CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2018 |
1.2073 |
0.0055 |
0.5% |
1.2070 |
| High |
1.2074 |
1.2124 |
0.0051 |
0.4% |
1.2150 |
| Low |
1.1987 |
1.2060 |
0.0074 |
0.6% |
1.1984 |
| Close |
1.2052 |
1.2064 |
0.0013 |
0.1% |
1.2064 |
| Range |
0.0087 |
0.0064 |
-0.0023 |
-26.4% |
0.0166 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
304 |
282 |
-22 |
-7.2% |
1,282 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2233 |
1.2099 |
|
| R3 |
1.2211 |
1.2169 |
1.2082 |
|
| R2 |
1.2147 |
1.2147 |
1.2076 |
|
| R1 |
1.2105 |
1.2105 |
1.2070 |
1.2094 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2077 |
| S1 |
1.2041 |
1.2041 |
1.2058 |
1.2030 |
| S2 |
1.2019 |
1.2019 |
1.2052 |
|
| S3 |
1.1955 |
1.1977 |
1.2046 |
|
| S4 |
1.1891 |
1.1913 |
1.2029 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2564 |
1.2480 |
1.2155 |
|
| R3 |
1.2398 |
1.2314 |
1.2110 |
|
| R2 |
1.2232 |
1.2232 |
1.2094 |
|
| R1 |
1.2148 |
1.2148 |
1.2079 |
1.2107 |
| PP |
1.2066 |
1.2066 |
1.2066 |
1.2045 |
| S1 |
1.1982 |
1.1982 |
1.2049 |
1.1941 |
| S2 |
1.1900 |
1.1900 |
1.2034 |
|
| S3 |
1.1734 |
1.1816 |
1.2018 |
|
| S4 |
1.1568 |
1.1650 |
1.1973 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2396 |
|
2.618 |
1.2292 |
|
1.618 |
1.2228 |
|
1.000 |
1.2188 |
|
0.618 |
1.2164 |
|
HIGH |
1.2124 |
|
0.618 |
1.2100 |
|
0.500 |
1.2092 |
|
0.382 |
1.2084 |
|
LOW |
1.2060 |
|
0.618 |
1.2020 |
|
1.000 |
1.1996 |
|
1.618 |
1.1956 |
|
2.618 |
1.1892 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2092 |
1.2067 |
| PP |
1.2083 |
1.2066 |
| S1 |
1.2073 |
1.2065 |
|