CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1950 |
0.0049 |
0.4% |
1.1921 |
| High |
1.1958 |
1.1958 |
-0.0001 |
0.0% |
1.1958 |
| Low |
1.1874 |
1.1868 |
-0.0006 |
-0.1% |
1.1836 |
| Close |
1.1933 |
1.1882 |
-0.0051 |
-0.4% |
1.1882 |
| Range |
0.0084 |
0.0090 |
0.0006 |
6.5% |
0.0123 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.6% |
0.0000 |
| Volume |
388 |
332 |
-56 |
-14.4% |
1,970 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2116 |
1.1931 |
|
| R3 |
1.2081 |
1.2026 |
1.1906 |
|
| R2 |
1.1992 |
1.1992 |
1.1898 |
|
| R1 |
1.1937 |
1.1937 |
1.1890 |
1.1920 |
| PP |
1.1902 |
1.1902 |
1.1902 |
1.1894 |
| S1 |
1.1847 |
1.1847 |
1.1873 |
1.1830 |
| S2 |
1.1813 |
1.1813 |
1.1865 |
|
| S3 |
1.1723 |
1.1758 |
1.1857 |
|
| S4 |
1.1634 |
1.1668 |
1.1832 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2259 |
1.2193 |
1.1949 |
|
| R3 |
1.2137 |
1.2070 |
1.1915 |
|
| R2 |
1.2014 |
1.2014 |
1.1904 |
|
| R1 |
1.1948 |
1.1948 |
1.1893 |
1.1920 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1878 |
| S1 |
1.1825 |
1.1825 |
1.1870 |
1.1797 |
| S2 |
1.1769 |
1.1769 |
1.1859 |
|
| S3 |
1.1647 |
1.1703 |
1.1848 |
|
| S4 |
1.1524 |
1.1580 |
1.1814 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2192 |
|
1.618 |
1.2102 |
|
1.000 |
1.2047 |
|
0.618 |
1.2013 |
|
HIGH |
1.1958 |
|
0.618 |
1.1923 |
|
0.500 |
1.1913 |
|
0.382 |
1.1902 |
|
LOW |
1.1868 |
|
0.618 |
1.1813 |
|
1.000 |
1.1779 |
|
1.618 |
1.1723 |
|
2.618 |
1.1634 |
|
4.250 |
1.1488 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1913 |
1.1897 |
| PP |
1.1902 |
1.1892 |
| S1 |
1.1892 |
1.1887 |
|