CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0752 |
-0.0018 |
-0.2% |
1.0924 |
| High |
1.0775 |
1.0768 |
-0.0007 |
-0.1% |
1.0999 |
| Low |
1.0720 |
1.0714 |
-0.0006 |
-0.1% |
1.0741 |
| Close |
1.0753 |
1.0733 |
-0.0021 |
-0.2% |
1.0772 |
| Range |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0258 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
320 |
235 |
-85 |
-26.6% |
2,402 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0870 |
1.0762 |
|
| R3 |
1.0846 |
1.0816 |
1.0747 |
|
| R2 |
1.0792 |
1.0792 |
1.0742 |
|
| R1 |
1.0762 |
1.0762 |
1.0737 |
1.0750 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0732 |
| S1 |
1.0708 |
1.0708 |
1.0728 |
1.0696 |
| S2 |
1.0684 |
1.0684 |
1.0723 |
|
| S3 |
1.0630 |
1.0654 |
1.0718 |
|
| S4 |
1.0576 |
1.0600 |
1.0703 |
|
|
| 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 |
1.0998 |
|
2.618 |
1.0909 |
|
1.618 |
1.0855 |
|
1.000 |
1.0822 |
|
0.618 |
1.0801 |
|
HIGH |
1.0768 |
|
0.618 |
1.0747 |
|
0.500 |
1.0741 |
|
0.382 |
1.0735 |
|
LOW |
1.0714 |
|
0.618 |
1.0681 |
|
1.000 |
1.0660 |
|
1.618 |
1.0627 |
|
2.618 |
1.0573 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0745 |
| PP |
1.0738 |
1.0741 |
| S1 |
1.0735 |
1.0737 |
|