CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0988 |
0.0056 |
0.5% |
1.1087 |
| High |
1.1004 |
1.1060 |
0.0056 |
0.5% |
1.1095 |
| Low |
1.0927 |
1.0988 |
0.0062 |
0.6% |
1.0910 |
| Close |
1.0994 |
1.1048 |
0.0054 |
0.5% |
1.0994 |
| Range |
0.0078 |
0.0072 |
-0.0006 |
-7.7% |
0.0185 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
909 |
830 |
-79 |
-8.7% |
5,034 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1219 |
1.1087 |
|
| R3 |
1.1175 |
1.1147 |
1.1068 |
|
| R2 |
1.1103 |
1.1103 |
1.1061 |
|
| R1 |
1.1076 |
1.1076 |
1.1055 |
1.1090 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1039 |
| S1 |
1.1004 |
1.1004 |
1.1041 |
1.1018 |
| S2 |
1.0960 |
1.0960 |
1.1035 |
|
| S3 |
1.0889 |
1.0933 |
1.1028 |
|
| S4 |
1.0817 |
1.0861 |
1.1009 |
|
|
| 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 |
1.1363 |
|
2.618 |
1.1247 |
|
1.618 |
1.1175 |
|
1.000 |
1.1131 |
|
0.618 |
1.1104 |
|
HIGH |
1.1060 |
|
0.618 |
1.1032 |
|
0.500 |
1.1024 |
|
0.382 |
1.1015 |
|
LOW |
1.0988 |
|
0.618 |
1.0944 |
|
1.000 |
1.0917 |
|
1.618 |
1.0872 |
|
2.618 |
1.0801 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1027 |
| PP |
1.1032 |
1.1006 |
| S1 |
1.1024 |
1.0985 |
|