CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2590 |
0.0069 |
0.6% |
1.2515 |
| High |
1.2581 |
1.2592 |
0.0012 |
0.1% |
1.2634 |
| Low |
1.2505 |
1.2535 |
0.0031 |
0.2% |
1.2457 |
| Close |
1.2581 |
1.2558 |
-0.0023 |
-0.2% |
1.2496 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
275 |
237 |
-38 |
-13.8% |
582 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2733 |
1.2702 |
1.2589 |
|
| R3 |
1.2676 |
1.2645 |
1.2573 |
|
| R2 |
1.2619 |
1.2619 |
1.2568 |
|
| R1 |
1.2588 |
1.2588 |
1.2563 |
1.2575 |
| PP |
1.2562 |
1.2562 |
1.2562 |
1.2555 |
| S1 |
1.2531 |
1.2531 |
1.2552 |
1.2518 |
| S2 |
1.2505 |
1.2505 |
1.2547 |
|
| S3 |
1.2448 |
1.2474 |
1.2542 |
|
| S4 |
1.2391 |
1.2417 |
1.2526 |
|
|
| 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 |
1.2834 |
|
2.618 |
1.2741 |
|
1.618 |
1.2684 |
|
1.000 |
1.2649 |
|
0.618 |
1.2627 |
|
HIGH |
1.2592 |
|
0.618 |
1.2570 |
|
0.500 |
1.2564 |
|
0.382 |
1.2557 |
|
LOW |
1.2535 |
|
0.618 |
1.2500 |
|
1.000 |
1.2478 |
|
1.618 |
1.2443 |
|
2.618 |
1.2386 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2564 |
1.2550 |
| PP |
1.2562 |
1.2542 |
| S1 |
1.2560 |
1.2534 |
|