CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1891 |
-0.0030 |
-0.3% |
1.1852 |
| High |
1.1924 |
1.1900 |
-0.0025 |
-0.2% |
1.1985 |
| Low |
1.1888 |
1.1843 |
-0.0045 |
-0.4% |
1.1835 |
| Close |
1.1898 |
1.1876 |
-0.0023 |
-0.2% |
1.1925 |
| Range |
0.0037 |
0.0057 |
0.0021 |
56.2% |
0.0150 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
510 |
467 |
-43 |
-8.4% |
2,871 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.2017 |
1.1907 |
|
| R3 |
1.1987 |
1.1960 |
1.1891 |
|
| R2 |
1.1930 |
1.1930 |
1.1886 |
|
| R1 |
1.1903 |
1.1903 |
1.1881 |
1.1888 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1865 |
| S1 |
1.1846 |
1.1846 |
1.1870 |
1.1831 |
| S2 |
1.1816 |
1.1816 |
1.1865 |
|
| S3 |
1.1759 |
1.1789 |
1.1860 |
|
| S4 |
1.1702 |
1.1732 |
1.1844 |
|
|
| 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 |
1.2142 |
|
2.618 |
1.2049 |
|
1.618 |
1.1992 |
|
1.000 |
1.1957 |
|
0.618 |
1.1935 |
|
HIGH |
1.1900 |
|
0.618 |
1.1878 |
|
0.500 |
1.1871 |
|
0.382 |
1.1864 |
|
LOW |
1.1843 |
|
0.618 |
1.1807 |
|
1.000 |
1.1786 |
|
1.618 |
1.1750 |
|
2.618 |
1.1693 |
|
4.250 |
1.1600 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1912 |
| PP |
1.1873 |
1.1900 |
| S1 |
1.1871 |
1.1888 |
|