CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0871 |
0.0038 |
0.3% |
1.0783 |
| High |
1.0870 |
1.0882 |
0.0012 |
0.1% |
1.0882 |
| Low |
1.0807 |
1.0831 |
0.0024 |
0.2% |
1.0701 |
| Close |
1.0850 |
1.0843 |
-0.0007 |
-0.1% |
1.0843 |
| Range |
0.0063 |
0.0052 |
-0.0012 |
-18.3% |
0.0181 |
| ATR |
|
|
|
|
|
| Volume |
189 |
452 |
263 |
139.2% |
1,302 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0976 |
1.0871 |
|
| R3 |
1.0955 |
1.0925 |
1.0857 |
|
| R2 |
1.0903 |
1.0903 |
1.0852 |
|
| R1 |
1.0873 |
1.0873 |
1.0848 |
1.0863 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0847 |
| S1 |
1.0822 |
1.0822 |
1.0838 |
1.0811 |
| S2 |
1.0800 |
1.0800 |
1.0834 |
|
| S3 |
1.0749 |
1.0770 |
1.0829 |
|
| S4 |
1.0697 |
1.0719 |
1.0815 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1278 |
1.0943 |
|
| R3 |
1.1171 |
1.1097 |
1.0893 |
|
| R2 |
1.0990 |
1.0990 |
1.0876 |
|
| R1 |
1.0916 |
1.0916 |
1.0860 |
1.0953 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0827 |
| S1 |
1.0735 |
1.0735 |
1.0826 |
1.0772 |
| S2 |
1.0628 |
1.0628 |
1.0810 |
|
| S3 |
1.0447 |
1.0554 |
1.0793 |
|
| S4 |
1.0266 |
1.0373 |
1.0743 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1017 |
|
1.618 |
1.0965 |
|
1.000 |
1.0934 |
|
0.618 |
1.0914 |
|
HIGH |
1.0882 |
|
0.618 |
1.0862 |
|
0.500 |
1.0856 |
|
0.382 |
1.0850 |
|
LOW |
1.0831 |
|
0.618 |
1.0799 |
|
1.000 |
1.0779 |
|
1.618 |
1.0747 |
|
2.618 |
1.0696 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0827 |
| PP |
1.0852 |
1.0811 |
| S1 |
1.0847 |
1.0795 |
|