CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0501 |
-0.0028 |
-0.3% |
1.0499 |
| High |
1.0694 |
1.0524 |
-0.0170 |
-1.6% |
1.0694 |
| Low |
1.0520 |
1.0374 |
-0.0147 |
-1.4% |
1.0421 |
| Close |
1.0574 |
1.0446 |
-0.0129 |
-1.2% |
1.0574 |
| Range |
0.0174 |
0.0151 |
-0.0023 |
-13.3% |
0.0273 |
| ATR |
0.0102 |
0.0109 |
0.0007 |
6.9% |
0.0000 |
| Volume |
175,634 |
242,830 |
67,196 |
38.3% |
498,088 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0823 |
1.0528 |
|
| R3 |
1.0749 |
1.0672 |
1.0487 |
|
| R2 |
1.0598 |
1.0598 |
1.0473 |
|
| R1 |
1.0522 |
1.0522 |
1.0459 |
1.0485 |
| PP |
1.0448 |
1.0448 |
1.0448 |
1.0429 |
| S1 |
1.0371 |
1.0371 |
1.0432 |
1.0334 |
| S2 |
1.0297 |
1.0297 |
1.0418 |
|
| S3 |
1.0147 |
1.0221 |
1.0404 |
|
| S4 |
0.9996 |
1.0070 |
1.0363 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1251 |
1.0724 |
|
| R3 |
1.1109 |
1.0978 |
1.0649 |
|
| R2 |
1.0836 |
1.0836 |
1.0624 |
|
| R1 |
1.0705 |
1.0705 |
1.0599 |
1.0770 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0595 |
| S1 |
1.0432 |
1.0432 |
1.0549 |
1.0497 |
| S2 |
1.0290 |
1.0290 |
1.0524 |
|
| S3 |
1.0017 |
1.0159 |
1.0499 |
|
| S4 |
0.9744 |
0.9886 |
1.0424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0694 |
1.0374 |
0.0320 |
3.1% |
0.0108 |
1.0% |
23% |
False |
True |
148,183 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.1% |
0.0088 |
0.8% |
23% |
False |
True |
137,498 |
| 20 |
1.0924 |
1.0374 |
0.0550 |
5.3% |
0.0115 |
1.1% |
13% |
False |
True |
121,085 |
| 40 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0111 |
1.1% |
7% |
False |
True |
62,087 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0098 |
0.9% |
7% |
False |
True |
41,756 |
| 80 |
1.1371 |
1.0374 |
0.0998 |
9.5% |
0.0089 |
0.9% |
7% |
False |
True |
31,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.0918 |
|
1.618 |
1.0768 |
|
1.000 |
1.0675 |
|
0.618 |
1.0617 |
|
HIGH |
1.0524 |
|
0.618 |
1.0467 |
|
0.500 |
1.0449 |
|
0.382 |
1.0431 |
|
LOW |
1.0374 |
|
0.618 |
1.0280 |
|
1.000 |
1.0223 |
|
1.618 |
1.0130 |
|
2.618 |
0.9979 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0534 |
| PP |
1.0448 |
1.0504 |
| S1 |
1.0447 |
1.0475 |
|