CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0743 |
0.0049 |
0.5% |
1.0759 |
| High |
1.0758 |
1.0760 |
0.0002 |
0.0% |
1.0775 |
| Low |
1.0672 |
1.0693 |
0.0021 |
0.2% |
1.0666 |
| Close |
1.0678 |
1.0706 |
0.0028 |
0.3% |
1.0674 |
| Range |
0.0086 |
0.0067 |
-0.0019 |
-21.6% |
0.0110 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.7% |
0.0000 |
| Volume |
405 |
314 |
-91 |
-22.5% |
1,687 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0880 |
1.0742 |
|
| R3 |
1.0853 |
1.0813 |
1.0724 |
|
| R2 |
1.0786 |
1.0786 |
1.0718 |
|
| R1 |
1.0746 |
1.0746 |
1.0712 |
1.0733 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0713 |
| S1 |
1.0679 |
1.0679 |
1.0699 |
1.0666 |
| S2 |
1.0652 |
1.0652 |
1.0693 |
|
| S3 |
1.0585 |
1.0612 |
1.0687 |
|
| S4 |
1.0518 |
1.0545 |
1.0669 |
|
|
| 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 |
1.1044 |
|
2.618 |
1.0935 |
|
1.618 |
1.0868 |
|
1.000 |
1.0827 |
|
0.618 |
1.0801 |
|
HIGH |
1.0760 |
|
0.618 |
1.0734 |
|
0.500 |
1.0726 |
|
0.382 |
1.0718 |
|
LOW |
1.0693 |
|
0.618 |
1.0651 |
|
1.000 |
1.0626 |
|
1.618 |
1.0584 |
|
2.618 |
1.0517 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0712 |
| PP |
1.0719 |
1.0710 |
| S1 |
1.0712 |
1.0708 |
|