CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1277 |
-0.0006 |
0.0% |
1.1274 |
| High |
1.1316 |
1.1300 |
-0.0017 |
-0.1% |
1.1336 |
| Low |
1.1260 |
1.1228 |
-0.0032 |
-0.3% |
1.1228 |
| Close |
1.1270 |
1.1244 |
-0.0026 |
-0.2% |
1.1244 |
| Range |
0.0057 |
0.0072 |
0.0016 |
27.4% |
0.0108 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,267 |
3,520 |
1,253 |
55.3% |
13,679 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1431 |
1.1284 |
|
| R3 |
1.1401 |
1.1359 |
1.1264 |
|
| R2 |
1.1329 |
1.1329 |
1.1257 |
|
| R1 |
1.1287 |
1.1287 |
1.1251 |
1.1272 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1250 |
| S1 |
1.1215 |
1.1215 |
1.1237 |
1.1200 |
| S2 |
1.1185 |
1.1185 |
1.1231 |
|
| S3 |
1.1113 |
1.1143 |
1.1224 |
|
| S4 |
1.1041 |
1.1071 |
1.1204 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1527 |
1.1303 |
|
| R3 |
1.1485 |
1.1419 |
1.1274 |
|
| R2 |
1.1377 |
1.1377 |
1.1264 |
|
| R1 |
1.1311 |
1.1311 |
1.1254 |
1.1290 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1259 |
| S1 |
1.1203 |
1.1203 |
1.1234 |
1.1182 |
| S2 |
1.1161 |
1.1161 |
1.1224 |
|
| S3 |
1.1053 |
1.1095 |
1.1214 |
|
| S4 |
1.0945 |
1.0987 |
1.1185 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1488 |
|
1.618 |
1.1416 |
|
1.000 |
1.1372 |
|
0.618 |
1.1344 |
|
HIGH |
1.1300 |
|
0.618 |
1.1272 |
|
0.500 |
1.1264 |
|
0.382 |
1.1255 |
|
LOW |
1.1228 |
|
0.618 |
1.1183 |
|
1.000 |
1.1156 |
|
1.618 |
1.1111 |
|
2.618 |
1.1039 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1272 |
| PP |
1.1257 |
1.1263 |
| S1 |
1.1251 |
1.1253 |
|