CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1914 |
1.1741 |
-0.0173 |
-1.5% |
1.1871 |
High |
1.1935 |
1.1742 |
-0.0193 |
-1.6% |
1.1935 |
Low |
1.1739 |
1.1674 |
-0.0066 |
-0.6% |
1.1674 |
Close |
1.1758 |
1.1696 |
-0.0062 |
-0.5% |
1.1696 |
Range |
0.0196 |
0.0069 |
-0.0127 |
-65.0% |
0.0261 |
ATR |
0.0080 |
0.0080 |
0.0000 |
0.4% |
0.0000 |
Volume |
1,409 |
602 |
-807 |
-57.3% |
3,465 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1909 |
1.1871 |
1.1733 |
|
R3 |
1.1841 |
1.1802 |
1.1714 |
|
R2 |
1.1772 |
1.1772 |
1.1708 |
|
R1 |
1.1734 |
1.1734 |
1.1702 |
1.1719 |
PP |
1.1704 |
1.1704 |
1.1704 |
1.1696 |
S1 |
1.1665 |
1.1665 |
1.1689 |
1.1650 |
S2 |
1.1635 |
1.1635 |
1.1683 |
|
S3 |
1.1567 |
1.1597 |
1.1677 |
|
S4 |
1.1498 |
1.1528 |
1.1658 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2551 |
1.2384 |
1.1839 |
|
R3 |
1.2290 |
1.2123 |
1.1767 |
|
R2 |
1.2029 |
1.2029 |
1.1743 |
|
R1 |
1.1862 |
1.1862 |
1.1719 |
1.1815 |
PP |
1.1768 |
1.1768 |
1.1768 |
1.1744 |
S1 |
1.1601 |
1.1601 |
1.1672 |
1.1554 |
S2 |
1.1507 |
1.1507 |
1.1648 |
|
S3 |
1.1246 |
1.1340 |
1.1624 |
|
S4 |
1.0985 |
1.1079 |
1.1552 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2033 |
2.618 |
1.1921 |
1.618 |
1.1853 |
1.000 |
1.1811 |
0.618 |
1.1784 |
HIGH |
1.1742 |
0.618 |
1.1716 |
0.500 |
1.1708 |
0.382 |
1.1700 |
LOW |
1.1674 |
0.618 |
1.1631 |
1.000 |
1.1605 |
1.618 |
1.1563 |
2.618 |
1.1494 |
4.250 |
1.1382 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1708 |
1.1804 |
PP |
1.1704 |
1.1768 |
S1 |
1.1700 |
1.1732 |
|