CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0942 |
-0.0049 |
-0.4% |
1.0965 |
| High |
1.1010 |
1.1025 |
0.0015 |
0.1% |
1.1029 |
| Low |
1.0930 |
1.0935 |
0.0005 |
0.0% |
1.0902 |
| Close |
1.0961 |
1.0974 |
0.0013 |
0.1% |
1.0974 |
| Range |
0.0080 |
0.0091 |
0.0011 |
13.1% |
0.0127 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,205 |
958 |
-247 |
-20.5% |
5,006 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1202 |
1.1023 |
|
| R3 |
1.1159 |
1.1111 |
1.0998 |
|
| R2 |
1.1068 |
1.1068 |
1.0990 |
|
| R1 |
1.1021 |
1.1021 |
1.0982 |
1.1045 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0990 |
| S1 |
1.0930 |
1.0930 |
1.0965 |
1.0954 |
| S2 |
1.0887 |
1.0887 |
1.0957 |
|
| S3 |
1.0797 |
1.0840 |
1.0949 |
|
| S4 |
1.0706 |
1.0749 |
1.0924 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1288 |
1.1043 |
|
| R3 |
1.1222 |
1.1161 |
1.1008 |
|
| R2 |
1.1095 |
1.1095 |
1.0997 |
|
| R1 |
1.1034 |
1.1034 |
1.0985 |
1.1065 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0983 |
| S1 |
1.0907 |
1.0907 |
1.0962 |
1.0938 |
| S2 |
1.0841 |
1.0841 |
1.0950 |
|
| S3 |
1.0714 |
1.0780 |
1.0939 |
|
| S4 |
1.0587 |
1.0653 |
1.0904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1262 |
|
1.618 |
1.1171 |
|
1.000 |
1.1116 |
|
0.618 |
1.1081 |
|
HIGH |
1.1025 |
|
0.618 |
1.0990 |
|
0.500 |
1.0980 |
|
0.382 |
1.0969 |
|
LOW |
1.0935 |
|
0.618 |
1.0879 |
|
1.000 |
1.0844 |
|
1.618 |
1.0788 |
|
2.618 |
1.0698 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0980 |
| PP |
1.0978 |
1.0978 |
| S1 |
1.0976 |
1.0976 |
|