CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1329 |
0.0018 |
0.2% |
1.1244 |
| High |
1.1360 |
1.1362 |
0.0003 |
0.0% |
1.1416 |
| Low |
1.1307 |
1.1310 |
0.0004 |
0.0% |
1.1239 |
| Close |
1.1338 |
1.1328 |
-0.0010 |
-0.1% |
1.1318 |
| Range |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0177 |
| ATR |
|
|
|
|
|
| Volume |
346 |
238 |
-108 |
-31.2% |
493 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1461 |
1.1357 |
|
| R3 |
1.1437 |
1.1409 |
1.1342 |
|
| R2 |
1.1385 |
1.1385 |
1.1338 |
|
| R1 |
1.1357 |
1.1357 |
1.1333 |
1.1345 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1328 |
| S1 |
1.1305 |
1.1305 |
1.1323 |
1.1293 |
| S2 |
1.1281 |
1.1281 |
1.1318 |
|
| S3 |
1.1229 |
1.1253 |
1.1314 |
|
| S4 |
1.1177 |
1.1201 |
1.1299 |
|
|
| 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 |
1.1583 |
|
2.618 |
1.1498 |
|
1.618 |
1.1446 |
|
1.000 |
1.1414 |
|
0.618 |
1.1394 |
|
HIGH |
1.1362 |
|
0.618 |
1.1342 |
|
0.500 |
1.1336 |
|
0.382 |
1.1330 |
|
LOW |
1.1310 |
|
0.618 |
1.1278 |
|
1.000 |
1.1258 |
|
1.618 |
1.1226 |
|
2.618 |
1.1174 |
|
4.250 |
1.1089 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1328 |
| PP |
1.1333 |
1.1328 |
| S1 |
1.1331 |
1.1328 |
|