CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1047 |
1.0999 |
-0.0049 |
-0.4% |
1.1039 |
| High |
1.1107 |
1.0999 |
-0.0108 |
-1.0% |
1.1107 |
| Low |
1.0985 |
1.0928 |
-0.0057 |
-0.5% |
1.0928 |
| Close |
1.0995 |
1.0943 |
-0.0052 |
-0.5% |
1.0943 |
| Range |
0.0123 |
0.0071 |
-0.0052 |
-42.0% |
0.0179 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,500 |
2,178 |
-322 |
-12.9% |
6,391 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1127 |
1.0982 |
|
| R3 |
1.1099 |
1.1056 |
1.0962 |
|
| R2 |
1.1028 |
1.1028 |
1.0956 |
|
| R1 |
1.0985 |
1.0985 |
1.0949 |
1.0971 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0949 |
| S1 |
1.0914 |
1.0914 |
1.0936 |
1.0900 |
| S2 |
1.0886 |
1.0886 |
1.0929 |
|
| S3 |
1.0815 |
1.0843 |
1.0923 |
|
| S4 |
1.0744 |
1.0772 |
1.0903 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1415 |
1.1041 |
|
| R3 |
1.1351 |
1.1236 |
1.0992 |
|
| R2 |
1.1172 |
1.1172 |
1.0975 |
|
| R1 |
1.1057 |
1.1057 |
1.0959 |
1.1025 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0976 |
| S1 |
1.0878 |
1.0878 |
1.0926 |
1.0846 |
| S2 |
1.0814 |
1.0814 |
1.0910 |
|
| S3 |
1.0635 |
1.0699 |
1.0893 |
|
| S4 |
1.0456 |
1.0520 |
1.0844 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1185 |
|
1.618 |
1.1114 |
|
1.000 |
1.1070 |
|
0.618 |
1.1043 |
|
HIGH |
1.0999 |
|
0.618 |
1.0972 |
|
0.500 |
1.0964 |
|
0.382 |
1.0955 |
|
LOW |
1.0928 |
|
0.618 |
1.0884 |
|
1.000 |
1.0857 |
|
1.618 |
1.0813 |
|
2.618 |
1.0742 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.1018 |
| PP |
1.0957 |
1.0993 |
| S1 |
1.0950 |
1.0968 |
|