CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2045 |
-0.0028 |
-0.2% |
1.2070 |
| High |
1.2124 |
1.2056 |
-0.0069 |
-0.6% |
1.2150 |
| Low |
1.2060 |
1.1955 |
-0.0105 |
-0.9% |
1.1984 |
| Close |
1.2064 |
1.1966 |
-0.0099 |
-0.8% |
1.2064 |
| Range |
0.0064 |
0.0101 |
0.0037 |
57.0% |
0.0166 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
282 |
616 |
334 |
118.4% |
1,282 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2230 |
1.2021 |
|
| R3 |
1.2193 |
1.2130 |
1.1993 |
|
| R2 |
1.2093 |
1.2093 |
1.1984 |
|
| R1 |
1.2029 |
1.2029 |
1.1975 |
1.2011 |
| PP |
1.1992 |
1.1992 |
1.1992 |
1.1983 |
| S1 |
1.1929 |
1.1929 |
1.1956 |
1.1910 |
| S2 |
1.1892 |
1.1892 |
1.1947 |
|
| S3 |
1.1791 |
1.1828 |
1.1938 |
|
| S4 |
1.1691 |
1.1728 |
1.1910 |
|
|
| 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 |
1.2483 |
|
2.618 |
1.2319 |
|
1.618 |
1.2218 |
|
1.000 |
1.2156 |
|
0.618 |
1.2118 |
|
HIGH |
1.2056 |
|
0.618 |
1.2017 |
|
0.500 |
1.2005 |
|
0.382 |
1.1993 |
|
LOW |
1.1955 |
|
0.618 |
1.1893 |
|
1.000 |
1.1855 |
|
1.618 |
1.1792 |
|
2.618 |
1.1692 |
|
4.250 |
1.1528 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2005 |
1.2040 |
| PP |
1.1992 |
1.2015 |
| S1 |
1.1979 |
1.1990 |
|