CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2520 |
0.0074 |
0.6% |
1.2499 |
| High |
1.2534 |
1.2525 |
-0.0010 |
-0.1% |
1.2592 |
| Low |
1.2439 |
1.2419 |
-0.0020 |
-0.2% |
1.2439 |
| Close |
1.2534 |
1.2426 |
-0.0109 |
-0.9% |
1.2462 |
| Range |
0.0095 |
0.0106 |
0.0011 |
11.1% |
0.0153 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.8% |
0.0000 |
| Volume |
119 |
190 |
71 |
59.7% |
858 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2773 |
1.2705 |
1.2484 |
|
| R3 |
1.2667 |
1.2599 |
1.2455 |
|
| R2 |
1.2562 |
1.2562 |
1.2445 |
|
| R1 |
1.2494 |
1.2494 |
1.2435 |
1.2475 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2447 |
| S1 |
1.2388 |
1.2388 |
1.2416 |
1.2370 |
| S2 |
1.2351 |
1.2351 |
1.2406 |
|
| S3 |
1.2245 |
1.2283 |
1.2396 |
|
| S4 |
1.2140 |
1.2177 |
1.2367 |
|
|
| 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 |
1.2973 |
|
2.618 |
1.2801 |
|
1.618 |
1.2695 |
|
1.000 |
1.2630 |
|
0.618 |
1.2590 |
|
HIGH |
1.2525 |
|
0.618 |
1.2484 |
|
0.500 |
1.2472 |
|
0.382 |
1.2459 |
|
LOW |
1.2419 |
|
0.618 |
1.2354 |
|
1.000 |
1.2314 |
|
1.618 |
1.2248 |
|
2.618 |
1.2143 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2472 |
1.2477 |
| PP |
1.2456 |
1.2460 |
| S1 |
1.2441 |
1.2443 |
|