CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1950 |
1.1871 |
-0.0079 |
-0.7% |
1.1921 |
High |
1.1958 |
1.1876 |
-0.0082 |
-0.7% |
1.1958 |
Low |
1.1868 |
1.1829 |
-0.0039 |
-0.3% |
1.1836 |
Close |
1.1882 |
1.1840 |
-0.0042 |
-0.4% |
1.1882 |
Range |
0.0090 |
0.0047 |
-0.0043 |
-48.0% |
0.0123 |
ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
332 |
445 |
113 |
34.0% |
1,970 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1988 |
1.1960 |
1.1865 |
|
R3 |
1.1941 |
1.1914 |
1.1852 |
|
R2 |
1.1895 |
1.1895 |
1.1848 |
|
R1 |
1.1867 |
1.1867 |
1.1844 |
1.1858 |
PP |
1.1848 |
1.1848 |
1.1848 |
1.1843 |
S1 |
1.1821 |
1.1821 |
1.1835 |
1.1811 |
S2 |
1.1802 |
1.1802 |
1.1831 |
|
S3 |
1.1755 |
1.1774 |
1.1827 |
|
S4 |
1.1709 |
1.1728 |
1.1814 |
|
|
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 |
1.2073 |
2.618 |
1.1997 |
1.618 |
1.1951 |
1.000 |
1.1922 |
0.618 |
1.1904 |
HIGH |
1.1876 |
0.618 |
1.1858 |
0.500 |
1.1852 |
0.382 |
1.1847 |
LOW |
1.1829 |
0.618 |
1.1800 |
1.000 |
1.1783 |
1.618 |
1.1754 |
2.618 |
1.1707 |
4.250 |
1.1631 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1852 |
1.1894 |
PP |
1.1848 |
1.1876 |
S1 |
1.1844 |
1.1858 |
|