CME Euro FX (E) Future September 2018
Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
1.2615 |
1.2579 |
-0.0036 |
-0.3% |
1.2447 |
High |
1.2639 |
1.2579 |
-0.0060 |
-0.5% |
1.2555 |
Low |
1.2540 |
1.2461 |
-0.0080 |
-0.6% |
1.2418 |
Close |
1.2567 |
1.2471 |
-0.0097 |
-0.8% |
1.2537 |
Range |
0.0099 |
0.0119 |
0.0020 |
19.7% |
0.0137 |
ATR |
0.0083 |
0.0085 |
0.0003 |
3.1% |
0.0000 |
Volume |
143 |
398 |
255 |
178.3% |
1,088 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2859 |
1.2783 |
1.2536 |
|
R3 |
1.2740 |
1.2665 |
1.2503 |
|
R2 |
1.2622 |
1.2622 |
1.2492 |
|
R1 |
1.2546 |
1.2546 |
1.2481 |
1.2525 |
PP |
1.2503 |
1.2503 |
1.2503 |
1.2493 |
S1 |
1.2428 |
1.2428 |
1.2460 |
1.2406 |
S2 |
1.2385 |
1.2385 |
1.2449 |
|
S3 |
1.2266 |
1.2309 |
1.2438 |
|
S4 |
1.2148 |
1.2191 |
1.2405 |
|
|
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 |
1.3083 |
2.618 |
1.2889 |
1.618 |
1.2771 |
1.000 |
1.2698 |
0.618 |
1.2652 |
HIGH |
1.2579 |
0.618 |
1.2534 |
0.500 |
1.2520 |
0.382 |
1.2506 |
LOW |
1.2461 |
0.618 |
1.2387 |
1.000 |
1.2342 |
1.618 |
1.2269 |
2.618 |
1.2150 |
4.250 |
1.1957 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
1.2520 |
1.2550 |
PP |
1.2503 |
1.2523 |
S1 |
1.2487 |
1.2497 |
|