CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2077 |
1.2093 |
0.0016 |
0.1% |
1.2029 |
| High |
1.2100 |
1.2114 |
0.0014 |
0.1% |
1.2214 |
| Low |
1.2051 |
1.1996 |
-0.0055 |
-0.5% |
1.2002 |
| Close |
1.2094 |
1.1996 |
-0.0098 |
-0.8% |
1.2153 |
| Range |
0.0049 |
0.0118 |
0.0069 |
139.8% |
0.0212 |
| ATR |
|
|
|
|
|
| Volume |
108 |
405 |
297 |
275.0% |
666 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2309 |
1.2061 |
|
| R3 |
1.2270 |
1.2192 |
1.2028 |
|
| R2 |
1.2153 |
1.2153 |
1.2018 |
|
| R1 |
1.2074 |
1.2074 |
1.2007 |
1.2055 |
| PP |
1.2035 |
1.2035 |
1.2035 |
1.2025 |
| S1 |
1.1957 |
1.1957 |
1.1985 |
1.1937 |
| S2 |
1.1918 |
1.1918 |
1.1974 |
|
| S3 |
1.1800 |
1.1839 |
1.1964 |
|
| S4 |
1.1683 |
1.1722 |
1.1931 |
|
|
| 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 |
1.2613 |
|
2.618 |
1.2421 |
|
1.618 |
1.2304 |
|
1.000 |
1.2231 |
|
0.618 |
1.2186 |
|
HIGH |
1.2114 |
|
0.618 |
1.2069 |
|
0.500 |
1.2055 |
|
0.382 |
1.2041 |
|
LOW |
1.1996 |
|
0.618 |
1.1923 |
|
1.000 |
1.1879 |
|
1.618 |
1.1806 |
|
2.618 |
1.1688 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2055 |
1.2073 |
| PP |
1.2035 |
1.2047 |
| S1 |
1.2016 |
1.2022 |
|