CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0694 |
0.0014 |
0.1% |
1.0759 |
| High |
1.0715 |
1.0758 |
0.0043 |
0.4% |
1.0775 |
| Low |
1.0665 |
1.0672 |
0.0008 |
0.1% |
1.0666 |
| Close |
1.0693 |
1.0678 |
-0.0015 |
-0.1% |
1.0674 |
| Range |
0.0050 |
0.0086 |
0.0036 |
71.0% |
0.0110 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.4% |
0.0000 |
| Volume |
102 |
405 |
303 |
297.1% |
1,687 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0904 |
1.0725 |
|
| R3 |
1.0874 |
1.0819 |
1.0702 |
|
| R2 |
1.0788 |
1.0788 |
1.0694 |
|
| R1 |
1.0733 |
1.0733 |
1.0686 |
1.0718 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0695 |
| S1 |
1.0648 |
1.0648 |
1.0670 |
1.0632 |
| S2 |
1.0617 |
1.0617 |
1.0662 |
|
| S3 |
1.0532 |
1.0562 |
1.0654 |
|
| S4 |
1.0446 |
1.0477 |
1.0631 |
|
|
| 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 |
1.1121 |
|
2.618 |
1.0981 |
|
1.618 |
1.0896 |
|
1.000 |
1.0843 |
|
0.618 |
1.0810 |
|
HIGH |
1.0758 |
|
0.618 |
1.0725 |
|
0.500 |
1.0715 |
|
0.382 |
1.0705 |
|
LOW |
1.0672 |
|
0.618 |
1.0619 |
|
1.000 |
1.0587 |
|
1.618 |
1.0534 |
|
2.618 |
1.0448 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0707 |
| PP |
1.0703 |
1.0697 |
| S1 |
1.0690 |
1.0688 |
|