CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1871 |
1.1855 |
-0.0017 |
-0.1% |
1.1921 |
| High |
1.1876 |
1.1894 |
0.0018 |
0.2% |
1.1958 |
| Low |
1.1829 |
1.1845 |
0.0016 |
0.1% |
1.1836 |
| Close |
1.1840 |
1.1888 |
0.0048 |
0.4% |
1.1882 |
| Range |
0.0047 |
0.0049 |
0.0003 |
5.4% |
0.0123 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
445 |
407 |
-38 |
-8.5% |
1,970 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.2004 |
1.1914 |
|
| R3 |
1.1973 |
1.1955 |
1.1901 |
|
| R2 |
1.1924 |
1.1924 |
1.1896 |
|
| R1 |
1.1906 |
1.1906 |
1.1892 |
1.1915 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1880 |
| S1 |
1.1857 |
1.1857 |
1.1883 |
1.1866 |
| S2 |
1.1826 |
1.1826 |
1.1879 |
|
| S3 |
1.1777 |
1.1808 |
1.1874 |
|
| S4 |
1.1728 |
1.1759 |
1.1861 |
|
|
| 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 |
1.2102 |
|
2.618 |
1.2022 |
|
1.618 |
1.1973 |
|
1.000 |
1.1943 |
|
0.618 |
1.1924 |
|
HIGH |
1.1894 |
|
0.618 |
1.1875 |
|
0.500 |
1.1869 |
|
0.382 |
1.1863 |
|
LOW |
1.1845 |
|
0.618 |
1.1814 |
|
1.000 |
1.1796 |
|
1.618 |
1.1765 |
|
2.618 |
1.1716 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1881 |
1.1893 |
| PP |
1.1875 |
1.1891 |
| S1 |
1.1869 |
1.1889 |
|