CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0850 |
-0.0060 |
-0.5% |
1.0860 |
| High |
1.0917 |
1.0857 |
-0.0060 |
-0.5% |
1.0923 |
| Low |
1.0833 |
1.0761 |
-0.0072 |
-0.7% |
1.0821 |
| Close |
1.0850 |
1.0779 |
-0.0071 |
-0.7% |
1.0901 |
| Range |
0.0085 |
0.0097 |
0.0012 |
14.2% |
0.0103 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
376 |
483 |
107 |
28.5% |
1,623 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1030 |
1.0832 |
|
| R3 |
1.0992 |
1.0933 |
1.0805 |
|
| R2 |
1.0895 |
1.0895 |
1.0796 |
|
| R1 |
1.0837 |
1.0837 |
1.0787 |
1.0818 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0789 |
| S1 |
1.0740 |
1.0740 |
1.0770 |
1.0721 |
| S2 |
1.0702 |
1.0702 |
1.0761 |
|
| S3 |
1.0606 |
1.0644 |
1.0752 |
|
| S4 |
1.0509 |
1.0547 |
1.0725 |
|
|
| 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 |
1.1267 |
|
2.618 |
1.1110 |
|
1.618 |
1.1013 |
|
1.000 |
1.0954 |
|
0.618 |
1.0917 |
|
HIGH |
1.0857 |
|
0.618 |
1.0820 |
|
0.500 |
1.0809 |
|
0.382 |
1.0797 |
|
LOW |
1.0761 |
|
0.618 |
1.0701 |
|
1.000 |
1.0664 |
|
1.618 |
1.0604 |
|
2.618 |
1.0508 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0862 |
| PP |
1.0799 |
1.0834 |
| S1 |
1.0789 |
1.0806 |
|