CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1883 |
1.1860 |
-0.0023 |
-0.2% |
1.1700 |
High |
1.1950 |
1.1886 |
-0.0065 |
-0.5% |
1.1768 |
Low |
1.1875 |
1.1846 |
-0.0029 |
-0.2% |
1.1649 |
Close |
1.1883 |
1.1854 |
-0.0029 |
-0.2% |
1.1756 |
Range |
0.0075 |
0.0040 |
-0.0036 |
-47.3% |
0.0119 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
2,444 |
1,372 |
-1,072 |
-43.9% |
7,017 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1980 |
1.1957 |
1.1876 |
|
R3 |
1.1941 |
1.1917 |
1.1865 |
|
R2 |
1.1901 |
1.1901 |
1.1861 |
|
R1 |
1.1878 |
1.1878 |
1.1858 |
1.1870 |
PP |
1.1862 |
1.1862 |
1.1862 |
1.1858 |
S1 |
1.1838 |
1.1838 |
1.1850 |
1.1830 |
S2 |
1.1822 |
1.1822 |
1.1847 |
|
S3 |
1.1783 |
1.1799 |
1.1843 |
|
S4 |
1.1743 |
1.1759 |
1.1832 |
|
|
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 |
1.2053 |
2.618 |
1.1989 |
1.618 |
1.1949 |
1.000 |
1.1925 |
0.618 |
1.1910 |
HIGH |
1.1886 |
0.618 |
1.1870 |
0.500 |
1.1866 |
0.382 |
1.1861 |
LOW |
1.1846 |
0.618 |
1.1822 |
1.000 |
1.1807 |
1.618 |
1.1782 |
2.618 |
1.1743 |
4.250 |
1.1678 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1866 |
1.1854 |
PP |
1.1862 |
1.1853 |
S1 |
1.1858 |
1.1853 |
|