CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2070 |
0.0020 |
0.2% |
1.2139 |
| High |
1.2107 |
1.2090 |
-0.0018 |
-0.1% |
1.2150 |
| Low |
1.2026 |
1.2037 |
0.0011 |
0.1% |
1.1964 |
| Close |
1.2061 |
1.2074 |
0.0013 |
0.1% |
1.2061 |
| Range |
0.0081 |
0.0053 |
-0.0029 |
-35.2% |
0.0186 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
72 |
243 |
171 |
237.5% |
1,047 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2224 |
1.2201 |
1.2102 |
|
| R3 |
1.2172 |
1.2149 |
1.2088 |
|
| R2 |
1.2119 |
1.2119 |
1.2083 |
|
| R1 |
1.2096 |
1.2096 |
1.2078 |
1.2108 |
| PP |
1.2067 |
1.2067 |
1.2067 |
1.2072 |
| S1 |
1.2044 |
1.2044 |
1.2069 |
1.2055 |
| S2 |
1.2014 |
1.2014 |
1.2064 |
|
| S3 |
1.1962 |
1.1991 |
1.2059 |
|
| S4 |
1.1909 |
1.1939 |
1.2045 |
|
|
| 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 |
1.2313 |
|
2.618 |
1.2227 |
|
1.618 |
1.2174 |
|
1.000 |
1.2142 |
|
0.618 |
1.2122 |
|
HIGH |
1.2090 |
|
0.618 |
1.2069 |
|
0.500 |
1.2063 |
|
0.382 |
1.2057 |
|
LOW |
1.2037 |
|
0.618 |
1.2005 |
|
1.000 |
1.1985 |
|
1.618 |
1.1952 |
|
2.618 |
1.1900 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2070 |
1.2061 |
| PP |
1.2067 |
1.2048 |
| S1 |
1.2063 |
1.2035 |
|