CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.2050 |
0.0041 |
0.3% |
1.2139 |
| High |
1.2041 |
1.2107 |
0.0067 |
0.6% |
1.2150 |
| Low |
1.1964 |
1.2026 |
0.0063 |
0.5% |
1.1964 |
| Close |
1.2034 |
1.2061 |
0.0028 |
0.2% |
1.2061 |
| Range |
0.0077 |
0.0081 |
0.0004 |
5.2% |
0.0186 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
208 |
72 |
-136 |
-65.4% |
1,047 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2308 |
1.2265 |
1.2106 |
|
| R3 |
1.2227 |
1.2184 |
1.2083 |
|
| R2 |
1.2146 |
1.2146 |
1.2076 |
|
| R1 |
1.2103 |
1.2103 |
1.2068 |
1.2125 |
| PP |
1.2065 |
1.2065 |
1.2065 |
1.2075 |
| S1 |
1.2022 |
1.2022 |
1.2054 |
1.2044 |
| S2 |
1.1984 |
1.1984 |
1.2046 |
|
| S3 |
1.1903 |
1.1941 |
1.2039 |
|
| S4 |
1.1822 |
1.1860 |
1.2016 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2525 |
1.2163 |
|
| R3 |
1.2430 |
1.2339 |
1.2112 |
|
| R2 |
1.2244 |
1.2244 |
1.2095 |
|
| R1 |
1.2153 |
1.2153 |
1.2078 |
1.2105 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2034 |
| S1 |
1.1967 |
1.1967 |
1.2044 |
1.1919 |
| S2 |
1.1872 |
1.1872 |
1.2027 |
|
| S3 |
1.1686 |
1.1781 |
1.2010 |
|
| S4 |
1.1500 |
1.1595 |
1.1959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2451 |
|
2.618 |
1.2319 |
|
1.618 |
1.2238 |
|
1.000 |
1.2188 |
|
0.618 |
1.2157 |
|
HIGH |
1.2107 |
|
0.618 |
1.2076 |
|
0.500 |
1.2067 |
|
0.382 |
1.2057 |
|
LOW |
1.2026 |
|
0.618 |
1.1976 |
|
1.000 |
1.1945 |
|
1.618 |
1.1895 |
|
2.618 |
1.1814 |
|
4.250 |
1.1682 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2067 |
1.2054 |
| PP |
1.2065 |
1.2046 |
| S1 |
1.2063 |
1.2039 |
|