CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1256 |
-0.0069 |
-0.6% |
1.1318 |
| High |
1.1334 |
1.1283 |
-0.0052 |
-0.5% |
1.1362 |
| Low |
1.1237 |
1.1242 |
0.0005 |
0.0% |
1.1237 |
| Close |
1.1237 |
1.1263 |
0.0026 |
0.2% |
1.1237 |
| Range |
0.0098 |
0.0041 |
-0.0057 |
-57.9% |
0.0126 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
419 |
73 |
-346 |
-82.6% |
1,169 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1365 |
1.1285 |
|
| R3 |
1.1344 |
1.1324 |
1.1274 |
|
| R2 |
1.1303 |
1.1303 |
1.1270 |
|
| R1 |
1.1283 |
1.1283 |
1.1266 |
1.1293 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1267 |
| S1 |
1.1242 |
1.1242 |
1.1259 |
1.1252 |
| S2 |
1.1221 |
1.1221 |
1.1255 |
|
| S3 |
1.1180 |
1.1201 |
1.1251 |
|
| S4 |
1.1139 |
1.1160 |
1.1240 |
|
|
| 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 |
1.1457 |
|
2.618 |
1.1390 |
|
1.618 |
1.1349 |
|
1.000 |
1.1324 |
|
0.618 |
1.1308 |
|
HIGH |
1.1283 |
|
0.618 |
1.1267 |
|
0.500 |
1.1262 |
|
0.382 |
1.1257 |
|
LOW |
1.1242 |
|
0.618 |
1.1216 |
|
1.000 |
1.1201 |
|
1.618 |
1.1175 |
|
2.618 |
1.1134 |
|
4.250 |
1.1067 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1299 |
| PP |
1.1262 |
1.1287 |
| S1 |
1.1262 |
1.1275 |
|