CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0910 |
-0.0043 |
-0.4% |
1.0860 |
| High |
1.0964 |
1.0917 |
-0.0047 |
-0.4% |
1.0923 |
| Low |
1.0892 |
1.0833 |
-0.0059 |
-0.5% |
1.0821 |
| Close |
1.0901 |
1.0850 |
-0.0051 |
-0.5% |
1.0901 |
| Range |
0.0073 |
0.0085 |
0.0012 |
16.6% |
0.0103 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0000 |
| Volume |
513 |
376 |
-137 |
-26.7% |
1,623 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1069 |
1.0896 |
|
| R3 |
1.1035 |
1.0985 |
1.0873 |
|
| R2 |
1.0951 |
1.0951 |
1.0865 |
|
| R1 |
1.0900 |
1.0900 |
1.0857 |
1.0883 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0858 |
| S1 |
1.0816 |
1.0816 |
1.0842 |
1.0799 |
| S2 |
1.0782 |
1.0782 |
1.0834 |
|
| S3 |
1.0697 |
1.0731 |
1.0826 |
|
| S4 |
1.0613 |
1.0647 |
1.0803 |
|
|
| 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 |
1.1276 |
|
2.618 |
1.1138 |
|
1.618 |
1.1054 |
|
1.000 |
1.1002 |
|
0.618 |
1.0969 |
|
HIGH |
1.0917 |
|
0.618 |
1.0885 |
|
0.500 |
1.0875 |
|
0.382 |
1.0865 |
|
LOW |
1.0833 |
|
0.618 |
1.0780 |
|
1.000 |
1.0748 |
|
1.618 |
1.0696 |
|
2.618 |
1.0611 |
|
4.250 |
1.0473 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0916 |
| PP |
1.0866 |
1.0894 |
| S1 |
1.0858 |
1.0872 |
|