CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0860 |
-0.0011 |
-0.1% |
1.0783 |
| High |
1.0882 |
1.0877 |
-0.0005 |
0.0% |
1.0882 |
| Low |
1.0831 |
1.0827 |
-0.0004 |
0.0% |
1.0701 |
| Close |
1.0843 |
1.0834 |
-0.0010 |
-0.1% |
1.0843 |
| Range |
0.0052 |
0.0050 |
-0.0002 |
-2.9% |
0.0181 |
| ATR |
|
|
|
|
|
| Volume |
452 |
248 |
-204 |
-45.1% |
1,302 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0965 |
1.0861 |
|
| R3 |
1.0946 |
1.0915 |
1.0847 |
|
| R2 |
1.0896 |
1.0896 |
1.0843 |
|
| R1 |
1.0865 |
1.0865 |
1.0838 |
1.0855 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0841 |
| S1 |
1.0815 |
1.0815 |
1.0829 |
1.0805 |
| S2 |
1.0796 |
1.0796 |
1.0824 |
|
| S3 |
1.0746 |
1.0765 |
1.0820 |
|
| S4 |
1.0696 |
1.0715 |
1.0806 |
|
|
| 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 |
1.1090 |
|
2.618 |
1.1008 |
|
1.618 |
1.0958 |
|
1.000 |
1.0927 |
|
0.618 |
1.0908 |
|
HIGH |
1.0877 |
|
0.618 |
1.0858 |
|
0.500 |
1.0852 |
|
0.382 |
1.0846 |
|
LOW |
1.0827 |
|
0.618 |
1.0796 |
|
1.000 |
1.0777 |
|
1.618 |
1.0746 |
|
2.618 |
1.0696 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0845 |
| PP |
1.0846 |
1.0841 |
| S1 |
1.0840 |
1.0837 |
|