CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.0997 |
-0.0090 |
-0.8% |
1.0980 |
| High |
1.1095 |
1.1006 |
-0.0089 |
-0.8% |
1.1075 |
| Low |
1.0991 |
1.0937 |
-0.0054 |
-0.5% |
1.0950 |
| Close |
1.1007 |
1.0942 |
-0.0065 |
-0.6% |
1.1064 |
| Range |
0.0104 |
0.0069 |
-0.0036 |
-34.1% |
0.0126 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,158 |
1,586 |
428 |
37.0% |
3,487 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1123 |
1.0979 |
|
| R3 |
1.1098 |
1.1054 |
1.0960 |
|
| R2 |
1.1030 |
1.1030 |
1.0954 |
|
| R1 |
1.0986 |
1.0986 |
1.0948 |
1.0974 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0955 |
| S1 |
1.0917 |
1.0917 |
1.0935 |
1.0905 |
| S2 |
1.0893 |
1.0893 |
1.0929 |
|
| S3 |
1.0824 |
1.0849 |
1.0923 |
|
| S4 |
1.0756 |
1.0780 |
1.0904 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1361 |
1.1133 |
|
| R3 |
1.1281 |
1.1235 |
1.1099 |
|
| R2 |
1.1155 |
1.1155 |
1.1087 |
|
| R1 |
1.1110 |
1.1110 |
1.1076 |
1.1132 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1041 |
| S1 |
1.0984 |
1.0984 |
1.1052 |
1.1007 |
| S2 |
1.0904 |
1.0904 |
1.1041 |
|
| S3 |
1.0779 |
1.0859 |
1.1029 |
|
| S4 |
1.0653 |
1.0733 |
1.0995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1297 |
|
2.618 |
1.1185 |
|
1.618 |
1.1116 |
|
1.000 |
1.1074 |
|
0.618 |
1.1048 |
|
HIGH |
1.1006 |
|
0.618 |
1.0979 |
|
0.500 |
1.0971 |
|
0.382 |
1.0963 |
|
LOW |
1.0937 |
|
0.618 |
1.0895 |
|
1.000 |
1.0869 |
|
1.618 |
1.0826 |
|
2.618 |
1.0758 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.1016 |
| PP |
1.0961 |
1.0991 |
| S1 |
1.0951 |
1.0966 |
|