CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1301 |
0.0028 |
0.2% |
1.0988 |
| High |
1.1332 |
1.1336 |
0.0004 |
0.0% |
1.1280 |
| Low |
1.1229 |
1.1244 |
0.0015 |
0.1% |
1.0988 |
| Close |
1.1305 |
1.1252 |
-0.0053 |
-0.5% |
1.1274 |
| Range |
0.0103 |
0.0092 |
-0.0011 |
-10.2% |
0.0292 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,361 |
2,615 |
254 |
10.8% |
10,040 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1495 |
1.1303 |
|
| R3 |
1.1461 |
1.1403 |
1.1277 |
|
| R2 |
1.1369 |
1.1369 |
1.1269 |
|
| R1 |
1.1311 |
1.1311 |
1.1260 |
1.1294 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1269 |
| S1 |
1.1219 |
1.1219 |
1.1244 |
1.1202 |
| S2 |
1.1185 |
1.1185 |
1.1235 |
|
| S3 |
1.1093 |
1.1127 |
1.1227 |
|
| S4 |
1.1001 |
1.1035 |
1.1201 |
|
|
| 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 |
1.1727 |
|
2.618 |
1.1576 |
|
1.618 |
1.1484 |
|
1.000 |
1.1428 |
|
0.618 |
1.1392 |
|
HIGH |
1.1336 |
|
0.618 |
1.1300 |
|
0.500 |
1.1290 |
|
0.382 |
1.1279 |
|
LOW |
1.1244 |
|
0.618 |
1.1187 |
|
1.000 |
1.1152 |
|
1.618 |
1.1095 |
|
2.618 |
1.1003 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1252 |
| PP |
1.1277 |
1.1252 |
| S1 |
1.1265 |
1.1252 |
|