CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0950 |
-0.0049 |
-0.4% |
1.1039 |
| High |
1.0999 |
1.0967 |
-0.0032 |
-0.3% |
1.1107 |
| Low |
1.0928 |
1.0928 |
0.0000 |
0.0% |
1.0928 |
| Close |
1.0943 |
1.0946 |
0.0003 |
0.0% |
1.0943 |
| Range |
0.0071 |
0.0039 |
-0.0032 |
-45.1% |
0.0179 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
2,178 |
226 |
-1,952 |
-89.6% |
6,391 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1044 |
1.0967 |
|
| R3 |
1.1025 |
1.1005 |
1.0956 |
|
| R2 |
1.0986 |
1.0986 |
1.0953 |
|
| R1 |
1.0966 |
1.0966 |
1.0949 |
1.0956 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0942 |
| S1 |
1.0927 |
1.0927 |
1.0942 |
1.0917 |
| S2 |
1.0908 |
1.0908 |
1.0938 |
|
| S3 |
1.0869 |
1.0888 |
1.0935 |
|
| S4 |
1.0830 |
1.0849 |
1.0924 |
|
|
| 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 |
1.1133 |
|
2.618 |
1.1069 |
|
1.618 |
1.1030 |
|
1.000 |
1.1006 |
|
0.618 |
1.0991 |
|
HIGH |
1.0967 |
|
0.618 |
1.0952 |
|
0.500 |
1.0948 |
|
0.382 |
1.0943 |
|
LOW |
1.0928 |
|
0.618 |
1.0904 |
|
1.000 |
1.0889 |
|
1.618 |
1.0865 |
|
2.618 |
1.0826 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.1018 |
| PP |
1.0947 |
1.0994 |
| S1 |
1.0946 |
1.0970 |
|