CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.1161 |
0.0109 |
1.0% |
1.1087 |
| High |
1.1167 |
1.1232 |
0.0066 |
0.6% |
1.1095 |
| Low |
1.1048 |
1.1152 |
0.0104 |
0.9% |
1.0910 |
| Close |
1.1165 |
1.1219 |
0.0054 |
0.5% |
1.0994 |
| Range |
0.0119 |
0.0081 |
-0.0039 |
-32.4% |
0.0185 |
| ATR |
0.0075 |
0.0076 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2,011 |
2,908 |
897 |
44.6% |
5,034 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1411 |
1.1263 |
|
| R3 |
1.1362 |
1.1330 |
1.1241 |
|
| R2 |
1.1281 |
1.1281 |
1.1233 |
|
| R1 |
1.1250 |
1.1250 |
1.1226 |
1.1266 |
| PP |
1.1201 |
1.1201 |
1.1201 |
1.1209 |
| S1 |
1.1169 |
1.1169 |
1.1211 |
1.1185 |
| S2 |
1.1120 |
1.1120 |
1.1204 |
|
| S3 |
1.1040 |
1.1089 |
1.1196 |
|
| S4 |
1.0959 |
1.1008 |
1.1174 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1458 |
1.1095 |
|
| R3 |
1.1369 |
1.1274 |
1.1045 |
|
| R2 |
1.1184 |
1.1184 |
1.1028 |
|
| R1 |
1.1089 |
1.1089 |
1.1011 |
1.1044 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0977 |
| S1 |
1.0905 |
1.0905 |
1.0977 |
1.0860 |
| S2 |
1.0815 |
1.0815 |
1.0960 |
|
| S3 |
1.0631 |
1.0720 |
1.0943 |
|
| S4 |
1.0446 |
1.0536 |
1.0893 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1443 |
|
1.618 |
1.1362 |
|
1.000 |
1.1313 |
|
0.618 |
1.1282 |
|
HIGH |
1.1232 |
|
0.618 |
1.1201 |
|
0.500 |
1.1192 |
|
0.382 |
1.1182 |
|
LOW |
1.1152 |
|
0.618 |
1.1102 |
|
1.000 |
1.1071 |
|
1.618 |
1.1021 |
|
2.618 |
1.0941 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1182 |
| PP |
1.1201 |
1.1146 |
| S1 |
1.1192 |
1.1110 |
|