CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1007 |
0.0022 |
0.2% |
1.0965 |
| High |
1.1011 |
1.1013 |
0.0002 |
0.0% |
1.1029 |
| Low |
1.0967 |
1.0960 |
-0.0007 |
-0.1% |
1.0902 |
| Close |
1.1005 |
1.0981 |
-0.0025 |
-0.2% |
1.0974 |
| Range |
0.0045 |
0.0053 |
0.0009 |
19.1% |
0.0127 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
422 |
582 |
160 |
37.9% |
5,006 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1115 |
1.1010 |
|
| R3 |
1.1091 |
1.1062 |
1.0995 |
|
| R2 |
1.1038 |
1.1038 |
1.0990 |
|
| R1 |
1.1009 |
1.1009 |
1.0985 |
1.0997 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0978 |
| S1 |
1.0956 |
1.0956 |
1.0976 |
1.0944 |
| S2 |
1.0932 |
1.0932 |
1.0971 |
|
| S3 |
1.0879 |
1.0903 |
1.0966 |
|
| S4 |
1.0826 |
1.0850 |
1.0951 |
|
|
| 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 |
1.1238 |
|
2.618 |
1.1152 |
|
1.618 |
1.1099 |
|
1.000 |
1.1066 |
|
0.618 |
1.1046 |
|
HIGH |
1.1013 |
|
0.618 |
1.0993 |
|
0.500 |
1.0987 |
|
0.382 |
1.0980 |
|
LOW |
1.0960 |
|
0.618 |
1.0927 |
|
1.000 |
1.0907 |
|
1.618 |
1.0874 |
|
2.618 |
1.0821 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0987 |
| PP |
1.0985 |
1.0985 |
| S1 |
1.0983 |
1.0983 |
|