CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2494 |
1.2528 |
0.0034 |
0.3% |
1.2447 |
| High |
1.2543 |
1.2630 |
0.0087 |
0.7% |
1.2555 |
| Low |
1.2491 |
1.2528 |
0.0038 |
0.3% |
1.2418 |
| Close |
1.2537 |
1.2625 |
0.0088 |
0.7% |
1.2537 |
| Range |
0.0053 |
0.0102 |
0.0050 |
94.3% |
0.0137 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
1.9% |
0.0000 |
| Volume |
202 |
215 |
13 |
6.4% |
1,088 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2864 |
1.2681 |
|
| R3 |
1.2798 |
1.2762 |
1.2653 |
|
| R2 |
1.2696 |
1.2696 |
1.2643 |
|
| R1 |
1.2660 |
1.2660 |
1.2634 |
1.2678 |
| PP |
1.2594 |
1.2594 |
1.2594 |
1.2603 |
| S1 |
1.2558 |
1.2558 |
1.2615 |
1.2576 |
| S2 |
1.2492 |
1.2492 |
1.2606 |
|
| S3 |
1.2390 |
1.2456 |
1.2596 |
|
| S4 |
1.2288 |
1.2354 |
1.2568 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2863 |
1.2612 |
|
| R3 |
1.2777 |
1.2726 |
1.2575 |
|
| R2 |
1.2640 |
1.2640 |
1.2562 |
|
| R1 |
1.2589 |
1.2589 |
1.2550 |
1.2615 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2516 |
| S1 |
1.2452 |
1.2452 |
1.2524 |
1.2478 |
| S2 |
1.2366 |
1.2366 |
1.2512 |
|
| S3 |
1.2229 |
1.2315 |
1.2499 |
|
| S4 |
1.2092 |
1.2178 |
1.2462 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3064 |
|
2.618 |
1.2897 |
|
1.618 |
1.2795 |
|
1.000 |
1.2732 |
|
0.618 |
1.2693 |
|
HIGH |
1.2630 |
|
0.618 |
1.2591 |
|
0.500 |
1.2579 |
|
0.382 |
1.2567 |
|
LOW |
1.2528 |
|
0.618 |
1.2465 |
|
1.000 |
1.2426 |
|
1.618 |
1.2363 |
|
2.618 |
1.2261 |
|
4.250 |
1.2095 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2597 |
| PP |
1.2594 |
1.2570 |
| S1 |
1.2579 |
1.2543 |
|