CME Euro FX (E) Future September 2017
Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
1.1180 |
1.1274 |
0.0094 |
0.8% |
1.0988 |
High |
1.1280 |
1.1332 |
0.0052 |
0.5% |
1.1280 |
Low |
1.1168 |
1.1229 |
0.0061 |
0.5% |
1.0988 |
Close |
1.1274 |
1.1305 |
0.0031 |
0.3% |
1.1274 |
Range |
0.0112 |
0.0103 |
-0.0009 |
-8.1% |
0.0292 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
Volume |
1,500 |
2,361 |
861 |
57.4% |
10,040 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1596 |
1.1553 |
1.1361 |
|
R3 |
1.1493 |
1.1450 |
1.1333 |
|
R2 |
1.1391 |
1.1391 |
1.1323 |
|
R1 |
1.1348 |
1.1348 |
1.1314 |
1.1369 |
PP |
1.1288 |
1.1288 |
1.1288 |
1.1299 |
S1 |
1.1245 |
1.1245 |
1.1295 |
1.1267 |
S2 |
1.1186 |
1.1186 |
1.1286 |
|
S3 |
1.1083 |
1.1143 |
1.1276 |
|
S4 |
1.0981 |
1.1040 |
1.1248 |
|
|
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 |
1.1767 |
2.618 |
1.1600 |
1.618 |
1.1497 |
1.000 |
1.1434 |
0.618 |
1.1395 |
HIGH |
1.1332 |
0.618 |
1.1292 |
0.500 |
1.1280 |
0.382 |
1.1268 |
LOW |
1.1229 |
0.618 |
1.1166 |
1.000 |
1.1127 |
1.618 |
1.1063 |
2.618 |
1.0961 |
4.250 |
1.0793 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1296 |
1.1282 |
PP |
1.1288 |
1.1260 |
S1 |
1.1280 |
1.1238 |
|