CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1891 |
1.1880 |
-0.0012 |
-0.1% |
1.1852 |
| High |
1.1900 |
1.1908 |
0.0008 |
0.1% |
1.1985 |
| Low |
1.1843 |
1.1836 |
-0.0007 |
-0.1% |
1.1835 |
| Close |
1.1876 |
1.1908 |
0.0032 |
0.3% |
1.1925 |
| Range |
0.0057 |
0.0072 |
0.0015 |
26.3% |
0.0150 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
467 |
273 |
-194 |
-41.5% |
2,871 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.2076 |
1.1947 |
|
| R3 |
1.2028 |
1.2004 |
1.1927 |
|
| R2 |
1.1956 |
1.1956 |
1.1921 |
|
| R1 |
1.1932 |
1.1932 |
1.1914 |
1.1944 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1890 |
| S1 |
1.1860 |
1.1860 |
1.1901 |
1.1872 |
| S2 |
1.1812 |
1.1812 |
1.1894 |
|
| S3 |
1.1740 |
1.1788 |
1.1888 |
|
| S4 |
1.1668 |
1.1716 |
1.1868 |
|
|
| 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 |
1.2214 |
|
2.618 |
1.2096 |
|
1.618 |
1.2024 |
|
1.000 |
1.1980 |
|
0.618 |
1.1952 |
|
HIGH |
1.1908 |
|
0.618 |
1.1880 |
|
0.500 |
1.1872 |
|
0.382 |
1.1863 |
|
LOW |
1.1836 |
|
0.618 |
1.1791 |
|
1.000 |
1.1764 |
|
1.618 |
1.1719 |
|
2.618 |
1.1647 |
|
4.250 |
1.1530 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1898 |
| PP |
1.1884 |
1.1889 |
| S1 |
1.1872 |
1.1880 |
|