CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1333 |
0.0012 |
0.1% |
1.1256 |
| High |
1.1363 |
1.1344 |
-0.0019 |
-0.2% |
1.1342 |
| Low |
1.1306 |
1.1277 |
-0.0029 |
-0.3% |
1.1209 |
| Close |
1.1339 |
1.1306 |
-0.0033 |
-0.3% |
1.1316 |
| Range |
0.0058 |
0.0068 |
0.0010 |
17.4% |
0.0133 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
4,778 |
2,927 |
-1,851 |
-38.7% |
1,392 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1476 |
1.1343 |
|
| R3 |
1.1444 |
1.1409 |
1.1325 |
|
| R2 |
1.1376 |
1.1376 |
1.1318 |
|
| R1 |
1.1341 |
1.1341 |
1.1312 |
1.1325 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1301 |
| S1 |
1.1274 |
1.1274 |
1.1300 |
1.1258 |
| S2 |
1.1241 |
1.1241 |
1.1294 |
|
| S3 |
1.1174 |
1.1206 |
1.1287 |
|
| S4 |
1.1106 |
1.1139 |
1.1269 |
|
|
| 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 |
1.1631 |
|
2.618 |
1.1521 |
|
1.618 |
1.1453 |
|
1.000 |
1.1412 |
|
0.618 |
1.1386 |
|
HIGH |
1.1344 |
|
0.618 |
1.1318 |
|
0.500 |
1.1310 |
|
0.382 |
1.1302 |
|
LOW |
1.1277 |
|
0.618 |
1.1235 |
|
1.000 |
1.1209 |
|
1.618 |
1.1167 |
|
2.618 |
1.1100 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1320 |
| PP |
1.1309 |
1.1315 |
| S1 |
1.1307 |
1.1311 |
|