CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1320 |
0.0003 |
0.0% |
1.1244 |
| High |
1.1357 |
1.1346 |
-0.0011 |
-0.1% |
1.1416 |
| Low |
1.1305 |
1.1295 |
-0.0010 |
-0.1% |
1.1239 |
| Close |
1.1332 |
1.1296 |
-0.0036 |
-0.3% |
1.1318 |
| Range |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
9 |
157 |
148 |
1,644.4% |
493 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1432 |
1.1324 |
|
| R3 |
1.1414 |
1.1381 |
1.1310 |
|
| R2 |
1.1363 |
1.1363 |
1.1305 |
|
| R1 |
1.1330 |
1.1330 |
1.1301 |
1.1321 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1308 |
| S1 |
1.1279 |
1.1279 |
1.1291 |
1.1270 |
| S2 |
1.1261 |
1.1261 |
1.1287 |
|
| S3 |
1.1210 |
1.1228 |
1.1282 |
|
| S4 |
1.1159 |
1.1177 |
1.1268 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1764 |
1.1415 |
|
| R3 |
1.1678 |
1.1587 |
1.1367 |
|
| R2 |
1.1501 |
1.1501 |
1.1350 |
|
| R1 |
1.1410 |
1.1410 |
1.1334 |
1.1455 |
| PP |
1.1324 |
1.1324 |
1.1324 |
1.1347 |
| S1 |
1.1233 |
1.1233 |
1.1302 |
1.1278 |
| S2 |
1.1147 |
1.1147 |
1.1286 |
|
| S3 |
1.0970 |
1.1056 |
1.1269 |
|
| S4 |
1.0793 |
1.0879 |
1.1221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1479 |
|
1.618 |
1.1428 |
|
1.000 |
1.1397 |
|
0.618 |
1.1377 |
|
HIGH |
1.1346 |
|
0.618 |
1.1326 |
|
0.500 |
1.1320 |
|
0.382 |
1.1314 |
|
LOW |
1.1295 |
|
0.618 |
1.1263 |
|
1.000 |
1.1244 |
|
1.618 |
1.1212 |
|
2.618 |
1.1161 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1320 |
1.1331 |
| PP |
1.1312 |
1.1319 |
| S1 |
1.1304 |
1.1308 |
|