CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1702 |
0.0002 |
0.0% |
1.1691 |
| High |
1.1713 |
1.1705 |
-0.0008 |
-0.1% |
1.1784 |
| Low |
1.1675 |
1.1649 |
-0.0027 |
-0.2% |
1.1691 |
| Close |
1.1699 |
1.1680 |
-0.0020 |
-0.2% |
1.1701 |
| Range |
0.0038 |
0.0056 |
0.0019 |
49.3% |
0.0093 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
942 |
893 |
-49 |
-5.2% |
1,919 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1819 |
1.1710 |
|
| R3 |
1.1790 |
1.1763 |
1.1695 |
|
| R2 |
1.1734 |
1.1734 |
1.1690 |
|
| R1 |
1.1707 |
1.1707 |
1.1685 |
1.1692 |
| PP |
1.1678 |
1.1678 |
1.1678 |
1.1670 |
| S1 |
1.1651 |
1.1651 |
1.1674 |
1.1636 |
| S2 |
1.1622 |
1.1622 |
1.1669 |
|
| S3 |
1.1566 |
1.1595 |
1.1664 |
|
| S4 |
1.1510 |
1.1539 |
1.1649 |
|
|
| 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 |
1.1943 |
|
2.618 |
1.1851 |
|
1.618 |
1.1795 |
|
1.000 |
1.1761 |
|
0.618 |
1.1739 |
|
HIGH |
1.1705 |
|
0.618 |
1.1683 |
|
0.500 |
1.1677 |
|
0.382 |
1.1670 |
|
LOW |
1.1649 |
|
0.618 |
1.1614 |
|
1.000 |
1.1593 |
|
1.618 |
1.1558 |
|
2.618 |
1.1502 |
|
4.250 |
1.1411 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1679 |
1.1716 |
| PP |
1.1678 |
1.1704 |
| S1 |
1.1677 |
1.1692 |
|