CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1273 |
1.1288 |
0.0015 |
0.1% |
1.1256 |
| High |
1.1342 |
1.1324 |
-0.0019 |
-0.2% |
1.1342 |
| Low |
1.1269 |
1.1278 |
0.0009 |
0.1% |
1.1209 |
| Close |
1.1285 |
1.1316 |
0.0031 |
0.3% |
1.1316 |
| Range |
0.0073 |
0.0046 |
-0.0028 |
-37.7% |
0.0133 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
496 |
360 |
-136 |
-27.4% |
1,392 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1424 |
1.1341 |
|
| R3 |
1.1397 |
1.1379 |
1.1328 |
|
| R2 |
1.1351 |
1.1351 |
1.1324 |
|
| R1 |
1.1333 |
1.1333 |
1.1320 |
1.1342 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1310 |
| S1 |
1.1288 |
1.1288 |
1.1311 |
1.1297 |
| S2 |
1.1260 |
1.1260 |
1.1307 |
|
| S3 |
1.1215 |
1.1242 |
1.1303 |
|
| S4 |
1.1169 |
1.1197 |
1.1290 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1635 |
1.1389 |
|
| R3 |
1.1555 |
1.1502 |
1.1352 |
|
| R2 |
1.1422 |
1.1422 |
1.1340 |
|
| R1 |
1.1369 |
1.1369 |
1.1328 |
1.1395 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1302 |
| S1 |
1.1236 |
1.1236 |
1.1303 |
1.1262 |
| S2 |
1.1156 |
1.1156 |
1.1291 |
|
| S3 |
1.1023 |
1.1103 |
1.1279 |
|
| S4 |
1.0890 |
1.0970 |
1.1242 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1517 |
|
2.618 |
1.1443 |
|
1.618 |
1.1397 |
|
1.000 |
1.1369 |
|
0.618 |
1.1352 |
|
HIGH |
1.1324 |
|
0.618 |
1.1306 |
|
0.500 |
1.1301 |
|
0.382 |
1.1295 |
|
LOW |
1.1278 |
|
0.618 |
1.1250 |
|
1.000 |
1.1233 |
|
1.618 |
1.1204 |
|
2.618 |
1.1159 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1302 |
| PP |
1.1306 |
1.1289 |
| S1 |
1.1301 |
1.1276 |
|