CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2165 |
1.2139 |
-0.0026 |
-0.2% |
1.2029 |
| High |
1.2214 |
1.2150 |
-0.0064 |
-0.5% |
1.2214 |
| Low |
1.2143 |
1.2073 |
-0.0070 |
-0.6% |
1.2002 |
| Close |
1.2153 |
1.2087 |
-0.0066 |
-0.5% |
1.2153 |
| Range |
0.0071 |
0.0077 |
0.0006 |
7.7% |
0.0212 |
| ATR |
|
|
|
|
|
| Volume |
110 |
254 |
144 |
130.9% |
666 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2286 |
1.2129 |
|
| R3 |
1.2256 |
1.2210 |
1.2108 |
|
| R2 |
1.2180 |
1.2180 |
1.2101 |
|
| R1 |
1.2133 |
1.2133 |
1.2094 |
1.2118 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2096 |
| S1 |
1.2057 |
1.2057 |
1.2080 |
1.2042 |
| S2 |
1.2027 |
1.2027 |
1.2073 |
|
| S3 |
1.1950 |
1.1980 |
1.2066 |
|
| S4 |
1.1874 |
1.1904 |
1.2045 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2757 |
1.2666 |
1.2269 |
|
| R3 |
1.2546 |
1.2455 |
1.2211 |
|
| R2 |
1.2334 |
1.2334 |
1.2191 |
|
| R1 |
1.2243 |
1.2243 |
1.2172 |
1.2289 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2145 |
| S1 |
1.2032 |
1.2032 |
1.2133 |
1.2077 |
| S2 |
1.1911 |
1.1911 |
1.2114 |
|
| S3 |
1.1700 |
1.1820 |
1.2094 |
|
| S4 |
1.1488 |
1.1609 |
1.2036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2475 |
|
2.618 |
1.2350 |
|
1.618 |
1.2273 |
|
1.000 |
1.2226 |
|
0.618 |
1.2197 |
|
HIGH |
1.2150 |
|
0.618 |
1.2120 |
|
0.500 |
1.2111 |
|
0.382 |
1.2102 |
|
LOW |
1.2073 |
|
0.618 |
1.2026 |
|
1.000 |
1.1997 |
|
1.618 |
1.1949 |
|
2.618 |
1.1873 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2111 |
1.2138 |
| PP |
1.2103 |
1.2121 |
| S1 |
1.2095 |
1.2104 |
|