CME Euro FX (E) Future September 2018
Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.2520 |
1.2418 |
-0.0102 |
-0.8% |
1.2499 |
High |
1.2525 |
1.2522 |
-0.0003 |
0.0% |
1.2592 |
Low |
1.2419 |
1.2418 |
-0.0001 |
0.0% |
1.2439 |
Close |
1.2426 |
1.2501 |
0.0076 |
0.6% |
1.2462 |
Range |
0.0106 |
0.0104 |
-0.0002 |
-1.9% |
0.0153 |
ATR |
0.0078 |
0.0080 |
0.0002 |
2.3% |
0.0000 |
Volume |
190 |
283 |
93 |
48.9% |
858 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2791 |
1.2749 |
1.2558 |
|
R3 |
1.2687 |
1.2646 |
1.2529 |
|
R2 |
1.2584 |
1.2584 |
1.2520 |
|
R1 |
1.2542 |
1.2542 |
1.2510 |
1.2563 |
PP |
1.2480 |
1.2480 |
1.2480 |
1.2491 |
S1 |
1.2439 |
1.2439 |
1.2492 |
1.2460 |
S2 |
1.2377 |
1.2377 |
1.2482 |
|
S3 |
1.2273 |
1.2335 |
1.2473 |
|
S4 |
1.2170 |
1.2232 |
1.2444 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2957 |
1.2862 |
1.2546 |
|
R3 |
1.2804 |
1.2709 |
1.2504 |
|
R2 |
1.2651 |
1.2651 |
1.2490 |
|
R1 |
1.2556 |
1.2556 |
1.2476 |
1.2527 |
PP |
1.2498 |
1.2498 |
1.2498 |
1.2483 |
S1 |
1.2403 |
1.2403 |
1.2448 |
1.2374 |
S2 |
1.2345 |
1.2345 |
1.2434 |
|
S3 |
1.2192 |
1.2250 |
1.2420 |
|
S4 |
1.2039 |
1.2097 |
1.2378 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2961 |
2.618 |
1.2792 |
1.618 |
1.2689 |
1.000 |
1.2625 |
0.618 |
1.2585 |
HIGH |
1.2522 |
0.618 |
1.2482 |
0.500 |
1.2470 |
0.382 |
1.2458 |
LOW |
1.2418 |
0.618 |
1.2354 |
1.000 |
1.2315 |
1.618 |
1.2251 |
2.618 |
1.2147 |
4.250 |
1.1978 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2491 |
1.2493 |
PP |
1.2480 |
1.2484 |
S1 |
1.2470 |
1.2476 |
|