CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1898 |
0.0030 |
0.2% |
1.2045 |
| High |
1.1918 |
1.1945 |
0.0028 |
0.2% |
1.2056 |
| Low |
1.1841 |
1.1891 |
0.0051 |
0.4% |
1.1838 |
| Close |
1.1907 |
1.1930 |
0.0024 |
0.2% |
1.1930 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0218 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
208 |
227 |
19 |
9.1% |
1,691 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2061 |
1.1960 |
|
| R3 |
1.2030 |
1.2007 |
1.1945 |
|
| R2 |
1.1976 |
1.1976 |
1.1940 |
|
| R1 |
1.1953 |
1.1953 |
1.1935 |
1.1965 |
| PP |
1.1922 |
1.1922 |
1.1922 |
1.1928 |
| S1 |
1.1899 |
1.1899 |
1.1925 |
1.1911 |
| S2 |
1.1868 |
1.1868 |
1.1920 |
|
| S3 |
1.1814 |
1.1845 |
1.1915 |
|
| S4 |
1.1760 |
1.1791 |
1.1900 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2595 |
1.2481 |
1.2050 |
|
| R3 |
1.2377 |
1.2263 |
1.1990 |
|
| R2 |
1.2159 |
1.2159 |
1.1970 |
|
| R1 |
1.2045 |
1.2045 |
1.1950 |
1.1993 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1915 |
| S1 |
1.1827 |
1.1827 |
1.1910 |
1.1775 |
| S2 |
1.1723 |
1.1723 |
1.1890 |
|
| S3 |
1.1505 |
1.1609 |
1.1870 |
|
| S4 |
1.1287 |
1.1391 |
1.1810 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2175 |
|
2.618 |
1.2086 |
|
1.618 |
1.2032 |
|
1.000 |
1.1999 |
|
0.618 |
1.1978 |
|
HIGH |
1.1945 |
|
0.618 |
1.1924 |
|
0.500 |
1.1918 |
|
0.382 |
1.1912 |
|
LOW |
1.1891 |
|
0.618 |
1.1858 |
|
1.000 |
1.1837 |
|
1.618 |
1.1804 |
|
2.618 |
1.1750 |
|
4.250 |
1.1662 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1926 |
1.1917 |
| PP |
1.1922 |
1.1904 |
| S1 |
1.1918 |
1.1891 |
|