CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2139 |
1.2077 |
-0.0062 |
-0.5% |
1.2029 |
| High |
1.2150 |
1.2100 |
-0.0050 |
-0.4% |
1.2214 |
| Low |
1.2073 |
1.2051 |
-0.0022 |
-0.2% |
1.2002 |
| Close |
1.2087 |
1.2094 |
0.0007 |
0.1% |
1.2153 |
| Range |
0.0077 |
0.0049 |
-0.0028 |
-35.9% |
0.0212 |
| ATR |
|
|
|
|
|
| Volume |
254 |
108 |
-146 |
-57.5% |
666 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2229 |
1.2210 |
1.2121 |
|
| R3 |
1.2180 |
1.2161 |
1.2107 |
|
| R2 |
1.2131 |
1.2131 |
1.2103 |
|
| R1 |
1.2112 |
1.2112 |
1.2098 |
1.2122 |
| PP |
1.2082 |
1.2082 |
1.2082 |
1.2086 |
| S1 |
1.2063 |
1.2063 |
1.2090 |
1.2073 |
| S2 |
1.2033 |
1.2033 |
1.2085 |
|
| S3 |
1.1984 |
1.2014 |
1.2081 |
|
| S4 |
1.1935 |
1.1965 |
1.2067 |
|
|
| 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 |
1.2308 |
|
2.618 |
1.2228 |
|
1.618 |
1.2179 |
|
1.000 |
1.2149 |
|
0.618 |
1.2130 |
|
HIGH |
1.2100 |
|
0.618 |
1.2081 |
|
0.500 |
1.2076 |
|
0.382 |
1.2070 |
|
LOW |
1.2051 |
|
0.618 |
1.2021 |
|
1.000 |
1.2002 |
|
1.618 |
1.1972 |
|
2.618 |
1.1923 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2088 |
1.2132 |
| PP |
1.2082 |
1.2120 |
| S1 |
1.2076 |
1.2107 |
|