CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0442 |
1.0516 |
0.0074 |
0.7% |
1.0499 |
| High |
1.0532 |
1.0646 |
0.0114 |
1.1% |
1.0694 |
| Low |
1.0422 |
1.0511 |
0.0089 |
0.9% |
1.0421 |
| Close |
1.0499 |
1.0622 |
0.0124 |
1.2% |
1.0574 |
| Range |
0.0110 |
0.0135 |
0.0025 |
22.7% |
0.0273 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.5% |
0.0000 |
| Volume |
197,711 |
281,509 |
83,798 |
42.4% |
498,088 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0945 |
1.0696 |
|
| R3 |
1.0863 |
1.0810 |
1.0659 |
|
| R2 |
1.0728 |
1.0728 |
1.0647 |
|
| R1 |
1.0675 |
1.0675 |
1.0634 |
1.0702 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0606 |
| S1 |
1.0540 |
1.0540 |
1.0610 |
1.0567 |
| S2 |
1.0458 |
1.0458 |
1.0597 |
|
| S3 |
1.0323 |
1.0405 |
1.0585 |
|
| S4 |
1.0188 |
1.0270 |
1.0548 |
|
|
| 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 |
3.0% |
0.0130 |
1.2% |
78% |
False |
False |
207,459 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0097 |
0.9% |
78% |
False |
False |
155,166 |
| 20 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0108 |
1.0% |
45% |
False |
False |
142,613 |
| 40 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0113 |
1.1% |
25% |
False |
False |
73,994 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
25% |
False |
False |
49,702 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0091 |
0.9% |
25% |
False |
False |
37,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1220 |
|
2.618 |
1.0999 |
|
1.618 |
1.0864 |
|
1.000 |
1.0781 |
|
0.618 |
1.0729 |
|
HIGH |
1.0646 |
|
0.618 |
1.0594 |
|
0.500 |
1.0579 |
|
0.382 |
1.0563 |
|
LOW |
1.0511 |
|
0.618 |
1.0428 |
|
1.000 |
1.0376 |
|
1.618 |
1.0293 |
|
2.618 |
1.0158 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0608 |
1.0585 |
| PP |
1.0593 |
1.0547 |
| S1 |
1.0579 |
1.0510 |
|