CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1901 |
0.0022 |
0.2% |
1.1852 |
| High |
1.1908 |
1.1958 |
0.0051 |
0.4% |
1.1985 |
| Low |
1.1836 |
1.1874 |
0.0039 |
0.3% |
1.1835 |
| Close |
1.1908 |
1.1933 |
0.0025 |
0.2% |
1.1925 |
| Range |
0.0072 |
0.0084 |
0.0012 |
16.7% |
0.0150 |
| ATR |
0.0073 |
0.0073 |
0.0001 |
1.1% |
0.0000 |
| Volume |
273 |
388 |
115 |
42.1% |
2,871 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2137 |
1.1979 |
|
| R3 |
1.2090 |
1.2053 |
1.1956 |
|
| R2 |
1.2006 |
1.2006 |
1.1948 |
|
| R1 |
1.1969 |
1.1969 |
1.1940 |
1.1987 |
| PP |
1.1922 |
1.1922 |
1.1922 |
1.1931 |
| S1 |
1.1885 |
1.1885 |
1.1925 |
1.1903 |
| S2 |
1.1838 |
1.1838 |
1.1917 |
|
| S3 |
1.1754 |
1.1801 |
1.1909 |
|
| S4 |
1.1670 |
1.1717 |
1.1886 |
|
|
| 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 |
1.2315 |
|
2.618 |
1.2178 |
|
1.618 |
1.2094 |
|
1.000 |
1.2042 |
|
0.618 |
1.2010 |
|
HIGH |
1.1958 |
|
0.618 |
1.1926 |
|
0.500 |
1.1916 |
|
0.382 |
1.1906 |
|
LOW |
1.1874 |
|
0.618 |
1.1822 |
|
1.000 |
1.1790 |
|
1.618 |
1.1738 |
|
2.618 |
1.1654 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1927 |
1.1921 |
| PP |
1.1922 |
1.1909 |
| S1 |
1.1916 |
1.1897 |
|