CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1716 |
1.1749 |
0.0033 |
0.3% |
1.1691 |
| High |
1.1780 |
1.1784 |
0.0004 |
0.0% |
1.1784 |
| Low |
1.1711 |
1.1693 |
-0.0018 |
-0.1% |
1.1691 |
| Close |
1.1755 |
1.1701 |
-0.0054 |
-0.5% |
1.1701 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.2% |
0.0093 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.7% |
0.0000 |
| Volume |
463 |
379 |
-84 |
-18.1% |
1,919 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1939 |
1.1750 |
|
| R3 |
1.1907 |
1.1849 |
1.1725 |
|
| R2 |
1.1816 |
1.1816 |
1.1717 |
|
| R1 |
1.1758 |
1.1758 |
1.1709 |
1.1742 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1718 |
| S1 |
1.1668 |
1.1668 |
1.1692 |
1.1652 |
| S2 |
1.1635 |
1.1635 |
1.1684 |
|
| S3 |
1.1545 |
1.1577 |
1.1676 |
|
| S4 |
1.1454 |
1.1487 |
1.1651 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1945 |
1.1752 |
|
| R3 |
1.1911 |
1.1852 |
1.1726 |
|
| R2 |
1.1818 |
1.1818 |
1.1718 |
|
| R1 |
1.1759 |
1.1759 |
1.1709 |
1.1789 |
| PP |
1.1725 |
1.1725 |
1.1725 |
1.1740 |
| S1 |
1.1666 |
1.1666 |
1.1692 |
1.1696 |
| S2 |
1.1632 |
1.1632 |
1.1683 |
|
| S3 |
1.1539 |
1.1573 |
1.1675 |
|
| S4 |
1.1446 |
1.1480 |
1.1649 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2168 |
|
2.618 |
1.2020 |
|
1.618 |
1.1930 |
|
1.000 |
1.1874 |
|
0.618 |
1.1839 |
|
HIGH |
1.1784 |
|
0.618 |
1.1749 |
|
0.500 |
1.1738 |
|
0.382 |
1.1728 |
|
LOW |
1.1693 |
|
0.618 |
1.1637 |
|
1.000 |
1.1603 |
|
1.618 |
1.1547 |
|
2.618 |
1.1456 |
|
4.250 |
1.1308 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1738 |
1.1738 |
| PP |
1.1726 |
1.1726 |
| S1 |
1.1713 |
1.1713 |
|