CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1734 |
1.1750 |
0.0016 |
0.1% |
1.1700 |
High |
1.1768 |
1.1765 |
-0.0003 |
0.0% |
1.1768 |
Low |
1.1715 |
1.1728 |
0.0013 |
0.1% |
1.1649 |
Close |
1.1756 |
1.1759 |
0.0003 |
0.0% |
1.1756 |
Range |
0.0053 |
0.0037 |
-0.0016 |
-29.5% |
0.0119 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
1,401 |
875 |
-526 |
-37.5% |
7,017 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1862 |
1.1847 |
1.1779 |
|
R3 |
1.1825 |
1.1810 |
1.1769 |
|
R2 |
1.1788 |
1.1788 |
1.1765 |
|
R1 |
1.1773 |
1.1773 |
1.1762 |
1.1780 |
PP |
1.1751 |
1.1751 |
1.1751 |
1.1754 |
S1 |
1.1736 |
1.1736 |
1.1755 |
1.1743 |
S2 |
1.1714 |
1.1714 |
1.1752 |
|
S3 |
1.1677 |
1.1699 |
1.1748 |
|
S4 |
1.1640 |
1.1662 |
1.1738 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2081 |
1.2038 |
1.1821 |
|
R3 |
1.1962 |
1.1919 |
1.1789 |
|
R2 |
1.1843 |
1.1843 |
1.1778 |
|
R1 |
1.1800 |
1.1800 |
1.1767 |
1.1821 |
PP |
1.1724 |
1.1724 |
1.1724 |
1.1735 |
S1 |
1.1681 |
1.1681 |
1.1745 |
1.1702 |
S2 |
1.1605 |
1.1605 |
1.1734 |
|
S3 |
1.1486 |
1.1562 |
1.1723 |
|
S4 |
1.1367 |
1.1443 |
1.1691 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1922 |
2.618 |
1.1862 |
1.618 |
1.1825 |
1.000 |
1.1802 |
0.618 |
1.1788 |
HIGH |
1.1765 |
0.618 |
1.1751 |
0.500 |
1.1747 |
0.382 |
1.1742 |
LOW |
1.1728 |
0.618 |
1.1705 |
1.000 |
1.1691 |
1.618 |
1.1668 |
2.618 |
1.1631 |
4.250 |
1.1571 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1755 |
1.1747 |
PP |
1.1751 |
1.1735 |
S1 |
1.1747 |
1.1724 |
|