CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1237 |
-0.0054 |
-0.5% |
1.1318 |
| High |
1.1298 |
1.1281 |
-0.0017 |
-0.2% |
1.1362 |
| Low |
1.1236 |
1.1209 |
-0.0027 |
-0.2% |
1.1237 |
| Close |
1.1243 |
1.1262 |
0.0019 |
0.2% |
1.1237 |
| Range |
0.0062 |
0.0072 |
0.0010 |
16.1% |
0.0126 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
| Volume |
235 |
228 |
-7 |
-3.0% |
1,169 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1436 |
1.1301 |
|
| R3 |
1.1395 |
1.1364 |
1.1281 |
|
| R2 |
1.1323 |
1.1323 |
1.1275 |
|
| R1 |
1.1292 |
1.1292 |
1.1268 |
1.1307 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1258 |
| S1 |
1.1220 |
1.1220 |
1.1255 |
1.1235 |
| S2 |
1.1179 |
1.1179 |
1.1248 |
|
| S3 |
1.1107 |
1.1148 |
1.1242 |
|
| S4 |
1.1035 |
1.1076 |
1.1222 |
|
|
| 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 |
1.1587 |
|
2.618 |
1.1469 |
|
1.618 |
1.1397 |
|
1.000 |
1.1353 |
|
0.618 |
1.1325 |
|
HIGH |
1.1281 |
|
0.618 |
1.1253 |
|
0.500 |
1.1245 |
|
0.382 |
1.1237 |
|
LOW |
1.1209 |
|
0.618 |
1.1165 |
|
1.000 |
1.1137 |
|
1.618 |
1.1093 |
|
2.618 |
1.1021 |
|
4.250 |
1.0903 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1256 |
1.1259 |
| PP |
1.1251 |
1.1256 |
| S1 |
1.1245 |
1.1254 |
|