CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0756 |
-0.0003 |
0.0% |
1.0924 |
| High |
1.0768 |
1.0764 |
-0.0005 |
0.0% |
1.0999 |
| Low |
1.0732 |
1.0722 |
-0.0010 |
-0.1% |
1.0741 |
| Close |
1.0755 |
1.0756 |
0.0001 |
0.0% |
1.0772 |
| Range |
0.0037 |
0.0042 |
0.0005 |
13.7% |
0.0258 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
408 |
467 |
59 |
14.5% |
2,402 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0855 |
1.0779 |
|
| R3 |
1.0830 |
1.0814 |
1.0767 |
|
| R2 |
1.0789 |
1.0789 |
1.0764 |
|
| R1 |
1.0772 |
1.0772 |
1.0760 |
1.0781 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0751 |
| S1 |
1.0731 |
1.0731 |
1.0752 |
1.0739 |
| S2 |
1.0706 |
1.0706 |
1.0748 |
|
| S3 |
1.0664 |
1.0689 |
1.0745 |
|
| S4 |
1.0623 |
1.0648 |
1.0733 |
|
|
| 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 |
1.0940 |
|
2.618 |
1.0872 |
|
1.618 |
1.0831 |
|
1.000 |
1.0805 |
|
0.618 |
1.0789 |
|
HIGH |
1.0764 |
|
0.618 |
1.0748 |
|
0.500 |
1.0743 |
|
0.382 |
1.0738 |
|
LOW |
1.0722 |
|
0.618 |
1.0696 |
|
1.000 |
1.0681 |
|
1.618 |
1.0655 |
|
2.618 |
1.0613 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0756 |
| PP |
1.0747 |
1.0756 |
| S1 |
1.0743 |
1.0756 |
|