CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1821 |
-0.0040 |
-0.3% |
1.1918 |
| High |
1.1886 |
1.1848 |
-0.0038 |
-0.3% |
1.1928 |
| Low |
1.1810 |
1.1780 |
-0.0030 |
-0.3% |
1.1780 |
| Close |
1.1816 |
1.1844 |
0.0029 |
0.2% |
1.1844 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.6% |
0.0148 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
658 |
308 |
-350 |
-53.2% |
1,644 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2026 |
1.2003 |
1.1881 |
|
| R3 |
1.1959 |
1.1935 |
1.1863 |
|
| R2 |
1.1891 |
1.1891 |
1.1856 |
|
| R1 |
1.1868 |
1.1868 |
1.1850 |
1.1880 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1830 |
| S1 |
1.1800 |
1.1800 |
1.1838 |
1.1812 |
| S2 |
1.1756 |
1.1756 |
1.1832 |
|
| S3 |
1.1689 |
1.1733 |
1.1825 |
|
| S4 |
1.1621 |
1.1665 |
1.1807 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2216 |
1.1925 |
|
| R3 |
1.2146 |
1.2069 |
1.1885 |
|
| R2 |
1.1998 |
1.1998 |
1.1871 |
|
| R1 |
1.1921 |
1.1921 |
1.1858 |
1.1886 |
| PP |
1.1851 |
1.1851 |
1.1851 |
1.1833 |
| S1 |
1.1774 |
1.1774 |
1.1830 |
1.1738 |
| S2 |
1.1703 |
1.1703 |
1.1817 |
|
| S3 |
1.1556 |
1.1626 |
1.1803 |
|
| S4 |
1.1408 |
1.1479 |
1.1763 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2024 |
|
1.618 |
1.1957 |
|
1.000 |
1.1915 |
|
0.618 |
1.1889 |
|
HIGH |
1.1848 |
|
0.618 |
1.1822 |
|
0.500 |
1.1814 |
|
0.382 |
1.1806 |
|
LOW |
1.1780 |
|
0.618 |
1.1738 |
|
1.000 |
1.1713 |
|
1.618 |
1.1671 |
|
2.618 |
1.1603 |
|
4.250 |
1.1493 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1834 |
1.1842 |
| PP |
1.1824 |
1.1841 |
| S1 |
1.1814 |
1.1839 |
|