CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.0991 |
-0.0020 |
-0.2% |
1.0690 |
| High |
1.1029 |
1.1010 |
-0.0019 |
-0.2% |
1.0858 |
| Low |
1.0936 |
1.0930 |
-0.0006 |
-0.1% |
1.0687 |
| Close |
1.0978 |
1.0961 |
-0.0017 |
-0.2% |
1.0776 |
| Range |
0.0094 |
0.0080 |
-0.0014 |
-14.4% |
0.0171 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
916 |
1,205 |
289 |
31.6% |
1,949 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1164 |
1.1005 |
|
| R3 |
1.1127 |
1.1084 |
1.0983 |
|
| R2 |
1.1047 |
1.1047 |
1.0975 |
|
| R1 |
1.1004 |
1.1004 |
1.0968 |
1.0985 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0958 |
| S1 |
1.0924 |
1.0924 |
1.0953 |
1.0905 |
| S2 |
1.0887 |
1.0887 |
1.0946 |
|
| S3 |
1.0807 |
1.0844 |
1.0939 |
|
| S4 |
1.0727 |
1.0764 |
1.0917 |
|
|
| 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 |
1.1350 |
|
2.618 |
1.1219 |
|
1.618 |
1.1139 |
|
1.000 |
1.1090 |
|
0.618 |
1.1059 |
|
HIGH |
1.1010 |
|
0.618 |
1.0979 |
|
0.500 |
1.0970 |
|
0.382 |
1.0961 |
|
LOW |
1.0930 |
|
0.618 |
1.0881 |
|
1.000 |
1.0850 |
|
1.618 |
1.0801 |
|
2.618 |
1.0721 |
|
4.250 |
1.0590 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0980 |
| PP |
1.0967 |
1.0973 |
| S1 |
1.0964 |
1.0967 |
|