CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0794 |
1.0795 |
0.0001 |
0.0% |
1.0690 |
| High |
1.0858 |
1.0817 |
-0.0041 |
-0.4% |
1.0858 |
| Low |
1.0791 |
1.0763 |
-0.0028 |
-0.3% |
1.0687 |
| Close |
1.0801 |
1.0776 |
-0.0025 |
-0.2% |
1.0776 |
| Range |
0.0067 |
0.0055 |
-0.0013 |
-18.7% |
0.0171 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
661 |
497 |
-164 |
-24.8% |
1,949 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0917 |
1.0805 |
|
| R3 |
1.0894 |
1.0862 |
1.0790 |
|
| R2 |
1.0840 |
1.0840 |
1.0785 |
|
| R1 |
1.0808 |
1.0808 |
1.0780 |
1.0796 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0779 |
| S1 |
1.0753 |
1.0753 |
1.0771 |
1.0742 |
| S2 |
1.0731 |
1.0731 |
1.0766 |
|
| S3 |
1.0676 |
1.0699 |
1.0761 |
|
| S4 |
1.0622 |
1.0644 |
1.0746 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1201 |
1.0869 |
|
| R3 |
1.1114 |
1.1030 |
1.0822 |
|
| R2 |
1.0944 |
1.0944 |
1.0807 |
|
| R1 |
1.0860 |
1.0860 |
1.0791 |
1.0902 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0794 |
| S1 |
1.0689 |
1.0689 |
1.0760 |
1.0731 |
| S2 |
1.0603 |
1.0603 |
1.0744 |
|
| S3 |
1.0432 |
1.0519 |
1.0729 |
|
| S4 |
1.0262 |
1.0348 |
1.0682 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0960 |
|
1.618 |
1.0905 |
|
1.000 |
1.0872 |
|
0.618 |
1.0851 |
|
HIGH |
1.0817 |
|
0.618 |
1.0796 |
|
0.500 |
1.0790 |
|
0.382 |
1.0783 |
|
LOW |
1.0763 |
|
0.618 |
1.0729 |
|
1.000 |
1.0708 |
|
1.618 |
1.0674 |
|
2.618 |
1.0620 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0810 |
| PP |
1.0785 |
1.0799 |
| S1 |
1.0780 |
1.0787 |
|