CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1282 |
0.0032 |
0.3% |
1.0988 |
| High |
1.1288 |
1.1316 |
0.0029 |
0.3% |
1.1280 |
| Low |
1.1237 |
1.1260 |
0.0023 |
0.2% |
1.0988 |
| Close |
1.1266 |
1.1270 |
0.0004 |
0.0% |
1.1274 |
| Range |
0.0051 |
0.0057 |
0.0006 |
10.8% |
0.0292 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2,916 |
2,267 |
-649 |
-22.3% |
10,040 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1417 |
1.1301 |
|
| R3 |
1.1395 |
1.1361 |
1.1286 |
|
| R2 |
1.1338 |
1.1338 |
1.1280 |
|
| R1 |
1.1304 |
1.1304 |
1.1275 |
1.1293 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1276 |
| S1 |
1.1248 |
1.1248 |
1.1265 |
1.1237 |
| S2 |
1.1225 |
1.1225 |
1.1260 |
|
| S3 |
1.1169 |
1.1191 |
1.1254 |
|
| S4 |
1.1112 |
1.1135 |
1.1239 |
|
|
| 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 |
1.1556 |
|
2.618 |
1.1464 |
|
1.618 |
1.1407 |
|
1.000 |
1.1373 |
|
0.618 |
1.1351 |
|
HIGH |
1.1316 |
|
0.618 |
1.1294 |
|
0.500 |
1.1288 |
|
0.382 |
1.1281 |
|
LOW |
1.1260 |
|
0.618 |
1.1225 |
|
1.000 |
1.1203 |
|
1.618 |
1.1168 |
|
2.618 |
1.1112 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1288 |
1.1286 |
| PP |
1.1282 |
1.1281 |
| S1 |
1.1276 |
1.1275 |
|