CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0964 |
-0.0043 |
-0.4% |
1.0965 |
| High |
1.1013 |
1.1062 |
0.0049 |
0.4% |
1.1029 |
| Low |
1.0960 |
1.0950 |
-0.0011 |
-0.1% |
1.0902 |
| Close |
1.0981 |
1.1053 |
0.0073 |
0.7% |
1.0974 |
| Range |
0.0053 |
0.0112 |
0.0059 |
111.3% |
0.0127 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.9% |
0.0000 |
| Volume |
582 |
1,021 |
439 |
75.4% |
5,006 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1317 |
1.1115 |
|
| R3 |
1.1245 |
1.1205 |
1.1084 |
|
| R2 |
1.1133 |
1.1133 |
1.1074 |
|
| R1 |
1.1093 |
1.1093 |
1.1063 |
1.1113 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1031 |
| S1 |
1.0981 |
1.0981 |
1.1043 |
1.1001 |
| S2 |
1.0909 |
1.0909 |
1.1032 |
|
| S3 |
1.0797 |
1.0869 |
1.1022 |
|
| S4 |
1.0685 |
1.0757 |
1.0991 |
|
|
| 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 |
1.1538 |
|
2.618 |
1.1355 |
|
1.618 |
1.1243 |
|
1.000 |
1.1174 |
|
0.618 |
1.1131 |
|
HIGH |
1.1062 |
|
0.618 |
1.1019 |
|
0.500 |
1.1006 |
|
0.382 |
1.0992 |
|
LOW |
1.0950 |
|
0.618 |
1.0880 |
|
1.000 |
1.0838 |
|
1.618 |
1.0768 |
|
2.618 |
1.0656 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1037 |
1.1037 |
| PP |
1.1021 |
1.1021 |
| S1 |
1.1006 |
1.1006 |
|