CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2418 |
1.2513 |
0.0095 |
0.8% |
1.2499 |
| High |
1.2522 |
1.2555 |
0.0034 |
0.3% |
1.2592 |
| Low |
1.2418 |
1.2456 |
0.0038 |
0.3% |
1.2439 |
| Close |
1.2501 |
1.2477 |
-0.0025 |
-0.2% |
1.2462 |
| Range |
0.0104 |
0.0100 |
-0.0004 |
-3.9% |
0.0153 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
283 |
294 |
11 |
3.9% |
858 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2735 |
1.2531 |
|
| R3 |
1.2695 |
1.2635 |
1.2504 |
|
| R2 |
1.2595 |
1.2595 |
1.2495 |
|
| R1 |
1.2536 |
1.2536 |
1.2486 |
1.2516 |
| PP |
1.2496 |
1.2496 |
1.2496 |
1.2486 |
| S1 |
1.2436 |
1.2436 |
1.2467 |
1.2416 |
| S2 |
1.2396 |
1.2396 |
1.2458 |
|
| S3 |
1.2297 |
1.2337 |
1.2449 |
|
| S4 |
1.2197 |
1.2237 |
1.2422 |
|
|
| 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 |
1.2978 |
|
2.618 |
1.2815 |
|
1.618 |
1.2716 |
|
1.000 |
1.2655 |
|
0.618 |
1.2616 |
|
HIGH |
1.2555 |
|
0.618 |
1.2517 |
|
0.500 |
1.2505 |
|
0.382 |
1.2494 |
|
LOW |
1.2456 |
|
0.618 |
1.2394 |
|
1.000 |
1.2356 |
|
1.618 |
1.2295 |
|
2.618 |
1.2195 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2505 |
1.2487 |
| PP |
1.2496 |
1.2483 |
| S1 |
1.2486 |
1.2480 |
|