CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1978 |
0.0050 |
0.4% |
1.1918 |
| High |
1.1978 |
1.1985 |
0.0007 |
0.1% |
1.1928 |
| Low |
1.1906 |
1.1935 |
0.0030 |
0.2% |
1.1780 |
| Close |
1.1964 |
1.1943 |
-0.0022 |
-0.2% |
1.1844 |
| Range |
0.0072 |
0.0050 |
-0.0023 |
-31.3% |
0.0148 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
686 |
496 |
-190 |
-27.7% |
1,644 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2103 |
1.2072 |
1.1970 |
|
| R3 |
1.2053 |
1.2023 |
1.1956 |
|
| R2 |
1.2004 |
1.2004 |
1.1952 |
|
| R1 |
1.1973 |
1.1973 |
1.1947 |
1.1964 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1949 |
| S1 |
1.1924 |
1.1924 |
1.1938 |
1.1914 |
| S2 |
1.1905 |
1.1905 |
1.1933 |
|
| S3 |
1.1855 |
1.1874 |
1.1929 |
|
| S4 |
1.1806 |
1.1825 |
1.1915 |
|
|
| 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 |
1.2195 |
|
2.618 |
1.2114 |
|
1.618 |
1.2065 |
|
1.000 |
1.2034 |
|
0.618 |
1.2015 |
|
HIGH |
1.1985 |
|
0.618 |
1.1966 |
|
0.500 |
1.1960 |
|
0.382 |
1.1954 |
|
LOW |
1.1935 |
|
0.618 |
1.1904 |
|
1.000 |
1.1886 |
|
1.618 |
1.1855 |
|
2.618 |
1.1805 |
|
4.250 |
1.1725 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1935 |
| PP |
1.1954 |
1.1927 |
| S1 |
1.1948 |
1.1919 |
|