CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2117 |
1.2018 |
-0.0099 |
-0.8% |
1.2139 |
| High |
1.2150 |
1.2074 |
-0.0076 |
-0.6% |
1.2150 |
| Low |
1.1984 |
1.1987 |
0.0003 |
0.0% |
1.1964 |
| Close |
1.2011 |
1.2052 |
0.0041 |
0.3% |
1.2061 |
| Range |
0.0166 |
0.0087 |
-0.0079 |
-47.6% |
0.0186 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
200 |
304 |
104 |
52.0% |
1,047 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2262 |
1.2099 |
|
| R3 |
1.2211 |
1.2175 |
1.2075 |
|
| R2 |
1.2124 |
1.2124 |
1.2067 |
|
| R1 |
1.2088 |
1.2088 |
1.2059 |
1.2106 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2046 |
| S1 |
1.2001 |
1.2001 |
1.2044 |
1.2019 |
| S2 |
1.1950 |
1.1950 |
1.2036 |
|
| S3 |
1.1863 |
1.1914 |
1.2028 |
|
| S4 |
1.1776 |
1.1827 |
1.2004 |
|
|
| 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 |
1.2443 |
|
2.618 |
1.2301 |
|
1.618 |
1.2214 |
|
1.000 |
1.2161 |
|
0.618 |
1.2127 |
|
HIGH |
1.2074 |
|
0.618 |
1.2040 |
|
0.500 |
1.2030 |
|
0.382 |
1.2020 |
|
LOW |
1.1987 |
|
0.618 |
1.1933 |
|
1.000 |
1.1900 |
|
1.618 |
1.1846 |
|
2.618 |
1.1759 |
|
4.250 |
1.1617 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2044 |
1.2067 |
| PP |
1.2037 |
1.2062 |
| S1 |
1.2030 |
1.2057 |
|