CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1685 |
-0.0009 |
-0.1% |
1.1691 |
| High |
1.1700 |
1.1745 |
0.0045 |
0.4% |
1.1784 |
| Low |
1.1675 |
1.1680 |
0.0006 |
0.0% |
1.1691 |
| Close |
1.1688 |
1.1738 |
0.0051 |
0.4% |
1.1701 |
| Range |
0.0026 |
0.0065 |
0.0039 |
152.9% |
0.0093 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,363 |
1,418 |
-945 |
-40.0% |
1,919 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1914 |
1.1891 |
1.1773 |
|
| R3 |
1.1850 |
1.1826 |
1.1756 |
|
| R2 |
1.1785 |
1.1785 |
1.1750 |
|
| R1 |
1.1762 |
1.1762 |
1.1744 |
1.1774 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1727 |
| S1 |
1.1697 |
1.1697 |
1.1732 |
1.1709 |
| S2 |
1.1656 |
1.1656 |
1.1726 |
|
| S3 |
1.1592 |
1.1633 |
1.1720 |
|
| S4 |
1.1527 |
1.1568 |
1.1703 |
|
|
| 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 |
1.2019 |
|
2.618 |
1.1913 |
|
1.618 |
1.1849 |
|
1.000 |
1.1809 |
|
0.618 |
1.1784 |
|
HIGH |
1.1745 |
|
0.618 |
1.1720 |
|
0.500 |
1.1712 |
|
0.382 |
1.1705 |
|
LOW |
1.1680 |
|
0.618 |
1.1640 |
|
1.000 |
1.1616 |
|
1.618 |
1.1576 |
|
2.618 |
1.1511 |
|
4.250 |
1.1406 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1729 |
1.1724 |
| PP |
1.1721 |
1.1710 |
| S1 |
1.1712 |
1.1697 |
|