CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0980 |
0.0039 |
0.4% |
1.0965 |
| High |
1.1025 |
1.1001 |
-0.0024 |
-0.2% |
1.1029 |
| Low |
1.0935 |
1.0963 |
0.0028 |
0.3% |
1.0902 |
| Close |
1.0974 |
1.0984 |
0.0011 |
0.1% |
1.0974 |
| Range |
0.0091 |
0.0039 |
-0.0052 |
-57.5% |
0.0127 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
958 |
429 |
-529 |
-55.2% |
5,006 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1080 |
1.1005 |
|
| R3 |
1.1060 |
1.1041 |
1.0995 |
|
| R2 |
1.1021 |
1.1021 |
1.0991 |
|
| R1 |
1.1003 |
1.1003 |
1.0988 |
1.1012 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0987 |
| S1 |
1.0964 |
1.0964 |
1.0980 |
1.0973 |
| S2 |
1.0944 |
1.0944 |
1.0977 |
|
| S3 |
1.0906 |
1.0926 |
1.0973 |
|
| S4 |
1.0867 |
1.0887 |
1.0963 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1288 |
1.1043 |
|
| R3 |
1.1222 |
1.1161 |
1.1008 |
|
| R2 |
1.1095 |
1.1095 |
1.0997 |
|
| R1 |
1.1034 |
1.1034 |
1.0985 |
1.1065 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0983 |
| S1 |
1.0907 |
1.0907 |
1.0962 |
1.0938 |
| S2 |
1.0841 |
1.0841 |
1.0950 |
|
| S3 |
1.0714 |
1.0780 |
1.0939 |
|
| S4 |
1.0587 |
1.0653 |
1.0904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1102 |
|
1.618 |
1.1063 |
|
1.000 |
1.1040 |
|
0.618 |
1.1025 |
|
HIGH |
1.1001 |
|
0.618 |
1.0986 |
|
0.500 |
1.0982 |
|
0.382 |
1.0977 |
|
LOW |
1.0963 |
|
0.618 |
1.0939 |
|
1.000 |
1.0924 |
|
1.618 |
1.0900 |
|
2.618 |
1.0862 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.0982 |
| PP |
1.0983 |
1.0980 |
| S1 |
1.0982 |
1.0978 |
|