CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1702 |
1.1693 |
-0.0009 |
-0.1% |
1.1691 |
High |
1.1705 |
1.1700 |
-0.0005 |
0.0% |
1.1784 |
Low |
1.1649 |
1.1675 |
0.0026 |
0.2% |
1.1691 |
Close |
1.1680 |
1.1688 |
0.0008 |
0.1% |
1.1701 |
Range |
0.0056 |
0.0026 |
-0.0031 |
-54.5% |
0.0093 |
ATR |
0.0071 |
0.0067 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
893 |
2,363 |
1,470 |
164.6% |
1,919 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1764 |
1.1751 |
1.1702 |
|
R3 |
1.1738 |
1.1726 |
1.1695 |
|
R2 |
1.1713 |
1.1713 |
1.1692 |
|
R1 |
1.1700 |
1.1700 |
1.1690 |
1.1694 |
PP |
1.1687 |
1.1687 |
1.1687 |
1.1684 |
S1 |
1.1675 |
1.1675 |
1.1685 |
1.1668 |
S2 |
1.1662 |
1.1662 |
1.1683 |
|
S3 |
1.1636 |
1.1649 |
1.1680 |
|
S4 |
1.1611 |
1.1624 |
1.1673 |
|
|
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 |
1.1808 |
2.618 |
1.1767 |
1.618 |
1.1741 |
1.000 |
1.1726 |
0.618 |
1.1716 |
HIGH |
1.1700 |
0.618 |
1.1690 |
0.500 |
1.1687 |
0.382 |
1.1684 |
LOW |
1.1675 |
0.618 |
1.1659 |
1.000 |
1.1649 |
1.618 |
1.1633 |
2.618 |
1.1608 |
4.250 |
1.1566 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1687 |
1.1685 |
PP |
1.1687 |
1.1683 |
S1 |
1.1687 |
1.1681 |
|