CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1235 |
0.0075 |
0.7% |
1.1087 |
| High |
1.1232 |
1.1240 |
0.0008 |
0.1% |
1.1095 |
| Low |
1.1152 |
1.1145 |
-0.0007 |
-0.1% |
1.0910 |
| Close |
1.1219 |
1.1173 |
-0.0046 |
-0.4% |
1.0994 |
| Range |
0.0081 |
0.0095 |
0.0014 |
17.4% |
0.0185 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.8% |
0.0000 |
| Volume |
2,908 |
2,791 |
-117 |
-4.0% |
5,034 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1416 |
1.1225 |
|
| R3 |
1.1375 |
1.1321 |
1.1199 |
|
| R2 |
1.1280 |
1.1280 |
1.1190 |
|
| R1 |
1.1227 |
1.1227 |
1.1182 |
1.1206 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1176 |
| S1 |
1.1132 |
1.1132 |
1.1164 |
1.1112 |
| S2 |
1.1091 |
1.1091 |
1.1156 |
|
| S3 |
1.0997 |
1.1038 |
1.1147 |
|
| S4 |
1.0902 |
1.0943 |
1.1121 |
|
|
| 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 |
1.1641 |
|
2.618 |
1.1487 |
|
1.618 |
1.1392 |
|
1.000 |
1.1334 |
|
0.618 |
1.1298 |
|
HIGH |
1.1240 |
|
0.618 |
1.1203 |
|
0.500 |
1.1192 |
|
0.382 |
1.1181 |
|
LOW |
1.1145 |
|
0.618 |
1.1087 |
|
1.000 |
1.1051 |
|
1.618 |
1.0992 |
|
2.618 |
1.0898 |
|
4.250 |
1.0743 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1192 |
1.1163 |
| PP |
1.1186 |
1.1153 |
| S1 |
1.1179 |
1.1144 |
|