CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1311 |
-0.0009 |
-0.1% |
1.1244 |
| High |
1.1346 |
1.1360 |
0.0014 |
0.1% |
1.1416 |
| Low |
1.1295 |
1.1307 |
0.0012 |
0.1% |
1.1239 |
| Close |
1.1296 |
1.1338 |
0.0042 |
0.4% |
1.1318 |
| Range |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
157 |
346 |
189 |
120.4% |
493 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1494 |
1.1469 |
1.1367 |
|
| R3 |
1.1441 |
1.1416 |
1.1352 |
|
| R2 |
1.1388 |
1.1388 |
1.1347 |
|
| R1 |
1.1363 |
1.1363 |
1.1342 |
1.1375 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1341 |
| S1 |
1.1310 |
1.1310 |
1.1333 |
1.1322 |
| S2 |
1.1282 |
1.1282 |
1.1328 |
|
| S3 |
1.1229 |
1.1257 |
1.1323 |
|
| S4 |
1.1176 |
1.1204 |
1.1308 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1764 |
1.1415 |
|
| R3 |
1.1678 |
1.1587 |
1.1367 |
|
| R2 |
1.1501 |
1.1501 |
1.1350 |
|
| R1 |
1.1410 |
1.1410 |
1.1334 |
1.1455 |
| PP |
1.1324 |
1.1324 |
1.1324 |
1.1347 |
| S1 |
1.1233 |
1.1233 |
1.1302 |
1.1278 |
| S2 |
1.1147 |
1.1147 |
1.1286 |
|
| S3 |
1.0970 |
1.1056 |
1.1269 |
|
| S4 |
1.0793 |
1.0879 |
1.1221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1498 |
|
1.618 |
1.1445 |
|
1.000 |
1.1413 |
|
0.618 |
1.1392 |
|
HIGH |
1.1360 |
|
0.618 |
1.1339 |
|
0.500 |
1.1333 |
|
0.382 |
1.1327 |
|
LOW |
1.1307 |
|
0.618 |
1.1274 |
|
1.000 |
1.1254 |
|
1.618 |
1.1221 |
|
2.618 |
1.1168 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1334 |
| PP |
1.1335 |
1.1331 |
| S1 |
1.1333 |
1.1327 |
|