CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1743 |
1.1750 |
0.0007 |
0.1% |
1.1871 |
| High |
1.1753 |
1.1750 |
-0.0003 |
0.0% |
1.1935 |
| Low |
1.1724 |
1.1703 |
-0.0022 |
-0.2% |
1.1674 |
| Close |
1.1747 |
1.1713 |
-0.0034 |
-0.3% |
1.1696 |
| Range |
0.0029 |
0.0047 |
0.0019 |
64.9% |
0.0261 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
132 |
680 |
548 |
415.2% |
3,465 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1835 |
1.1739 |
|
| R3 |
1.1816 |
1.1788 |
1.1726 |
|
| R2 |
1.1769 |
1.1769 |
1.1722 |
|
| R1 |
1.1741 |
1.1741 |
1.1717 |
1.1731 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1717 |
| S1 |
1.1694 |
1.1694 |
1.1709 |
1.1684 |
| S2 |
1.1675 |
1.1675 |
1.1704 |
|
| S3 |
1.1628 |
1.1647 |
1.1700 |
|
| S4 |
1.1581 |
1.1600 |
1.1687 |
|
|
| 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 |
1.1949 |
|
2.618 |
1.1873 |
|
1.618 |
1.1826 |
|
1.000 |
1.1797 |
|
0.618 |
1.1779 |
|
HIGH |
1.1750 |
|
0.618 |
1.1732 |
|
0.500 |
1.1726 |
|
0.382 |
1.1720 |
|
LOW |
1.1703 |
|
0.618 |
1.1673 |
|
1.000 |
1.1656 |
|
1.618 |
1.1626 |
|
2.618 |
1.1579 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1726 |
1.1722 |
| PP |
1.1722 |
1.1719 |
| S1 |
1.1717 |
1.1716 |
|