CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1974 |
1.1908 |
-0.0067 |
-0.6% |
1.2070 |
| High |
1.1981 |
1.1911 |
-0.0071 |
-0.6% |
1.2150 |
| Low |
1.1878 |
1.1838 |
-0.0040 |
-0.3% |
1.1984 |
| Close |
1.1919 |
1.1877 |
-0.0042 |
-0.4% |
1.2064 |
| Range |
0.0104 |
0.0073 |
-0.0031 |
-29.5% |
0.0166 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
301 |
339 |
38 |
12.6% |
1,282 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2094 |
1.2058 |
1.1917 |
|
| R3 |
1.2021 |
1.1985 |
1.1897 |
|
| R2 |
1.1948 |
1.1948 |
1.1890 |
|
| R1 |
1.1912 |
1.1912 |
1.1883 |
1.1894 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1866 |
| S1 |
1.1839 |
1.1839 |
1.1870 |
1.1821 |
| S2 |
1.1802 |
1.1802 |
1.1863 |
|
| S3 |
1.1729 |
1.1766 |
1.1856 |
|
| S4 |
1.1656 |
1.1693 |
1.1836 |
|
|
| 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 |
1.2221 |
|
2.618 |
1.2102 |
|
1.618 |
1.2029 |
|
1.000 |
1.1984 |
|
0.618 |
1.1956 |
|
HIGH |
1.1911 |
|
0.618 |
1.1883 |
|
0.500 |
1.1874 |
|
0.382 |
1.1865 |
|
LOW |
1.1838 |
|
0.618 |
1.1792 |
|
1.000 |
1.1765 |
|
1.618 |
1.1719 |
|
2.618 |
1.1646 |
|
4.250 |
1.1527 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1876 |
1.1947 |
| PP |
1.1875 |
1.1923 |
| S1 |
1.1874 |
1.1900 |
|