CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.1010 |
0.0063 |
0.6% |
1.0690 |
| High |
1.1029 |
1.1029 |
0.0000 |
0.0% |
1.0858 |
| Low |
1.0931 |
1.0936 |
0.0005 |
0.0% |
1.0687 |
| Close |
1.1020 |
1.0978 |
-0.0042 |
-0.4% |
1.0776 |
| Range |
0.0098 |
0.0094 |
-0.0005 |
-4.6% |
0.0171 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.5% |
0.0000 |
| Volume |
968 |
916 |
-52 |
-5.4% |
1,949 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1213 |
1.1029 |
|
| R3 |
1.1168 |
1.1119 |
1.1003 |
|
| R2 |
1.1074 |
1.1074 |
1.0995 |
|
| R1 |
1.1026 |
1.1026 |
1.0986 |
1.1003 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0969 |
| S1 |
1.0932 |
1.0932 |
1.0969 |
1.0910 |
| S2 |
1.0887 |
1.0887 |
1.0960 |
|
| S3 |
1.0794 |
1.0839 |
1.0952 |
|
| S4 |
1.0700 |
1.0745 |
1.0926 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1201 |
1.0869 |
|
| R3 |
1.1114 |
1.1030 |
1.0822 |
|
| R2 |
1.0944 |
1.0944 |
1.0807 |
|
| R1 |
1.0860 |
1.0860 |
1.0791 |
1.0902 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0794 |
| S1 |
1.0689 |
1.0689 |
1.0760 |
1.0731 |
| S2 |
1.0603 |
1.0603 |
1.0744 |
|
| S3 |
1.0432 |
1.0519 |
1.0729 |
|
| S4 |
1.0262 |
1.0348 |
1.0682 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1274 |
|
1.618 |
1.1180 |
|
1.000 |
1.1123 |
|
0.618 |
1.1087 |
|
HIGH |
1.1029 |
|
0.618 |
1.0993 |
|
0.500 |
1.0982 |
|
0.382 |
1.0971 |
|
LOW |
1.0936 |
|
0.618 |
1.0878 |
|
1.000 |
1.0842 |
|
1.618 |
1.0784 |
|
2.618 |
1.0691 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0974 |
| PP |
1.0981 |
1.0970 |
| S1 |
1.0979 |
1.0966 |
|