CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0756 |
1.0770 |
0.0015 |
0.1% |
1.0924 |
| High |
1.0764 |
1.0775 |
0.0012 |
0.1% |
1.0999 |
| Low |
1.0722 |
1.0720 |
-0.0002 |
0.0% |
1.0741 |
| Close |
1.0756 |
1.0753 |
-0.0003 |
0.0% |
1.0772 |
| Range |
0.0042 |
0.0055 |
0.0014 |
32.5% |
0.0258 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
467 |
320 |
-147 |
-31.5% |
2,402 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0889 |
1.0783 |
|
| R3 |
1.0859 |
1.0834 |
1.0768 |
|
| R2 |
1.0804 |
1.0804 |
1.0763 |
|
| R1 |
1.0779 |
1.0779 |
1.0758 |
1.0764 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0742 |
| S1 |
1.0724 |
1.0724 |
1.0748 |
1.0709 |
| S2 |
1.0694 |
1.0694 |
1.0743 |
|
| S3 |
1.0639 |
1.0669 |
1.0738 |
|
| S4 |
1.0584 |
1.0614 |
1.0723 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1448 |
1.0914 |
|
| R3 |
1.1352 |
1.1191 |
1.0843 |
|
| R2 |
1.1095 |
1.1095 |
1.0819 |
|
| R1 |
1.0933 |
1.0933 |
1.0796 |
1.0885 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0813 |
| S1 |
1.0676 |
1.0676 |
1.0748 |
1.0628 |
| S2 |
1.0580 |
1.0580 |
1.0725 |
|
| S3 |
1.0322 |
1.0418 |
1.0701 |
|
| S4 |
1.0065 |
1.0161 |
1.0630 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0919 |
|
1.618 |
1.0864 |
|
1.000 |
1.0830 |
|
0.618 |
1.0809 |
|
HIGH |
1.0775 |
|
0.618 |
1.0754 |
|
0.500 |
1.0748 |
|
0.382 |
1.0741 |
|
LOW |
1.0720 |
|
0.618 |
1.0686 |
|
1.000 |
1.0665 |
|
1.618 |
1.0631 |
|
2.618 |
1.0576 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0751 |
| PP |
1.0749 |
1.0749 |
| S1 |
1.0748 |
1.0748 |
|