CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1716 |
-0.0034 |
-0.3% |
1.1871 |
| High |
1.1750 |
1.1780 |
0.0031 |
0.3% |
1.1935 |
| Low |
1.1703 |
1.1711 |
0.0008 |
0.1% |
1.1674 |
| Close |
1.1713 |
1.1755 |
0.0042 |
0.4% |
1.1696 |
| Range |
0.0047 |
0.0070 |
0.0023 |
47.9% |
0.0261 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
680 |
463 |
-217 |
-31.9% |
3,465 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1957 |
1.1925 |
1.1793 |
|
| R3 |
1.1887 |
1.1856 |
1.1774 |
|
| R2 |
1.1818 |
1.1818 |
1.1767 |
|
| R1 |
1.1786 |
1.1786 |
1.1761 |
1.1802 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1756 |
| S1 |
1.1717 |
1.1717 |
1.1748 |
1.1733 |
| S2 |
1.1679 |
1.1679 |
1.1742 |
|
| S3 |
1.1609 |
1.1647 |
1.1735 |
|
| S4 |
1.1540 |
1.1578 |
1.1716 |
|
|
| 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 |
1.2075 |
|
2.618 |
1.1962 |
|
1.618 |
1.1892 |
|
1.000 |
1.1850 |
|
0.618 |
1.1823 |
|
HIGH |
1.1780 |
|
0.618 |
1.1753 |
|
0.500 |
1.1745 |
|
0.382 |
1.1737 |
|
LOW |
1.1711 |
|
0.618 |
1.1668 |
|
1.000 |
1.1641 |
|
1.618 |
1.1598 |
|
2.618 |
1.1529 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1751 |
1.1750 |
| PP |
1.1748 |
1.1746 |
| S1 |
1.1745 |
1.1741 |
|