CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.1087 |
0.0032 |
0.3% |
1.0980 |
| High |
1.1075 |
1.1095 |
0.0020 |
0.2% |
1.1075 |
| Low |
1.1028 |
1.0991 |
-0.0037 |
-0.3% |
1.0950 |
| Close |
1.1064 |
1.1007 |
-0.0058 |
-0.5% |
1.1064 |
| Range |
0.0048 |
0.0104 |
0.0057 |
118.9% |
0.0126 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.0% |
0.0000 |
| Volume |
1,033 |
1,158 |
125 |
12.1% |
3,487 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1279 |
1.1064 |
|
| R3 |
1.1239 |
1.1175 |
1.1035 |
|
| R2 |
1.1135 |
1.1135 |
1.1026 |
|
| R1 |
1.1071 |
1.1071 |
1.1016 |
1.1051 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1021 |
| S1 |
1.0967 |
1.0967 |
1.0997 |
1.0947 |
| S2 |
1.0927 |
1.0927 |
1.0987 |
|
| S3 |
1.0823 |
1.0863 |
1.0978 |
|
| S4 |
1.0719 |
1.0759 |
1.0949 |
|
|
| 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 |
1.1537 |
|
2.618 |
1.1367 |
|
1.618 |
1.1263 |
|
1.000 |
1.1199 |
|
0.618 |
1.1159 |
|
HIGH |
1.1095 |
|
0.618 |
1.1055 |
|
0.500 |
1.1043 |
|
0.382 |
1.1030 |
|
LOW |
1.0991 |
|
0.618 |
1.0926 |
|
1.000 |
1.0887 |
|
1.618 |
1.0822 |
|
2.618 |
1.0718 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1022 |
| PP |
1.1031 |
1.1017 |
| S1 |
1.1019 |
1.1012 |
|