CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2590 |
1.2560 |
-0.0030 |
-0.2% |
1.2515 |
| High |
1.2592 |
1.2560 |
-0.0033 |
-0.3% |
1.2634 |
| Low |
1.2535 |
1.2484 |
-0.0051 |
-0.4% |
1.2457 |
| Close |
1.2558 |
1.2484 |
-0.0074 |
-0.6% |
1.2496 |
| Range |
0.0057 |
0.0076 |
0.0019 |
32.5% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
237 |
59 |
-178 |
-75.1% |
582 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2685 |
1.2526 |
|
| R3 |
1.2660 |
1.2610 |
1.2505 |
|
| R2 |
1.2585 |
1.2585 |
1.2498 |
|
| R1 |
1.2534 |
1.2534 |
1.2491 |
1.2522 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2503 |
| S1 |
1.2459 |
1.2459 |
1.2477 |
1.2446 |
| S2 |
1.2434 |
1.2434 |
1.2470 |
|
| S3 |
1.2358 |
1.2383 |
1.2463 |
|
| S4 |
1.2283 |
1.2308 |
1.2442 |
|
|
| 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 |
1.2880 |
|
2.618 |
1.2757 |
|
1.618 |
1.2682 |
|
1.000 |
1.2635 |
|
0.618 |
1.2606 |
|
HIGH |
1.2560 |
|
0.618 |
1.2531 |
|
0.500 |
1.2522 |
|
0.382 |
1.2513 |
|
LOW |
1.2484 |
|
0.618 |
1.2437 |
|
1.000 |
1.2409 |
|
1.618 |
1.2362 |
|
2.618 |
1.2286 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2522 |
1.2538 |
| PP |
1.2509 |
1.2520 |
| S1 |
1.2497 |
1.2502 |
|