CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1180 |
-0.0055 |
-0.5% |
1.0988 |
| High |
1.1240 |
1.1280 |
0.0040 |
0.4% |
1.1280 |
| Low |
1.1145 |
1.1168 |
0.0023 |
0.2% |
1.0988 |
| Close |
1.1173 |
1.1274 |
0.0101 |
0.9% |
1.1274 |
| Range |
0.0095 |
0.0112 |
0.0017 |
18.0% |
0.0292 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.2% |
0.0000 |
| Volume |
2,791 |
1,500 |
-1,291 |
-46.3% |
10,040 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1536 |
1.1335 |
|
| R3 |
1.1463 |
1.1424 |
1.1304 |
|
| R2 |
1.1352 |
1.1352 |
1.1294 |
|
| R1 |
1.1313 |
1.1313 |
1.1284 |
1.1332 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1250 |
| S1 |
1.1201 |
1.1201 |
1.1263 |
1.1221 |
| S2 |
1.1129 |
1.1129 |
1.1253 |
|
| S3 |
1.1017 |
1.1090 |
1.1243 |
|
| S4 |
1.0906 |
1.0978 |
1.1212 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1956 |
1.1434 |
|
| R3 |
1.1763 |
1.1664 |
1.1354 |
|
| R2 |
1.1472 |
1.1472 |
1.1327 |
|
| R1 |
1.1373 |
1.1373 |
1.1300 |
1.1422 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1205 |
| S1 |
1.1081 |
1.1081 |
1.1247 |
1.1131 |
| S2 |
1.0889 |
1.0889 |
1.1220 |
|
| S3 |
1.0597 |
1.0790 |
1.1193 |
|
| S4 |
1.0306 |
1.0498 |
1.1113 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1753 |
|
2.618 |
1.1571 |
|
1.618 |
1.1460 |
|
1.000 |
1.1391 |
|
0.618 |
1.1348 |
|
HIGH |
1.1280 |
|
0.618 |
1.1237 |
|
0.500 |
1.1224 |
|
0.382 |
1.1211 |
|
LOW |
1.1168 |
|
0.618 |
1.1099 |
|
1.000 |
1.1057 |
|
1.618 |
1.0988 |
|
2.618 |
1.0876 |
|
4.250 |
1.0694 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1253 |
| PP |
1.1240 |
1.1233 |
| S1 |
1.1224 |
1.1212 |
|