CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0909 |
0.0072 |
0.7% |
1.0783 |
| High |
1.0919 |
1.0923 |
0.0004 |
0.0% |
1.0882 |
| Low |
1.0821 |
1.0876 |
0.0055 |
0.5% |
1.0701 |
| Close |
1.0900 |
1.0896 |
-0.0005 |
0.0% |
1.0843 |
| Range |
0.0099 |
0.0048 |
-0.0051 |
-51.8% |
0.0181 |
| ATR |
0.0000 |
0.0072 |
0.0072 |
|
0.0000 |
| Volume |
506 |
531 |
25 |
4.9% |
1,302 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.1016 |
1.0922 |
|
| R3 |
1.0993 |
1.0968 |
1.0909 |
|
| R2 |
1.0946 |
1.0946 |
1.0904 |
|
| R1 |
1.0921 |
1.0921 |
1.0900 |
1.0909 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0892 |
| S1 |
1.0873 |
1.0873 |
1.0891 |
1.0862 |
| S2 |
1.0851 |
1.0851 |
1.0887 |
|
| S3 |
1.0803 |
1.0826 |
1.0882 |
|
| S4 |
1.0756 |
1.0778 |
1.0869 |
|
|
| 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 |
1.1125 |
|
2.618 |
1.1047 |
|
1.618 |
1.1000 |
|
1.000 |
1.0971 |
|
0.618 |
1.0952 |
|
HIGH |
1.0923 |
|
0.618 |
1.0905 |
|
0.500 |
1.0899 |
|
0.382 |
1.0894 |
|
LOW |
1.0876 |
|
0.618 |
1.0846 |
|
1.000 |
1.0828 |
|
1.618 |
1.0799 |
|
2.618 |
1.0751 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0888 |
| PP |
1.0898 |
1.0880 |
| S1 |
1.0897 |
1.0872 |
|