CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1741 |
1.1691 |
-0.0051 |
-0.4% |
1.1871 |
High |
1.1742 |
1.1754 |
0.0012 |
0.1% |
1.1935 |
Low |
1.1674 |
1.1691 |
0.0017 |
0.1% |
1.1674 |
Close |
1.1696 |
1.1735 |
0.0040 |
0.3% |
1.1696 |
Range |
0.0069 |
0.0064 |
-0.0005 |
-7.3% |
0.0261 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
602 |
265 |
-337 |
-56.0% |
3,465 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1917 |
1.1890 |
1.1770 |
|
R3 |
1.1854 |
1.1826 |
1.1752 |
|
R2 |
1.1790 |
1.1790 |
1.1747 |
|
R1 |
1.1763 |
1.1763 |
1.1741 |
1.1776 |
PP |
1.1727 |
1.1727 |
1.1727 |
1.1733 |
S1 |
1.1699 |
1.1699 |
1.1729 |
1.1713 |
S2 |
1.1663 |
1.1663 |
1.1723 |
|
S3 |
1.1600 |
1.1636 |
1.1718 |
|
S4 |
1.1536 |
1.1572 |
1.1700 |
|
|
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 |
1.2024 |
2.618 |
1.1920 |
1.618 |
1.1857 |
1.000 |
1.1818 |
0.618 |
1.1793 |
HIGH |
1.1754 |
0.618 |
1.1730 |
0.500 |
1.1722 |
0.382 |
1.1715 |
LOW |
1.1691 |
0.618 |
1.1651 |
1.000 |
1.1627 |
1.618 |
1.1588 |
2.618 |
1.1524 |
4.250 |
1.1421 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1731 |
1.1804 |
PP |
1.1727 |
1.1781 |
S1 |
1.1722 |
1.1758 |
|