CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1288 |
1.1321 |
0.0033 |
0.3% |
1.1256 |
| High |
1.1324 |
1.1363 |
0.0040 |
0.3% |
1.1342 |
| Low |
1.1278 |
1.1306 |
0.0028 |
0.2% |
1.1209 |
| Close |
1.1316 |
1.1339 |
0.0024 |
0.2% |
1.1316 |
| Range |
0.0046 |
0.0058 |
0.0012 |
26.4% |
0.0133 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
360 |
4,778 |
4,418 |
1,227.2% |
1,392 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1481 |
1.1371 |
|
| R3 |
1.1451 |
1.1424 |
1.1355 |
|
| R2 |
1.1393 |
1.1393 |
1.1350 |
|
| R1 |
1.1366 |
1.1366 |
1.1344 |
1.1380 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1343 |
| S1 |
1.1309 |
1.1309 |
1.1334 |
1.1322 |
| S2 |
1.1278 |
1.1278 |
1.1328 |
|
| S3 |
1.1221 |
1.1251 |
1.1323 |
|
| S4 |
1.1163 |
1.1194 |
1.1307 |
|
|
| 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 |
1.1607 |
|
2.618 |
1.1514 |
|
1.618 |
1.1456 |
|
1.000 |
1.1421 |
|
0.618 |
1.1399 |
|
HIGH |
1.1363 |
|
0.618 |
1.1341 |
|
0.500 |
1.1334 |
|
0.382 |
1.1327 |
|
LOW |
1.1306 |
|
0.618 |
1.1270 |
|
1.000 |
1.1248 |
|
1.618 |
1.1212 |
|
2.618 |
1.1155 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1337 |
1.1331 |
| PP |
1.1336 |
1.1324 |
| S1 |
1.1334 |
1.1316 |
|