CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1914 |
0.0045 |
0.4% |
1.1921 |
| High |
1.1918 |
1.1935 |
0.0017 |
0.1% |
1.1958 |
| Low |
1.1855 |
1.1739 |
-0.0116 |
-1.0% |
1.1836 |
| Close |
1.1907 |
1.1758 |
-0.0149 |
-1.3% |
1.1882 |
| Range |
0.0063 |
0.0196 |
0.0133 |
210.3% |
0.0123 |
| ATR |
0.0071 |
0.0080 |
0.0009 |
12.5% |
0.0000 |
| Volume |
602 |
1,409 |
807 |
134.1% |
1,970 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2273 |
1.1865 |
|
| R3 |
1.2201 |
1.2077 |
1.1811 |
|
| R2 |
1.2006 |
1.2006 |
1.1793 |
|
| R1 |
1.1882 |
1.1882 |
1.1775 |
1.1846 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1793 |
| S1 |
1.1686 |
1.1686 |
1.1740 |
1.1651 |
| S2 |
1.1615 |
1.1615 |
1.1722 |
|
| S3 |
1.1419 |
1.1491 |
1.1704 |
|
| S4 |
1.1224 |
1.1295 |
1.1650 |
|
|
| 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 |
1.2765 |
|
2.618 |
1.2446 |
|
1.618 |
1.2251 |
|
1.000 |
1.2130 |
|
0.618 |
1.2055 |
|
HIGH |
1.1935 |
|
0.618 |
1.1860 |
|
0.500 |
1.1837 |
|
0.382 |
1.1814 |
|
LOW |
1.1739 |
|
0.618 |
1.1618 |
|
1.000 |
1.1544 |
|
1.618 |
1.1423 |
|
2.618 |
1.1227 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1837 |
| PP |
1.1810 |
1.1810 |
| S1 |
1.1784 |
1.1784 |
|