CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0773 |
-0.0077 |
-0.7% |
1.0924 |
| High |
1.0857 |
1.0790 |
-0.0068 |
-0.6% |
1.0999 |
| Low |
1.0761 |
1.0741 |
-0.0020 |
-0.2% |
1.0741 |
| Close |
1.0779 |
1.0772 |
-0.0007 |
-0.1% |
1.0772 |
| Range |
0.0097 |
0.0049 |
-0.0048 |
-49.7% |
0.0258 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
483 |
379 |
-104 |
-21.5% |
2,402 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0891 |
1.0799 |
|
| R3 |
1.0865 |
1.0843 |
1.0785 |
|
| R2 |
1.0816 |
1.0816 |
1.0781 |
|
| R1 |
1.0794 |
1.0794 |
1.0776 |
1.0781 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0761 |
| S1 |
1.0746 |
1.0746 |
1.0768 |
1.0732 |
| S2 |
1.0719 |
1.0719 |
1.0763 |
|
| S3 |
1.0671 |
1.0697 |
1.0759 |
|
| S4 |
1.0622 |
1.0649 |
1.0745 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1448 |
1.0914 |
|
| R3 |
1.1352 |
1.1191 |
1.0843 |
|
| R2 |
1.1095 |
1.1095 |
1.0819 |
|
| R1 |
1.0933 |
1.0933 |
1.0796 |
1.0885 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0813 |
| S1 |
1.0676 |
1.0676 |
1.0748 |
1.0628 |
| S2 |
1.0580 |
1.0580 |
1.0725 |
|
| S3 |
1.0322 |
1.0418 |
1.0701 |
|
| S4 |
1.0065 |
1.0161 |
1.0630 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0916 |
|
1.618 |
1.0868 |
|
1.000 |
1.0838 |
|
0.618 |
1.0819 |
|
HIGH |
1.0790 |
|
0.618 |
1.0771 |
|
0.500 |
1.0765 |
|
0.382 |
1.0760 |
|
LOW |
1.0741 |
|
0.618 |
1.0711 |
|
1.000 |
1.0693 |
|
1.618 |
1.0663 |
|
2.618 |
1.0614 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0829 |
| PP |
1.0768 |
1.0810 |
| S1 |
1.0765 |
1.0791 |
|