CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1869 |
0.0015 |
0.1% |
1.1921 |
| High |
1.1894 |
1.1918 |
0.0024 |
0.2% |
1.1958 |
| Low |
1.1845 |
1.1855 |
0.0010 |
0.1% |
1.1836 |
| Close |
1.1888 |
1.1907 |
0.0019 |
0.2% |
1.1882 |
| Range |
0.0049 |
0.0063 |
0.0014 |
28.6% |
0.0123 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
407 |
602 |
195 |
47.9% |
1,970 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2082 |
1.2057 |
1.1941 |
|
| R3 |
1.2019 |
1.1994 |
1.1924 |
|
| R2 |
1.1956 |
1.1956 |
1.1918 |
|
| R1 |
1.1931 |
1.1931 |
1.1912 |
1.1944 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1899 |
| S1 |
1.1868 |
1.1868 |
1.1901 |
1.1881 |
| S2 |
1.1830 |
1.1830 |
1.1895 |
|
| S3 |
1.1767 |
1.1805 |
1.1889 |
|
| S4 |
1.1704 |
1.1742 |
1.1872 |
|
|
| 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 |
1.2185 |
|
2.618 |
1.2082 |
|
1.618 |
1.2019 |
|
1.000 |
1.1981 |
|
0.618 |
1.1956 |
|
HIGH |
1.1918 |
|
0.618 |
1.1893 |
|
0.500 |
1.1886 |
|
0.382 |
1.1879 |
|
LOW |
1.1855 |
|
0.618 |
1.1816 |
|
1.000 |
1.1792 |
|
1.618 |
1.1753 |
|
2.618 |
1.1690 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1895 |
| PP |
1.1893 |
1.1884 |
| S1 |
1.1886 |
1.1873 |
|