CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1978 |
1.1950 |
-0.0028 |
-0.2% |
1.1852 |
| High |
1.1985 |
1.1982 |
-0.0003 |
0.0% |
1.1985 |
| Low |
1.1935 |
1.1916 |
-0.0020 |
-0.2% |
1.1835 |
| Close |
1.1943 |
1.1925 |
-0.0018 |
-0.1% |
1.1925 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.3% |
0.0150 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
496 |
666 |
170 |
34.3% |
2,871 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2099 |
1.1962 |
|
| R3 |
1.2074 |
1.2033 |
1.1943 |
|
| R2 |
1.2007 |
1.2007 |
1.1937 |
|
| R1 |
1.1966 |
1.1966 |
1.1931 |
1.1954 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1935 |
| S1 |
1.1900 |
1.1900 |
1.1919 |
1.1887 |
| S2 |
1.1874 |
1.1874 |
1.1913 |
|
| S3 |
1.1808 |
1.1833 |
1.1907 |
|
| S4 |
1.1741 |
1.1767 |
1.1888 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2365 |
1.2295 |
1.2008 |
|
| R3 |
1.2215 |
1.2145 |
1.1966 |
|
| R2 |
1.2065 |
1.2065 |
1.1953 |
|
| R1 |
1.1995 |
1.1995 |
1.1939 |
1.2030 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1932 |
| S1 |
1.1845 |
1.1845 |
1.1911 |
1.1880 |
| S2 |
1.1765 |
1.1765 |
1.1898 |
|
| S3 |
1.1615 |
1.1695 |
1.1884 |
|
| S4 |
1.1465 |
1.1545 |
1.1843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2265 |
|
2.618 |
1.2156 |
|
1.618 |
1.2090 |
|
1.000 |
1.2049 |
|
0.618 |
1.2023 |
|
HIGH |
1.1982 |
|
0.618 |
1.1957 |
|
0.500 |
1.1949 |
|
0.382 |
1.1941 |
|
LOW |
1.1916 |
|
0.618 |
1.1874 |
|
1.000 |
1.1849 |
|
1.618 |
1.1808 |
|
2.618 |
1.1741 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1945 |
| PP |
1.1941 |
1.1938 |
| S1 |
1.1933 |
1.1932 |
|