CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0951 |
-0.0047 |
-0.4% |
1.0980 |
| High |
1.1006 |
1.0970 |
-0.0036 |
-0.3% |
1.1075 |
| Low |
1.0937 |
1.0926 |
-0.0011 |
-0.1% |
1.0950 |
| Close |
1.0942 |
1.0934 |
-0.0008 |
-0.1% |
1.1064 |
| Range |
0.0069 |
0.0044 |
-0.0025 |
-36.5% |
0.0126 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1,586 |
875 |
-711 |
-44.8% |
3,487 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1047 |
1.0958 |
|
| R3 |
1.1030 |
1.1004 |
1.0946 |
|
| R2 |
1.0987 |
1.0987 |
1.0942 |
|
| R1 |
1.0960 |
1.0960 |
1.0938 |
1.0952 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0939 |
| S1 |
1.0917 |
1.0917 |
1.0930 |
1.0908 |
| S2 |
1.0900 |
1.0900 |
1.0926 |
|
| S3 |
1.0856 |
1.0873 |
1.0922 |
|
| S4 |
1.0813 |
1.0830 |
1.0910 |
|
|
| 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 |
1.1154 |
|
2.618 |
1.1083 |
|
1.618 |
1.1040 |
|
1.000 |
1.1013 |
|
0.618 |
1.0996 |
|
HIGH |
1.0970 |
|
0.618 |
1.0953 |
|
0.500 |
1.0948 |
|
0.382 |
1.0943 |
|
LOW |
1.0926 |
|
0.618 |
1.0899 |
|
1.000 |
1.0883 |
|
1.618 |
1.0856 |
|
2.618 |
1.0812 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.1010 |
| PP |
1.0943 |
1.0985 |
| S1 |
1.0939 |
1.0959 |
|