CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0795 |
1.0965 |
0.0171 |
1.6% |
1.0690 |
| High |
1.0817 |
1.0976 |
0.0159 |
1.5% |
1.0858 |
| Low |
1.0763 |
1.0902 |
0.0140 |
1.3% |
1.0687 |
| Close |
1.0776 |
1.0938 |
0.0163 |
1.5% |
1.0776 |
| Range |
0.0055 |
0.0074 |
0.0020 |
35.8% |
0.0171 |
| ATR |
0.0066 |
0.0075 |
0.0010 |
14.7% |
0.0000 |
| Volume |
497 |
959 |
462 |
93.0% |
1,949 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1123 |
1.0979 |
|
| R3 |
1.1087 |
1.1049 |
1.0958 |
|
| R2 |
1.1013 |
1.1013 |
1.0952 |
|
| R1 |
1.0975 |
1.0975 |
1.0945 |
1.0957 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0930 |
| S1 |
1.0901 |
1.0901 |
1.0931 |
1.0883 |
| S2 |
1.0865 |
1.0865 |
1.0924 |
|
| S3 |
1.0791 |
1.0827 |
1.0918 |
|
| S4 |
1.0717 |
1.0753 |
1.0897 |
|
|
| 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 |
1.1291 |
|
2.618 |
1.1170 |
|
1.618 |
1.1096 |
|
1.000 |
1.1050 |
|
0.618 |
1.1022 |
|
HIGH |
1.0976 |
|
0.618 |
1.0948 |
|
0.500 |
1.0939 |
|
0.382 |
1.0930 |
|
LOW |
1.0902 |
|
0.618 |
1.0856 |
|
1.000 |
1.0828 |
|
1.618 |
1.0782 |
|
2.618 |
1.0708 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0915 |
| PP |
1.0939 |
1.0892 |
| S1 |
1.0938 |
1.0869 |
|