CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1755 |
1.1883 |
0.0128 |
1.1% |
1.1700 |
High |
1.1895 |
1.1950 |
0.0056 |
0.5% |
1.1768 |
Low |
1.1755 |
1.1875 |
0.0120 |
1.0% |
1.1649 |
Close |
1.1885 |
1.1883 |
-0.0002 |
0.0% |
1.1756 |
Range |
0.0140 |
0.0075 |
-0.0065 |
-46.2% |
0.0119 |
ATR |
0.0069 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
Volume |
1,409 |
2,444 |
1,035 |
73.5% |
7,017 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2128 |
1.2080 |
1.1924 |
|
R3 |
1.2053 |
1.2005 |
1.1903 |
|
R2 |
1.1978 |
1.1978 |
1.1896 |
|
R1 |
1.1930 |
1.1930 |
1.1889 |
1.1916 |
PP |
1.1903 |
1.1903 |
1.1903 |
1.1896 |
S1 |
1.1855 |
1.1855 |
1.1876 |
1.1841 |
S2 |
1.1828 |
1.1828 |
1.1869 |
|
S3 |
1.1753 |
1.1780 |
1.1862 |
|
S4 |
1.1678 |
1.1705 |
1.1841 |
|
|
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 |
1.2269 |
2.618 |
1.2146 |
1.618 |
1.2071 |
1.000 |
1.2025 |
0.618 |
1.1996 |
HIGH |
1.1950 |
0.618 |
1.1921 |
0.500 |
1.1913 |
0.382 |
1.1904 |
LOW |
1.1875 |
0.618 |
1.1829 |
1.000 |
1.1800 |
1.618 |
1.1754 |
2.618 |
1.1679 |
4.250 |
1.1556 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1913 |
1.1868 |
PP |
1.1903 |
1.1854 |
S1 |
1.1893 |
1.1839 |
|