CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0837 |
-0.0024 |
-0.2% |
1.0783 |
| High |
1.0877 |
1.0919 |
0.0042 |
0.4% |
1.0882 |
| Low |
1.0827 |
1.0821 |
-0.0007 |
-0.1% |
1.0701 |
| Close |
1.0834 |
1.0900 |
0.0067 |
0.6% |
1.0843 |
| Range |
0.0050 |
0.0099 |
0.0049 |
97.0% |
0.0181 |
| ATR |
|
|
|
|
|
| Volume |
248 |
506 |
258 |
104.0% |
1,302 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1136 |
1.0954 |
|
| R3 |
1.1077 |
1.1038 |
1.0927 |
|
| R2 |
1.0978 |
1.0978 |
1.0918 |
|
| R1 |
1.0939 |
1.0939 |
1.0909 |
1.0959 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0890 |
| S1 |
1.0841 |
1.0841 |
1.0891 |
1.0860 |
| S2 |
1.0781 |
1.0781 |
1.0882 |
|
| S3 |
1.0683 |
1.0742 |
1.0873 |
|
| S4 |
1.0584 |
1.0644 |
1.0846 |
|
|
| 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 |
1.1338 |
|
2.618 |
1.1177 |
|
1.618 |
1.1078 |
|
1.000 |
1.1018 |
|
0.618 |
1.0980 |
|
HIGH |
1.0919 |
|
0.618 |
1.0881 |
|
0.500 |
1.0870 |
|
0.382 |
1.0858 |
|
LOW |
1.0821 |
|
0.618 |
1.0760 |
|
1.000 |
1.0722 |
|
1.618 |
1.0661 |
|
2.618 |
1.0563 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0890 |
| PP |
1.0880 |
1.0880 |
| S1 |
1.0870 |
1.0870 |
|