CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2093 |
1.2010 |
-0.0084 |
-0.7% |
1.2029 |
| High |
1.2114 |
1.2041 |
-0.0073 |
-0.6% |
1.2214 |
| Low |
1.1996 |
1.1964 |
-0.0033 |
-0.3% |
1.2002 |
| Close |
1.1996 |
1.2034 |
0.0038 |
0.3% |
1.2153 |
| Range |
0.0118 |
0.0077 |
-0.0041 |
-34.5% |
0.0212 |
| ATR |
0.0000 |
0.0098 |
0.0098 |
|
0.0000 |
| Volume |
405 |
208 |
-197 |
-48.6% |
666 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2216 |
1.2076 |
|
| R3 |
1.2167 |
1.2139 |
1.2055 |
|
| R2 |
1.2090 |
1.2090 |
1.2048 |
|
| R1 |
1.2062 |
1.2062 |
1.2041 |
1.2076 |
| PP |
1.2013 |
1.2013 |
1.2013 |
1.2020 |
| S1 |
1.1985 |
1.1985 |
1.2026 |
1.1999 |
| S2 |
1.1936 |
1.1936 |
1.2019 |
|
| S3 |
1.1859 |
1.1908 |
1.2012 |
|
| S4 |
1.1782 |
1.1831 |
1.1991 |
|
|
| 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 |
1.2368 |
|
2.618 |
1.2242 |
|
1.618 |
1.2165 |
|
1.000 |
1.2118 |
|
0.618 |
1.2088 |
|
HIGH |
1.2041 |
|
0.618 |
1.2011 |
|
0.500 |
1.2002 |
|
0.382 |
1.1993 |
|
LOW |
1.1964 |
|
0.618 |
1.1916 |
|
1.000 |
1.1887 |
|
1.618 |
1.1839 |
|
2.618 |
1.1762 |
|
4.250 |
1.1636 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2023 |
1.2039 |
| PP |
1.2013 |
1.2037 |
| S1 |
1.2002 |
1.2035 |
|