CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0794 |
-0.0018 |
-0.2% |
1.0665 |
| High |
1.0818 |
1.0858 |
0.0040 |
0.4% |
1.0760 |
| Low |
1.0782 |
1.0791 |
0.0009 |
0.1% |
1.0656 |
| Close |
1.0802 |
1.0801 |
-0.0001 |
0.0% |
1.0706 |
| Range |
0.0036 |
0.0067 |
0.0031 |
86.1% |
0.0104 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
284 |
661 |
377 |
132.7% |
1,317 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0976 |
1.0837 |
|
| R3 |
1.0950 |
1.0909 |
1.0819 |
|
| R2 |
1.0883 |
1.0883 |
1.0813 |
|
| R1 |
1.0842 |
1.0842 |
1.0807 |
1.0863 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0827 |
| S1 |
1.0775 |
1.0775 |
1.0794 |
1.0796 |
| S2 |
1.0749 |
1.0749 |
1.0788 |
|
| S3 |
1.0682 |
1.0708 |
1.0782 |
|
| S4 |
1.0615 |
1.0641 |
1.0764 |
|
|
| 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 |
1.1142 |
|
2.618 |
1.1033 |
|
1.618 |
1.0966 |
|
1.000 |
1.0925 |
|
0.618 |
1.0899 |
|
HIGH |
1.0858 |
|
0.618 |
1.0832 |
|
0.500 |
1.0824 |
|
0.382 |
1.0816 |
|
LOW |
1.0791 |
|
0.618 |
1.0749 |
|
1.000 |
1.0724 |
|
1.618 |
1.0682 |
|
2.618 |
1.0615 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0797 |
| PP |
1.0816 |
1.0793 |
| S1 |
1.0808 |
1.0789 |
|