CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1291 |
0.0035 |
0.3% |
1.1318 |
| High |
1.1283 |
1.1298 |
0.0016 |
0.1% |
1.1362 |
| Low |
1.1242 |
1.1236 |
-0.0006 |
0.0% |
1.1237 |
| Close |
1.1263 |
1.1243 |
-0.0020 |
-0.2% |
1.1237 |
| Range |
0.0041 |
0.0062 |
0.0021 |
51.2% |
0.0126 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
73 |
235 |
162 |
221.9% |
1,169 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1406 |
1.1277 |
|
| R3 |
1.1383 |
1.1344 |
1.1260 |
|
| R2 |
1.1321 |
1.1321 |
1.1254 |
|
| R1 |
1.1282 |
1.1282 |
1.1248 |
1.1270 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1253 |
| S1 |
1.1220 |
1.1220 |
1.1237 |
1.1208 |
| S2 |
1.1197 |
1.1197 |
1.1231 |
|
| S3 |
1.1135 |
1.1158 |
1.1225 |
|
| S4 |
1.1073 |
1.1096 |
1.1208 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1655 |
1.1571 |
1.1306 |
|
| R3 |
1.1529 |
1.1446 |
1.1271 |
|
| R2 |
1.1404 |
1.1404 |
1.1260 |
|
| R1 |
1.1320 |
1.1320 |
1.1248 |
1.1299 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1268 |
| S1 |
1.1195 |
1.1195 |
1.1225 |
1.1174 |
| S2 |
1.1153 |
1.1153 |
1.1213 |
|
| S3 |
1.1027 |
1.1069 |
1.1202 |
|
| S4 |
1.0902 |
1.0944 |
1.1167 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1460 |
|
1.618 |
1.1398 |
|
1.000 |
1.1360 |
|
0.618 |
1.1336 |
|
HIGH |
1.1298 |
|
0.618 |
1.1274 |
|
0.500 |
1.1267 |
|
0.382 |
1.1260 |
|
LOW |
1.1236 |
|
0.618 |
1.1198 |
|
1.000 |
1.1174 |
|
1.618 |
1.1136 |
|
2.618 |
1.1074 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1285 |
| PP |
1.1259 |
1.1271 |
| S1 |
1.1251 |
1.1257 |
|