CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2085 |
1.2117 |
0.0032 |
0.3% |
1.2139 |
| High |
1.2129 |
1.2150 |
0.0021 |
0.2% |
1.2150 |
| Low |
1.2082 |
1.1984 |
-0.0099 |
-0.8% |
1.1964 |
| Close |
1.2120 |
1.2011 |
-0.0109 |
-0.9% |
1.2061 |
| Range |
0.0047 |
0.0166 |
0.0120 |
257.0% |
0.0186 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.9% |
0.0000 |
| Volume |
253 |
200 |
-53 |
-20.9% |
1,047 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2445 |
1.2102 |
|
| R3 |
1.2380 |
1.2279 |
1.2057 |
|
| R2 |
1.2214 |
1.2214 |
1.2041 |
|
| R1 |
1.2113 |
1.2113 |
1.2026 |
1.2080 |
| PP |
1.2048 |
1.2048 |
1.2048 |
1.2032 |
| S1 |
1.1947 |
1.1947 |
1.1996 |
1.1914 |
| S2 |
1.1882 |
1.1882 |
1.1981 |
|
| S3 |
1.1716 |
1.1781 |
1.1965 |
|
| S4 |
1.1550 |
1.1615 |
1.1920 |
|
|
| 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 |
1.2855 |
|
2.618 |
1.2584 |
|
1.618 |
1.2418 |
|
1.000 |
1.2316 |
|
0.618 |
1.2252 |
|
HIGH |
1.2150 |
|
0.618 |
1.2086 |
|
0.500 |
1.2067 |
|
0.382 |
1.2047 |
|
LOW |
1.1984 |
|
0.618 |
1.1881 |
|
1.000 |
1.1818 |
|
1.618 |
1.1715 |
|
2.618 |
1.1549 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2067 |
1.2067 |
| PP |
1.2048 |
1.2048 |
| S1 |
1.2030 |
1.2030 |
|