CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2499 |
1.2521 |
0.0022 |
0.2% |
1.2515 |
| High |
1.2518 |
1.2581 |
0.0063 |
0.5% |
1.2634 |
| Low |
1.2475 |
1.2505 |
0.0030 |
0.2% |
1.2457 |
| Close |
1.2518 |
1.2581 |
0.0063 |
0.5% |
1.2496 |
| Range |
0.0043 |
0.0076 |
0.0034 |
78.8% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
225 |
275 |
50 |
22.2% |
582 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2758 |
1.2622 |
|
| R3 |
1.2707 |
1.2682 |
1.2601 |
|
| R2 |
1.2631 |
1.2631 |
1.2594 |
|
| R1 |
1.2606 |
1.2606 |
1.2587 |
1.2619 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2562 |
| S1 |
1.2530 |
1.2530 |
1.2574 |
1.2543 |
| S2 |
1.2479 |
1.2479 |
1.2567 |
|
| S3 |
1.2403 |
1.2454 |
1.2560 |
|
| S4 |
1.2327 |
1.2378 |
1.2539 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2955 |
1.2593 |
|
| R3 |
1.2883 |
1.2778 |
1.2545 |
|
| R2 |
1.2706 |
1.2706 |
1.2528 |
|
| R1 |
1.2601 |
1.2601 |
1.2512 |
1.2565 |
| PP |
1.2529 |
1.2529 |
1.2529 |
1.2511 |
| S1 |
1.2424 |
1.2424 |
1.2480 |
1.2388 |
| S2 |
1.2352 |
1.2352 |
1.2464 |
|
| S3 |
1.2175 |
1.2247 |
1.2447 |
|
| S4 |
1.1998 |
1.2070 |
1.2399 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2904 |
|
2.618 |
1.2779 |
|
1.618 |
1.2703 |
|
1.000 |
1.2657 |
|
0.618 |
1.2627 |
|
HIGH |
1.2581 |
|
0.618 |
1.2551 |
|
0.500 |
1.2543 |
|
0.382 |
1.2534 |
|
LOW |
1.2505 |
|
0.618 |
1.2458 |
|
1.000 |
1.2429 |
|
1.618 |
1.2382 |
|
2.618 |
1.2306 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2568 |
1.2560 |
| PP |
1.2555 |
1.2539 |
| S1 |
1.2543 |
1.2519 |
|