CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0890 |
-0.0019 |
-0.2% |
1.0783 |
| High |
1.0923 |
1.0902 |
-0.0022 |
-0.2% |
1.0882 |
| Low |
1.0876 |
1.0867 |
-0.0009 |
-0.1% |
1.0701 |
| Close |
1.0896 |
1.0882 |
-0.0014 |
-0.1% |
1.0843 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-26.3% |
0.0181 |
| ATR |
0.0072 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
531 |
177 |
-354 |
-66.7% |
1,302 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0970 |
1.0901 |
|
| R3 |
1.0953 |
1.0935 |
1.0891 |
|
| R2 |
1.0918 |
1.0918 |
1.0888 |
|
| R1 |
1.0900 |
1.0900 |
1.0885 |
1.0892 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0879 |
| S1 |
1.0865 |
1.0865 |
1.0878 |
1.0857 |
| S2 |
1.0848 |
1.0848 |
1.0875 |
|
| S3 |
1.0813 |
1.0830 |
1.0872 |
|
| S4 |
1.0778 |
1.0795 |
1.0862 |
|
|
| 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 |
1.1050 |
|
2.618 |
1.0993 |
|
1.618 |
1.0958 |
|
1.000 |
1.0937 |
|
0.618 |
1.0923 |
|
HIGH |
1.0902 |
|
0.618 |
1.0888 |
|
0.500 |
1.0884 |
|
0.382 |
1.0880 |
|
LOW |
1.0867 |
|
0.618 |
1.0845 |
|
1.000 |
1.0832 |
|
1.618 |
1.0810 |
|
2.618 |
1.0775 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0878 |
| PP |
1.0883 |
1.0875 |
| S1 |
1.0882 |
1.0872 |
|