CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2486 |
1.2447 |
-0.0040 |
-0.3% |
1.2499 |
| High |
1.2511 |
1.2534 |
0.0024 |
0.2% |
1.2592 |
| Low |
1.2439 |
1.2439 |
0.0000 |
0.0% |
1.2439 |
| Close |
1.2462 |
1.2534 |
0.0072 |
0.6% |
1.2462 |
| Range |
0.0072 |
0.0095 |
0.0024 |
32.9% |
0.0153 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.1% |
0.0000 |
| Volume |
62 |
119 |
57 |
91.9% |
858 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2787 |
1.2756 |
1.2586 |
|
| R3 |
1.2692 |
1.2661 |
1.2560 |
|
| R2 |
1.2597 |
1.2597 |
1.2551 |
|
| R1 |
1.2566 |
1.2566 |
1.2543 |
1.2582 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2510 |
| S1 |
1.2471 |
1.2471 |
1.2525 |
1.2487 |
| S2 |
1.2407 |
1.2407 |
1.2517 |
|
| S3 |
1.2312 |
1.2376 |
1.2508 |
|
| S4 |
1.2217 |
1.2281 |
1.2482 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2862 |
1.2546 |
|
| R3 |
1.2804 |
1.2709 |
1.2504 |
|
| R2 |
1.2651 |
1.2651 |
1.2490 |
|
| R1 |
1.2556 |
1.2556 |
1.2476 |
1.2527 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2483 |
| S1 |
1.2403 |
1.2403 |
1.2448 |
1.2374 |
| S2 |
1.2345 |
1.2345 |
1.2434 |
|
| S3 |
1.2192 |
1.2250 |
1.2420 |
|
| S4 |
1.2039 |
1.2097 |
1.2378 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2783 |
|
1.618 |
1.2688 |
|
1.000 |
1.2629 |
|
0.618 |
1.2593 |
|
HIGH |
1.2534 |
|
0.618 |
1.2498 |
|
0.500 |
1.2487 |
|
0.382 |
1.2475 |
|
LOW |
1.2439 |
|
0.618 |
1.2380 |
|
1.000 |
1.2344 |
|
1.618 |
1.2285 |
|
2.618 |
1.2190 |
|
4.250 |
1.2035 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2522 |
| PP |
1.2502 |
1.2511 |
| S1 |
1.2487 |
1.2499 |
|