CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.0985 |
0.0005 |
0.0% |
1.0965 |
| High |
1.1001 |
1.1011 |
0.0010 |
0.1% |
1.1029 |
| Low |
1.0963 |
1.0967 |
0.0004 |
0.0% |
1.0902 |
| Close |
1.0984 |
1.1005 |
0.0021 |
0.2% |
1.0974 |
| Range |
0.0039 |
0.0045 |
0.0006 |
15.6% |
0.0127 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
429 |
422 |
-7 |
-1.6% |
5,006 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1111 |
1.1029 |
|
| R3 |
1.1083 |
1.1066 |
1.1017 |
|
| R2 |
1.1039 |
1.1039 |
1.1013 |
|
| R1 |
1.1022 |
1.1022 |
1.1009 |
1.1030 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0998 |
| S1 |
1.0977 |
1.0977 |
1.1001 |
1.0986 |
| S2 |
1.0950 |
1.0950 |
1.0997 |
|
| S3 |
1.0905 |
1.0933 |
1.0993 |
|
| S4 |
1.0861 |
1.0888 |
1.0981 |
|
|
| 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 |
1.1200 |
|
2.618 |
1.1128 |
|
1.618 |
1.1083 |
|
1.000 |
1.1056 |
|
0.618 |
1.1039 |
|
HIGH |
1.1011 |
|
0.618 |
1.0994 |
|
0.500 |
1.0989 |
|
0.382 |
1.0983 |
|
LOW |
1.0967 |
|
0.618 |
1.0939 |
|
1.000 |
1.0922 |
|
1.618 |
1.0894 |
|
2.618 |
1.0850 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.0997 |
| PP |
1.0994 |
1.0988 |
| S1 |
1.0989 |
1.0980 |
|