CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0953 |
0.0029 |
0.3% |
1.0860 |
| High |
1.0999 |
1.0964 |
-0.0035 |
-0.3% |
1.0923 |
| Low |
1.0924 |
1.0892 |
-0.0032 |
-0.3% |
1.0821 |
| Close |
1.0961 |
1.0901 |
-0.0060 |
-0.5% |
1.0901 |
| Range |
0.0075 |
0.0073 |
-0.0003 |
-3.3% |
0.0103 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
651 |
513 |
-138 |
-21.2% |
1,623 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1091 |
1.0940 |
|
| R3 |
1.1064 |
1.1018 |
1.0920 |
|
| R2 |
1.0991 |
1.0991 |
1.0914 |
|
| R1 |
1.0946 |
1.0946 |
1.0907 |
1.0932 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0912 |
| S1 |
1.0873 |
1.0873 |
1.0894 |
1.0860 |
| S2 |
1.0846 |
1.0846 |
1.0887 |
|
| S3 |
1.0774 |
1.0801 |
1.0881 |
|
| S4 |
1.0701 |
1.0728 |
1.0861 |
|
|
| 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 |
1.1272 |
|
2.618 |
1.1154 |
|
1.618 |
1.1081 |
|
1.000 |
1.1037 |
|
0.618 |
1.1009 |
|
HIGH |
1.0964 |
|
0.618 |
1.0936 |
|
0.500 |
1.0928 |
|
0.382 |
1.0919 |
|
LOW |
1.0892 |
|
0.618 |
1.0847 |
|
1.000 |
1.0819 |
|
1.618 |
1.0774 |
|
2.618 |
1.0702 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0928 |
| PP |
1.0919 |
1.0919 |
| S1 |
1.0910 |
1.0910 |
|