CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1950 |
1.1921 |
-0.0029 |
-0.2% |
1.1852 |
High |
1.1982 |
1.1924 |
-0.0058 |
-0.5% |
1.1985 |
Low |
1.1916 |
1.1888 |
-0.0028 |
-0.2% |
1.1835 |
Close |
1.1925 |
1.1898 |
-0.0027 |
-0.2% |
1.1925 |
Range |
0.0067 |
0.0037 |
-0.0030 |
-45.1% |
0.0150 |
ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
666 |
510 |
-156 |
-23.4% |
2,871 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2013 |
1.1992 |
1.1918 |
|
R3 |
1.1976 |
1.1955 |
1.1908 |
|
R2 |
1.1940 |
1.1940 |
1.1905 |
|
R1 |
1.1919 |
1.1919 |
1.1901 |
1.1911 |
PP |
1.1903 |
1.1903 |
1.1903 |
1.1899 |
S1 |
1.1882 |
1.1882 |
1.1895 |
1.1875 |
S2 |
1.1867 |
1.1867 |
1.1891 |
|
S3 |
1.1830 |
1.1846 |
1.1888 |
|
S4 |
1.1794 |
1.1809 |
1.1878 |
|
|
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 |
1.2079 |
2.618 |
1.2020 |
1.618 |
1.1983 |
1.000 |
1.1961 |
0.618 |
1.1947 |
HIGH |
1.1924 |
0.618 |
1.1910 |
0.500 |
1.1906 |
0.382 |
1.1901 |
LOW |
1.1888 |
0.618 |
1.1865 |
1.000 |
1.1851 |
1.618 |
1.1828 |
2.618 |
1.1792 |
4.250 |
1.1732 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1906 |
1.1936 |
PP |
1.1903 |
1.1923 |
S1 |
1.1901 |
1.1911 |
|