CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0871 |
-0.0020 |
-0.2% |
1.0860 |
| High |
1.0902 |
1.0913 |
0.0011 |
0.1% |
1.0923 |
| Low |
1.0867 |
1.0858 |
-0.0009 |
-0.1% |
1.0821 |
| Close |
1.0882 |
1.0901 |
0.0020 |
0.2% |
1.0901 |
| Range |
0.0035 |
0.0055 |
0.0020 |
57.1% |
0.0103 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
177 |
161 |
-16 |
-9.0% |
1,623 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1033 |
1.0931 |
|
| R3 |
1.1000 |
1.0978 |
1.0916 |
|
| R2 |
1.0945 |
1.0945 |
1.0911 |
|
| R1 |
1.0923 |
1.0923 |
1.0906 |
1.0934 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0896 |
| S1 |
1.0868 |
1.0868 |
1.0896 |
1.0879 |
| S2 |
1.0835 |
1.0835 |
1.0891 |
|
| S3 |
1.0780 |
1.0813 |
1.0886 |
|
| S4 |
1.0725 |
1.0758 |
1.0871 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1148 |
1.0957 |
|
| R3 |
1.1087 |
1.1045 |
1.0929 |
|
| R2 |
1.0984 |
1.0984 |
1.0920 |
|
| R1 |
1.0943 |
1.0943 |
1.0910 |
1.0963 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0892 |
| S1 |
1.0840 |
1.0840 |
1.0892 |
1.0861 |
| S2 |
1.0779 |
1.0779 |
1.0882 |
|
| S3 |
1.0677 |
1.0738 |
1.0873 |
|
| S4 |
1.0574 |
1.0635 |
1.0845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.1056 |
|
1.618 |
1.1001 |
|
1.000 |
1.0968 |
|
0.618 |
1.0946 |
|
HIGH |
1.0913 |
|
0.618 |
1.0891 |
|
0.500 |
1.0885 |
|
0.382 |
1.0879 |
|
LOW |
1.0858 |
|
0.618 |
1.0824 |
|
1.000 |
1.0803 |
|
1.618 |
1.0769 |
|
2.618 |
1.0714 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0897 |
| PP |
1.0890 |
1.0894 |
| S1 |
1.0885 |
1.0890 |
|