CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1298 |
-0.0003 |
0.0% |
1.1321 |
| High |
1.1330 |
1.1335 |
0.0005 |
0.0% |
1.1363 |
| Low |
1.1278 |
1.1237 |
-0.0041 |
-0.4% |
1.1237 |
| Close |
1.1296 |
1.1322 |
0.0026 |
0.2% |
1.1322 |
| Range |
0.0052 |
0.0098 |
0.0046 |
87.5% |
0.0126 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.9% |
0.0000 |
| Volume |
1,026 |
1,719 |
693 |
67.5% |
11,954 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1553 |
1.1375 |
|
| R3 |
1.1493 |
1.1456 |
1.1348 |
|
| R2 |
1.1395 |
1.1395 |
1.1339 |
|
| R1 |
1.1358 |
1.1358 |
1.1330 |
1.1377 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1307 |
| S1 |
1.1261 |
1.1261 |
1.1313 |
1.1279 |
| S2 |
1.1200 |
1.1200 |
1.1304 |
|
| S3 |
1.1103 |
1.1163 |
1.1295 |
|
| S4 |
1.1005 |
1.1066 |
1.1268 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1629 |
1.1391 |
|
| R3 |
1.1559 |
1.1503 |
1.1356 |
|
| R2 |
1.1433 |
1.1433 |
1.1345 |
|
| R1 |
1.1377 |
1.1377 |
1.1333 |
1.1405 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1321 |
| S1 |
1.1251 |
1.1251 |
1.1310 |
1.1279 |
| S2 |
1.1181 |
1.1181 |
1.1298 |
|
| S3 |
1.1055 |
1.1125 |
1.1287 |
|
| S4 |
1.0929 |
1.0999 |
1.1252 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1590 |
|
1.618 |
1.1492 |
|
1.000 |
1.1432 |
|
0.618 |
1.1395 |
|
HIGH |
1.1335 |
|
0.618 |
1.1297 |
|
0.500 |
1.1286 |
|
0.382 |
1.1274 |
|
LOW |
1.1237 |
|
0.618 |
1.1177 |
|
1.000 |
1.1140 |
|
1.618 |
1.1079 |
|
2.618 |
1.0982 |
|
4.250 |
1.0823 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1310 |
| PP |
1.1298 |
1.1298 |
| S1 |
1.1286 |
1.1286 |
|