CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2070 |
1.2085 |
0.0015 |
0.1% |
1.2139 |
| High |
1.2090 |
1.2129 |
0.0039 |
0.3% |
1.2150 |
| Low |
1.2037 |
1.2082 |
0.0045 |
0.4% |
1.1964 |
| Close |
1.2074 |
1.2120 |
0.0046 |
0.4% |
1.2061 |
| Range |
0.0053 |
0.0047 |
-0.0006 |
-11.4% |
0.0186 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
243 |
253 |
10 |
4.1% |
1,047 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2231 |
1.2145 |
|
| R3 |
1.2203 |
1.2185 |
1.2132 |
|
| R2 |
1.2157 |
1.2157 |
1.2128 |
|
| R1 |
1.2138 |
1.2138 |
1.2124 |
1.2147 |
| PP |
1.2110 |
1.2110 |
1.2110 |
1.2115 |
| S1 |
1.2092 |
1.2092 |
1.2115 |
1.2101 |
| S2 |
1.2064 |
1.2064 |
1.2111 |
|
| S3 |
1.2017 |
1.2045 |
1.2107 |
|
| S4 |
1.1971 |
1.1999 |
1.2094 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2525 |
1.2163 |
|
| R3 |
1.2430 |
1.2339 |
1.2112 |
|
| R2 |
1.2244 |
1.2244 |
1.2095 |
|
| R1 |
1.2153 |
1.2153 |
1.2078 |
1.2105 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2034 |
| S1 |
1.1967 |
1.1967 |
1.2044 |
1.1919 |
| S2 |
1.1872 |
1.1872 |
1.2027 |
|
| S3 |
1.1686 |
1.1781 |
1.2010 |
|
| S4 |
1.1500 |
1.1595 |
1.1959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2326 |
|
2.618 |
1.2250 |
|
1.618 |
1.2204 |
|
1.000 |
1.2175 |
|
0.618 |
1.2157 |
|
HIGH |
1.2129 |
|
0.618 |
1.2111 |
|
0.500 |
1.2105 |
|
0.382 |
1.2100 |
|
LOW |
1.2082 |
|
0.618 |
1.2053 |
|
1.000 |
1.2036 |
|
1.618 |
1.2007 |
|
2.618 |
1.1960 |
|
4.250 |
1.1884 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2115 |
1.2105 |
| PP |
1.2110 |
1.2091 |
| S1 |
1.2105 |
1.2077 |
|