CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.1691 |
1.1743 |
0.0052 |
0.4% |
1.1871 |
High |
1.1754 |
1.1753 |
-0.0002 |
0.0% |
1.1935 |
Low |
1.1691 |
1.1724 |
0.0034 |
0.3% |
1.1674 |
Close |
1.1735 |
1.1747 |
0.0012 |
0.1% |
1.1696 |
Range |
0.0064 |
0.0029 |
-0.0035 |
-55.1% |
0.0261 |
ATR |
0.0079 |
0.0075 |
-0.0004 |
-4.6% |
0.0000 |
Volume |
265 |
132 |
-133 |
-50.2% |
3,465 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1827 |
1.1815 |
1.1763 |
|
R3 |
1.1798 |
1.1787 |
1.1755 |
|
R2 |
1.1770 |
1.1770 |
1.1752 |
|
R1 |
1.1758 |
1.1758 |
1.1750 |
1.1764 |
PP |
1.1741 |
1.1741 |
1.1741 |
1.1744 |
S1 |
1.1730 |
1.1730 |
1.1744 |
1.1736 |
S2 |
1.1713 |
1.1713 |
1.1742 |
|
S3 |
1.1684 |
1.1701 |
1.1739 |
|
S4 |
1.1656 |
1.1673 |
1.1731 |
|
|
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 |
1.1874 |
2.618 |
1.1827 |
1.618 |
1.1799 |
1.000 |
1.1781 |
0.618 |
1.1770 |
HIGH |
1.1753 |
0.618 |
1.1742 |
0.500 |
1.1738 |
0.382 |
1.1735 |
LOW |
1.1724 |
0.618 |
1.1706 |
1.000 |
1.1696 |
1.618 |
1.1678 |
2.618 |
1.1649 |
4.250 |
1.1603 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1744 |
1.1736 |
PP |
1.1741 |
1.1725 |
S1 |
1.1738 |
1.1714 |
|