CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0924 |
0.0053 |
0.5% |
1.0860 |
| High |
1.0913 |
1.0999 |
0.0086 |
0.8% |
1.0923 |
| Low |
1.0858 |
1.0924 |
0.0066 |
0.6% |
1.0821 |
| Close |
1.0901 |
1.0961 |
0.0060 |
0.5% |
1.0901 |
| Range |
0.0055 |
0.0075 |
0.0020 |
36.4% |
0.0103 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.0% |
0.0000 |
| Volume |
161 |
651 |
490 |
304.3% |
1,623 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1186 |
1.1148 |
1.1002 |
|
| R3 |
1.1111 |
1.1073 |
1.0981 |
|
| R2 |
1.1036 |
1.1036 |
1.0974 |
|
| R1 |
1.0998 |
1.0998 |
1.0967 |
1.1017 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0970 |
| S1 |
1.0923 |
1.0923 |
1.0954 |
1.0942 |
| S2 |
1.0886 |
1.0886 |
1.0947 |
|
| S3 |
1.0811 |
1.0848 |
1.0940 |
|
| S4 |
1.0736 |
1.0773 |
1.0919 |
|
|
| 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 |
1.1317 |
|
2.618 |
1.1195 |
|
1.618 |
1.1120 |
|
1.000 |
1.1074 |
|
0.618 |
1.1045 |
|
HIGH |
1.0999 |
|
0.618 |
1.0970 |
|
0.500 |
1.0961 |
|
0.382 |
1.0952 |
|
LOW |
1.0924 |
|
0.618 |
1.0877 |
|
1.000 |
1.0849 |
|
1.618 |
1.0802 |
|
2.618 |
1.0727 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0950 |
| PP |
1.0961 |
1.0939 |
| S1 |
1.0961 |
1.0928 |
|