CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1749 |
1.1700 |
-0.0049 |
-0.4% |
1.1691 |
High |
1.1784 |
1.1713 |
-0.0071 |
-0.6% |
1.1784 |
Low |
1.1693 |
1.1675 |
-0.0018 |
-0.2% |
1.1691 |
Close |
1.1701 |
1.1699 |
-0.0002 |
0.0% |
1.1701 |
Range |
0.0091 |
0.0038 |
-0.0053 |
-58.6% |
0.0093 |
ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
379 |
942 |
563 |
148.5% |
1,919 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1808 |
1.1791 |
1.1720 |
|
R3 |
1.1771 |
1.1754 |
1.1709 |
|
R2 |
1.1733 |
1.1733 |
1.1706 |
|
R1 |
1.1716 |
1.1716 |
1.1702 |
1.1706 |
PP |
1.1696 |
1.1696 |
1.1696 |
1.1690 |
S1 |
1.1679 |
1.1679 |
1.1696 |
1.1668 |
S2 |
1.1658 |
1.1658 |
1.1692 |
|
S3 |
1.1621 |
1.1641 |
1.1689 |
|
S4 |
1.1583 |
1.1604 |
1.1678 |
|
|
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 |
1.1872 |
2.618 |
1.1811 |
1.618 |
1.1773 |
1.000 |
1.1750 |
0.618 |
1.1736 |
HIGH |
1.1713 |
0.618 |
1.1698 |
0.500 |
1.1694 |
0.382 |
1.1689 |
LOW |
1.1675 |
0.618 |
1.1652 |
1.000 |
1.1638 |
1.618 |
1.1614 |
2.618 |
1.1577 |
4.250 |
1.1516 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1697 |
1.1729 |
PP |
1.1696 |
1.1719 |
S1 |
1.1694 |
1.1709 |
|