CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0759 |
-0.0015 |
-0.1% |
1.0924 |
| High |
1.0790 |
1.0768 |
-0.0022 |
-0.2% |
1.0999 |
| Low |
1.0741 |
1.0732 |
-0.0010 |
-0.1% |
1.0741 |
| Close |
1.0772 |
1.0755 |
-0.0017 |
-0.2% |
1.0772 |
| Range |
0.0049 |
0.0037 |
-0.0012 |
-24.7% |
0.0258 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
379 |
408 |
29 |
7.7% |
2,402 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0845 |
1.0775 |
|
| R3 |
1.0825 |
1.0808 |
1.0765 |
|
| R2 |
1.0788 |
1.0788 |
1.0762 |
|
| R1 |
1.0772 |
1.0772 |
1.0758 |
1.0762 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0747 |
| S1 |
1.0735 |
1.0735 |
1.0752 |
1.0725 |
| S2 |
1.0715 |
1.0715 |
1.0748 |
|
| S3 |
1.0679 |
1.0699 |
1.0745 |
|
| S4 |
1.0642 |
1.0662 |
1.0735 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1448 |
1.0914 |
|
| R3 |
1.1352 |
1.1191 |
1.0843 |
|
| R2 |
1.1095 |
1.1095 |
1.0819 |
|
| R1 |
1.0933 |
1.0933 |
1.0796 |
1.0885 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0813 |
| S1 |
1.0676 |
1.0676 |
1.0748 |
1.0628 |
| S2 |
1.0580 |
1.0580 |
1.0725 |
|
| S3 |
1.0322 |
1.0418 |
1.0701 |
|
| S4 |
1.0065 |
1.0161 |
1.0630 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0864 |
|
1.618 |
1.0827 |
|
1.000 |
1.0805 |
|
0.618 |
1.0791 |
|
HIGH |
1.0768 |
|
0.618 |
1.0754 |
|
0.500 |
1.0750 |
|
0.382 |
1.0745 |
|
LOW |
1.0732 |
|
0.618 |
1.0709 |
|
1.000 |
1.0695 |
|
1.618 |
1.0672 |
|
2.618 |
1.0636 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0794 |
| PP |
1.0752 |
1.0781 |
| S1 |
1.0750 |
1.0768 |
|