CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1755 |
0.0006 |
0.0% |
1.1700 |
| High |
1.1765 |
1.1895 |
0.0130 |
1.1% |
1.1768 |
| Low |
1.1728 |
1.1755 |
0.0027 |
0.2% |
1.1649 |
| Close |
1.1759 |
1.1885 |
0.0126 |
1.1% |
1.1756 |
| Range |
0.0037 |
0.0140 |
0.0103 |
277.0% |
0.0119 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
8.4% |
0.0000 |
| Volume |
875 |
1,409 |
534 |
61.0% |
7,017 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2263 |
1.2213 |
1.1961 |
|
| R3 |
1.2124 |
1.2074 |
1.1923 |
|
| R2 |
1.1984 |
1.1984 |
1.1910 |
|
| R1 |
1.1934 |
1.1934 |
1.1897 |
1.1959 |
| PP |
1.1845 |
1.1845 |
1.1845 |
1.1857 |
| S1 |
1.1795 |
1.1795 |
1.1872 |
1.1820 |
| S2 |
1.1705 |
1.1705 |
1.1859 |
|
| S3 |
1.1566 |
1.1655 |
1.1846 |
|
| S4 |
1.1426 |
1.1516 |
1.1808 |
|
|
| 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 |
1.2487 |
|
2.618 |
1.2260 |
|
1.618 |
1.2120 |
|
1.000 |
1.2034 |
|
0.618 |
1.1981 |
|
HIGH |
1.1895 |
|
0.618 |
1.1841 |
|
0.500 |
1.1825 |
|
0.382 |
1.1808 |
|
LOW |
1.1755 |
|
0.618 |
1.1669 |
|
1.000 |
1.1616 |
|
1.618 |
1.1529 |
|
2.618 |
1.1390 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1858 |
| PP |
1.1845 |
1.1831 |
| S1 |
1.1825 |
1.1805 |
|