CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0680 |
0.0015 |
0.1% |
1.0759 |
| High |
1.0693 |
1.0715 |
0.0022 |
0.2% |
1.0775 |
| Low |
1.0656 |
1.0665 |
0.0009 |
0.1% |
1.0666 |
| Close |
1.0681 |
1.0693 |
0.0013 |
0.1% |
1.0674 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0110 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
496 |
102 |
-394 |
-79.4% |
1,687 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0817 |
1.0721 |
|
| R3 |
1.0791 |
1.0767 |
1.0707 |
|
| R2 |
1.0741 |
1.0741 |
1.0702 |
|
| R1 |
1.0717 |
1.0717 |
1.0698 |
1.0729 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0697 |
| S1 |
1.0667 |
1.0667 |
1.0688 |
1.0679 |
| S2 |
1.0641 |
1.0641 |
1.0684 |
|
| S3 |
1.0591 |
1.0617 |
1.0679 |
|
| S4 |
1.0541 |
1.0567 |
1.0666 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0963 |
1.0734 |
|
| R3 |
1.0924 |
1.0854 |
1.0704 |
|
| R2 |
1.0814 |
1.0814 |
1.0694 |
|
| R1 |
1.0744 |
1.0744 |
1.0684 |
1.0725 |
| PP |
1.0705 |
1.0705 |
1.0705 |
1.0695 |
| S1 |
1.0635 |
1.0635 |
1.0664 |
1.0615 |
| S2 |
1.0595 |
1.0595 |
1.0654 |
|
| S3 |
1.0486 |
1.0525 |
1.0644 |
|
| S4 |
1.0376 |
1.0416 |
1.0614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0845 |
|
1.618 |
1.0795 |
|
1.000 |
1.0765 |
|
0.618 |
1.0745 |
|
HIGH |
1.0715 |
|
0.618 |
1.0695 |
|
0.500 |
1.0690 |
|
0.382 |
1.0684 |
|
LOW |
1.0665 |
|
0.618 |
1.0634 |
|
1.000 |
1.0615 |
|
1.618 |
1.0584 |
|
2.618 |
1.0534 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0704 |
| PP |
1.0691 |
1.0700 |
| S1 |
1.0690 |
1.0697 |
|