |
S2 |
1.1877 |
1.1877 |
1.1951 |
|
S3 |
1.1805 |
1.1849 |
1.1944 |
|
S4 |
1.1733 |
1.1777 |
1.1924 |
|
|
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 |
1.2284 |
2.618 |
1.2166 |
1.618 |
1.2094 |
1.000 |
1.2050 |
0.618 |
1.2022 |
HIGH |
1.1978 |
0.618 |
1.1950 |
0.500 |
1.1942 |
0.382 |
1.1933 |
LOW |
1.1906 |
0.618 |
1.1861 |
1.000 |
1.1834 |
1.618 |
1.1789 |
2.618 |
1.1717 |
4.250 |
1.1600 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1957 |
1.1945 |
PP |
1.1949 |
1.1925 |
S1 |
1.1942 |
1.1906 |
|