CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1237 |
1.1273 |
0.0036 |
0.3% |
1.1318 |
| High |
1.1281 |
1.1342 |
0.0061 |
0.5% |
1.1362 |
| Low |
1.1209 |
1.1269 |
0.0060 |
0.5% |
1.1237 |
| Close |
1.1262 |
1.1285 |
0.0024 |
0.2% |
1.1237 |
| Range |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0126 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
228 |
496 |
268 |
117.5% |
1,169 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1474 |
1.1325 |
|
| R3 |
1.1445 |
1.1401 |
1.1305 |
|
| R2 |
1.1372 |
1.1372 |
1.1298 |
|
| R1 |
1.1328 |
1.1328 |
1.1292 |
1.1350 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1310 |
| S1 |
1.1255 |
1.1255 |
1.1278 |
1.1277 |
| S2 |
1.1226 |
1.1226 |
1.1272 |
|
| S3 |
1.1153 |
1.1182 |
1.1265 |
|
| S4 |
1.1080 |
1.1109 |
1.1245 |
|
|
| 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 |
1.1652 |
|
2.618 |
1.1533 |
|
1.618 |
1.1460 |
|
1.000 |
1.1415 |
|
0.618 |
1.1387 |
|
HIGH |
1.1342 |
|
0.618 |
1.1314 |
|
0.500 |
1.1306 |
|
0.382 |
1.1297 |
|
LOW |
1.1269 |
|
0.618 |
1.1224 |
|
1.000 |
1.1196 |
|
1.618 |
1.1151 |
|
2.618 |
1.1078 |
|
4.250 |
1.0959 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1282 |
| PP |
1.1299 |
1.1279 |
| S1 |
1.1292 |
1.1276 |
|