CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2045 |
1.1974 |
-0.0071 |
-0.6% |
1.2070 |
| High |
1.2056 |
1.1981 |
-0.0075 |
-0.6% |
1.2150 |
| Low |
1.1955 |
1.1878 |
-0.0078 |
-0.6% |
1.1984 |
| Close |
1.1966 |
1.1919 |
-0.0047 |
-0.4% |
1.2064 |
| Range |
0.0101 |
0.0104 |
0.0003 |
3.0% |
0.0166 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.6% |
0.0000 |
| Volume |
616 |
301 |
-315 |
-51.1% |
1,282 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2181 |
1.1975 |
|
| R3 |
1.2133 |
1.2077 |
1.1947 |
|
| R2 |
1.2029 |
1.2029 |
1.1937 |
|
| R1 |
1.1974 |
1.1974 |
1.1928 |
1.1950 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1914 |
| S1 |
1.1870 |
1.1870 |
1.1909 |
1.1846 |
| S2 |
1.1822 |
1.1822 |
1.1900 |
|
| S3 |
1.1719 |
1.1767 |
1.1890 |
|
| S4 |
1.1615 |
1.1663 |
1.1862 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2564 |
1.2480 |
1.2155 |
|
| R3 |
1.2398 |
1.2314 |
1.2110 |
|
| R2 |
1.2232 |
1.2232 |
1.2094 |
|
| R1 |
1.2148 |
1.2148 |
1.2079 |
1.2107 |
| PP |
1.2066 |
1.2066 |
1.2066 |
1.2045 |
| S1 |
1.1982 |
1.1982 |
1.2049 |
1.1941 |
| S2 |
1.1900 |
1.1900 |
1.2034 |
|
| S3 |
1.1734 |
1.1816 |
1.2018 |
|
| S4 |
1.1568 |
1.1650 |
1.1973 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2421 |
|
2.618 |
1.2252 |
|
1.618 |
1.2148 |
|
1.000 |
1.2085 |
|
0.618 |
1.2045 |
|
HIGH |
1.1981 |
|
0.618 |
1.1941 |
|
0.500 |
1.1929 |
|
0.382 |
1.1917 |
|
LOW |
1.1878 |
|
0.618 |
1.1814 |
|
1.000 |
1.1774 |
|
1.618 |
1.1710 |
|
2.618 |
1.1607 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.2001 |
| PP |
1.1926 |
1.1973 |
| S1 |
1.1922 |
1.1946 |
|