CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1296 |
-0.0037 |
-0.3% |
1.1256 |
| High |
1.1344 |
1.1321 |
-0.0024 |
-0.2% |
1.1342 |
| Low |
1.1277 |
1.1267 |
-0.0010 |
-0.1% |
1.1209 |
| Close |
1.1306 |
1.1298 |
-0.0008 |
-0.1% |
1.1316 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.0% |
0.0133 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,927 |
1,504 |
-1,423 |
-48.6% |
1,392 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1432 |
1.1328 |
|
| R3 |
1.1403 |
1.1378 |
1.1313 |
|
| R2 |
1.1349 |
1.1349 |
1.1308 |
|
| R1 |
1.1324 |
1.1324 |
1.1303 |
1.1336 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1301 |
| S1 |
1.1270 |
1.1270 |
1.1293 |
1.1282 |
| S2 |
1.1241 |
1.1241 |
1.1288 |
|
| S3 |
1.1187 |
1.1216 |
1.1283 |
|
| S4 |
1.1133 |
1.1162 |
1.1268 |
|
|
| 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 |
1.1550 |
|
2.618 |
1.1462 |
|
1.618 |
1.1408 |
|
1.000 |
1.1375 |
|
0.618 |
1.1354 |
|
HIGH |
1.1321 |
|
0.618 |
1.1300 |
|
0.500 |
1.1294 |
|
0.382 |
1.1287 |
|
LOW |
1.1267 |
|
0.618 |
1.1233 |
|
1.000 |
1.1213 |
|
1.618 |
1.1179 |
|
2.618 |
1.1125 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1297 |
1.1315 |
| PP |
1.1295 |
1.1309 |
| S1 |
1.1294 |
1.1304 |
|