CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0988 |
1.1052 |
0.0064 |
0.6% |
1.1087 |
| High |
1.1060 |
1.1167 |
0.0107 |
1.0% |
1.1095 |
| Low |
1.0988 |
1.1048 |
0.0060 |
0.5% |
1.0910 |
| Close |
1.1048 |
1.1165 |
0.0117 |
1.1% |
1.0994 |
| Range |
0.0072 |
0.0119 |
0.0048 |
66.4% |
0.0185 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.7% |
0.0000 |
| Volume |
830 |
2,011 |
1,181 |
142.3% |
5,034 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1443 |
1.1230 |
|
| R3 |
1.1364 |
1.1324 |
1.1198 |
|
| R2 |
1.1245 |
1.1245 |
1.1187 |
|
| R1 |
1.1205 |
1.1205 |
1.1176 |
1.1225 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1136 |
| S1 |
1.1086 |
1.1086 |
1.1154 |
1.1106 |
| S2 |
1.1007 |
1.1007 |
1.1143 |
|
| S3 |
1.0888 |
1.0967 |
1.1132 |
|
| S4 |
1.0769 |
1.0848 |
1.1100 |
|
|
| 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 |
1.1672 |
|
2.618 |
1.1478 |
|
1.618 |
1.1359 |
|
1.000 |
1.1286 |
|
0.618 |
1.1240 |
|
HIGH |
1.1167 |
|
0.618 |
1.1121 |
|
0.500 |
1.1107 |
|
0.382 |
1.1093 |
|
LOW |
1.1048 |
|
0.618 |
1.0974 |
|
1.000 |
1.0929 |
|
1.618 |
1.0855 |
|
2.618 |
1.0736 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1126 |
| PP |
1.1126 |
1.1086 |
| S1 |
1.1107 |
1.1047 |
|