CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0932 |
-0.0005 |
0.0% |
1.1087 |
| High |
1.0963 |
1.1004 |
0.0042 |
0.4% |
1.1095 |
| Low |
1.0910 |
1.0927 |
0.0017 |
0.2% |
1.0910 |
| Close |
1.0938 |
1.0994 |
0.0057 |
0.5% |
1.0994 |
| Range |
0.0053 |
0.0078 |
0.0025 |
47.6% |
0.0185 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
506 |
909 |
403 |
79.6% |
5,034 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1178 |
1.1037 |
|
| R3 |
1.1130 |
1.1101 |
1.1015 |
|
| R2 |
1.1052 |
1.1052 |
1.1008 |
|
| R1 |
1.1023 |
1.1023 |
1.1001 |
1.1038 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0982 |
| S1 |
1.0946 |
1.0946 |
1.0987 |
1.0960 |
| S2 |
1.0897 |
1.0897 |
1.0980 |
|
| S3 |
1.0820 |
1.0868 |
1.0973 |
|
| S4 |
1.0742 |
1.0791 |
1.0951 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1458 |
1.1095 |
|
| R3 |
1.1369 |
1.1274 |
1.1045 |
|
| R2 |
1.1184 |
1.1184 |
1.1028 |
|
| R1 |
1.1089 |
1.1089 |
1.1011 |
1.1044 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0977 |
| S1 |
1.0905 |
1.0905 |
1.0977 |
1.0860 |
| S2 |
1.0815 |
1.0815 |
1.0960 |
|
| S3 |
1.0631 |
1.0720 |
1.0943 |
|
| S4 |
1.0446 |
1.0536 |
1.0893 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1207 |
|
1.618 |
1.1129 |
|
1.000 |
1.1082 |
|
0.618 |
1.1052 |
|
HIGH |
1.1004 |
|
0.618 |
1.0974 |
|
0.500 |
1.0965 |
|
0.382 |
1.0956 |
|
LOW |
1.0927 |
|
0.618 |
1.0879 |
|
1.000 |
1.0849 |
|
1.618 |
1.0801 |
|
2.618 |
1.0724 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0982 |
| PP |
1.0975 |
1.0969 |
| S1 |
1.0965 |
1.0957 |
|