CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1908 |
1.1868 |
-0.0040 |
-0.3% |
1.2070 |
| High |
1.1911 |
1.1918 |
0.0007 |
0.1% |
1.2150 |
| Low |
1.1838 |
1.1841 |
0.0003 |
0.0% |
1.1984 |
| Close |
1.1877 |
1.1907 |
0.0030 |
0.3% |
1.2064 |
| Range |
0.0073 |
0.0077 |
0.0004 |
5.5% |
0.0166 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
339 |
208 |
-131 |
-38.6% |
1,282 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2119 |
1.2090 |
1.1949 |
|
| R3 |
1.2042 |
1.2013 |
1.1928 |
|
| R2 |
1.1965 |
1.1965 |
1.1921 |
|
| R1 |
1.1936 |
1.1936 |
1.1914 |
1.1951 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1896 |
| S1 |
1.1859 |
1.1859 |
1.1899 |
1.1874 |
| S2 |
1.1811 |
1.1811 |
1.1892 |
|
| S3 |
1.1734 |
1.1782 |
1.1885 |
|
| S4 |
1.1657 |
1.1705 |
1.1864 |
|
|
| 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 |
1.2245 |
|
2.618 |
1.2119 |
|
1.618 |
1.2042 |
|
1.000 |
1.1995 |
|
0.618 |
1.1965 |
|
HIGH |
1.1918 |
|
0.618 |
1.1888 |
|
0.500 |
1.1879 |
|
0.382 |
1.1870 |
|
LOW |
1.1841 |
|
0.618 |
1.1793 |
|
1.000 |
1.1764 |
|
1.618 |
1.1716 |
|
2.618 |
1.1639 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1909 |
| PP |
1.1888 |
1.1908 |
| S1 |
1.1879 |
1.1907 |
|