CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2528 |
1.2615 |
0.0087 |
0.7% |
1.2447 |
| High |
1.2630 |
1.2639 |
0.0009 |
0.1% |
1.2555 |
| Low |
1.2528 |
1.2540 |
0.0012 |
0.1% |
1.2418 |
| Close |
1.2625 |
1.2567 |
-0.0058 |
-0.5% |
1.2537 |
| Range |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0137 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.5% |
0.0000 |
| Volume |
215 |
143 |
-72 |
-33.5% |
1,088 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2822 |
1.2621 |
|
| R3 |
1.2780 |
1.2723 |
1.2594 |
|
| R2 |
1.2681 |
1.2681 |
1.2585 |
|
| R1 |
1.2624 |
1.2624 |
1.2576 |
1.2603 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2572 |
| S1 |
1.2525 |
1.2525 |
1.2558 |
1.2504 |
| S2 |
1.2483 |
1.2483 |
1.2549 |
|
| S3 |
1.2384 |
1.2426 |
1.2540 |
|
| S4 |
1.2285 |
1.2327 |
1.2513 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2863 |
1.2612 |
|
| R3 |
1.2777 |
1.2726 |
1.2575 |
|
| R2 |
1.2640 |
1.2640 |
1.2562 |
|
| R1 |
1.2589 |
1.2589 |
1.2550 |
1.2615 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2516 |
| S1 |
1.2452 |
1.2452 |
1.2524 |
1.2478 |
| S2 |
1.2366 |
1.2366 |
1.2512 |
|
| S3 |
1.2229 |
1.2315 |
1.2499 |
|
| S4 |
1.2092 |
1.2178 |
1.2462 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3060 |
|
2.618 |
1.2898 |
|
1.618 |
1.2799 |
|
1.000 |
1.2738 |
|
0.618 |
1.2700 |
|
HIGH |
1.2639 |
|
0.618 |
1.2601 |
|
0.500 |
1.2590 |
|
0.382 |
1.2578 |
|
LOW |
1.2540 |
|
0.618 |
1.2479 |
|
1.000 |
1.2441 |
|
1.618 |
1.2380 |
|
2.618 |
1.2281 |
|
4.250 |
1.2119 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2590 |
1.2566 |
| PP |
1.2582 |
1.2566 |
| S1 |
1.2575 |
1.2565 |
|