CME Euro FX (E) Future March 2017
Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.1296 |
1.1301 |
0.0005 |
0.0% |
1.1256 |
High |
1.1321 |
1.1330 |
0.0010 |
0.1% |
1.1342 |
Low |
1.1267 |
1.1278 |
0.0012 |
0.1% |
1.1209 |
Close |
1.1298 |
1.1296 |
-0.0003 |
0.0% |
1.1316 |
Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0133 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1,504 |
1,026 |
-478 |
-31.8% |
1,392 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1457 |
1.1428 |
1.1324 |
|
R3 |
1.1405 |
1.1376 |
1.1310 |
|
R2 |
1.1353 |
1.1353 |
1.1305 |
|
R1 |
1.1324 |
1.1324 |
1.1300 |
1.1313 |
PP |
1.1301 |
1.1301 |
1.1301 |
1.1295 |
S1 |
1.1272 |
1.1272 |
1.1291 |
1.1261 |
S2 |
1.1249 |
1.1249 |
1.1286 |
|
S3 |
1.1197 |
1.1220 |
1.1281 |
|
S4 |
1.1145 |
1.1168 |
1.1267 |
|
|
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 |
1.1551 |
2.618 |
1.1466 |
1.618 |
1.1414 |
1.000 |
1.1382 |
0.618 |
1.1362 |
HIGH |
1.1330 |
0.618 |
1.1310 |
0.500 |
1.1304 |
0.382 |
1.1298 |
LOW |
1.1278 |
0.618 |
1.1246 |
1.000 |
1.1226 |
1.618 |
1.1194 |
2.618 |
1.1142 |
4.250 |
1.1057 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1304 |
1.1305 |
PP |
1.1301 |
1.1302 |
S1 |
1.1298 |
1.1299 |
|