CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0937 |
-0.0014 |
-0.1% |
1.0980 |
| High |
1.0970 |
1.0963 |
-0.0007 |
-0.1% |
1.1075 |
| Low |
1.0926 |
1.0910 |
-0.0016 |
-0.1% |
1.0950 |
| Close |
1.0934 |
1.0938 |
0.0004 |
0.0% |
1.1064 |
| Range |
0.0044 |
0.0053 |
0.0009 |
20.7% |
0.0126 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
875 |
506 |
-369 |
-42.2% |
3,487 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1068 |
1.0966 |
|
| R3 |
1.1042 |
1.1016 |
1.0952 |
|
| R2 |
1.0989 |
1.0989 |
1.0947 |
|
| R1 |
1.0963 |
1.0963 |
1.0942 |
1.0976 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0943 |
| S1 |
1.0911 |
1.0911 |
1.0933 |
1.0924 |
| S2 |
1.0884 |
1.0884 |
1.0928 |
|
| S3 |
1.0832 |
1.0858 |
1.0923 |
|
| S4 |
1.0779 |
1.0806 |
1.0909 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1361 |
1.1133 |
|
| R3 |
1.1281 |
1.1235 |
1.1099 |
|
| R2 |
1.1155 |
1.1155 |
1.1087 |
|
| R1 |
1.1110 |
1.1110 |
1.1076 |
1.1132 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1041 |
| S1 |
1.0984 |
1.0984 |
1.1052 |
1.1007 |
| S2 |
1.0904 |
1.0904 |
1.1041 |
|
| S3 |
1.0779 |
1.0859 |
1.1029 |
|
| S4 |
1.0653 |
1.0733 |
1.0995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1100 |
|
1.618 |
1.1047 |
|
1.000 |
1.1015 |
|
0.618 |
1.0995 |
|
HIGH |
1.0963 |
|
0.618 |
1.0942 |
|
0.500 |
1.0936 |
|
0.382 |
1.0930 |
|
LOW |
1.0910 |
|
0.618 |
1.0878 |
|
1.000 |
1.0858 |
|
1.618 |
1.0825 |
|
2.618 |
1.0773 |
|
4.250 |
1.0687 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0958 |
| PP |
1.0937 |
1.0951 |
| S1 |
1.0936 |
1.0944 |
|