CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1329 |
1.1325 |
-0.0004 |
0.0% |
1.1318 |
| High |
1.1362 |
1.1334 |
-0.0028 |
-0.2% |
1.1362 |
| Low |
1.1310 |
1.1237 |
-0.0074 |
-0.6% |
1.1237 |
| Close |
1.1328 |
1.1237 |
-0.0092 |
-0.8% |
1.1237 |
| Range |
0.0052 |
0.0098 |
0.0046 |
87.5% |
0.0126 |
| ATR |
0.0000 |
0.0067 |
0.0067 |
|
0.0000 |
| Volume |
238 |
419 |
181 |
76.1% |
1,169 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1497 |
1.1290 |
|
| R3 |
1.1464 |
1.1399 |
1.1263 |
|
| R2 |
1.1367 |
1.1367 |
1.1254 |
|
| R1 |
1.1302 |
1.1302 |
1.1245 |
1.1285 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1261 |
| S1 |
1.1204 |
1.1204 |
1.1228 |
1.1188 |
| S2 |
1.1172 |
1.1172 |
1.1219 |
|
| S3 |
1.1074 |
1.1107 |
1.1210 |
|
| S4 |
1.0977 |
1.1009 |
1.1183 |
|
|
| 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 |
1.1748 |
|
2.618 |
1.1589 |
|
1.618 |
1.1492 |
|
1.000 |
1.1432 |
|
0.618 |
1.1394 |
|
HIGH |
1.1334 |
|
0.618 |
1.1297 |
|
0.500 |
1.1285 |
|
0.382 |
1.1274 |
|
LOW |
1.1237 |
|
0.618 |
1.1176 |
|
1.000 |
1.1139 |
|
1.618 |
1.1079 |
|
2.618 |
1.0981 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1299 |
| PP |
1.1269 |
1.1278 |
| S1 |
1.1253 |
1.1257 |
|