CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0812 |
0.0090 |
0.8% |
1.0665 |
| High |
1.0818 |
1.0818 |
0.0000 |
0.0% |
1.0760 |
| Low |
1.0721 |
1.0782 |
0.0061 |
0.6% |
1.0656 |
| Close |
1.0814 |
1.0802 |
-0.0012 |
-0.1% |
1.0706 |
| Range |
0.0097 |
0.0036 |
-0.0061 |
-62.9% |
0.0104 |
| ATR |
0.0069 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
388 |
284 |
-104 |
-26.8% |
1,317 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0891 |
1.0821 |
|
| R3 |
1.0872 |
1.0855 |
1.0811 |
|
| R2 |
1.0836 |
1.0836 |
1.0808 |
|
| R1 |
1.0819 |
1.0819 |
1.0805 |
1.0810 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0796 |
| S1 |
1.0783 |
1.0783 |
1.0798 |
1.0774 |
| S2 |
1.0764 |
1.0764 |
1.0795 |
|
| S3 |
1.0728 |
1.0747 |
1.0792 |
|
| S4 |
1.0692 |
1.0711 |
1.0782 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0966 |
1.0763 |
|
| R3 |
1.0915 |
1.0862 |
1.0734 |
|
| R2 |
1.0811 |
1.0811 |
1.0725 |
|
| R1 |
1.0758 |
1.0758 |
1.0715 |
1.0785 |
| PP |
1.0707 |
1.0707 |
1.0707 |
1.0720 |
| S1 |
1.0654 |
1.0654 |
1.0696 |
1.0681 |
| S2 |
1.0603 |
1.0603 |
1.0686 |
|
| S3 |
1.0499 |
1.0550 |
1.0677 |
|
| S4 |
1.0395 |
1.0446 |
1.0648 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0912 |
|
1.618 |
1.0876 |
|
1.000 |
1.0854 |
|
0.618 |
1.0840 |
|
HIGH |
1.0818 |
|
0.618 |
1.0804 |
|
0.500 |
1.0800 |
|
0.382 |
1.0795 |
|
LOW |
1.0782 |
|
0.618 |
1.0759 |
|
1.000 |
1.0746 |
|
1.618 |
1.0723 |
|
2.618 |
1.0687 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0785 |
| PP |
1.0800 |
1.0769 |
| S1 |
1.0800 |
1.0752 |
|