CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0560 |
-0.0075 |
-0.7% |
1.0501 |
| High |
1.0660 |
1.0612 |
-0.0048 |
-0.4% |
1.0660 |
| Low |
1.0554 |
1.0540 |
-0.0015 |
-0.1% |
1.0374 |
| Close |
1.0561 |
1.0607 |
0.0046 |
0.4% |
1.0561 |
| Range |
0.0106 |
0.0073 |
-0.0033 |
-31.3% |
0.0286 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
215,663 |
150,749 |
-64,914 |
-30.1% |
937,713 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0778 |
1.0646 |
|
| R3 |
1.0731 |
1.0705 |
1.0626 |
|
| R2 |
1.0659 |
1.0659 |
1.0620 |
|
| R1 |
1.0633 |
1.0633 |
1.0613 |
1.0646 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0593 |
| S1 |
1.0560 |
1.0560 |
1.0600 |
1.0573 |
| S2 |
1.0514 |
1.0514 |
1.0593 |
|
| S3 |
1.0441 |
1.0488 |
1.0587 |
|
| S4 |
1.0369 |
1.0415 |
1.0567 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1261 |
1.0718 |
|
| R3 |
1.1103 |
1.0975 |
1.0640 |
|
| R2 |
1.0817 |
1.0817 |
1.0613 |
|
| R1 |
1.0689 |
1.0689 |
1.0587 |
1.0753 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0563 |
| S1 |
1.0403 |
1.0403 |
1.0535 |
1.0467 |
| S2 |
1.0245 |
1.0245 |
1.0509 |
|
| S3 |
0.9959 |
1.0117 |
1.0482 |
|
| S4 |
0.9673 |
0.9831 |
1.0404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0660 |
1.0374 |
0.0286 |
2.7% |
0.0115 |
1.1% |
81% |
False |
False |
217,692 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0101 |
1.0% |
73% |
False |
False |
165,757 |
| 20 |
1.0718 |
1.0374 |
0.0345 |
3.2% |
0.0100 |
0.9% |
68% |
False |
False |
158,427 |
| 40 |
1.1012 |
1.0374 |
0.0639 |
6.0% |
0.0107 |
1.0% |
36% |
False |
False |
82,980 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0100 |
0.9% |
24% |
False |
False |
55,775 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
24% |
False |
False |
42,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0802 |
|
1.618 |
1.0729 |
|
1.000 |
1.0685 |
|
0.618 |
1.0657 |
|
HIGH |
1.0612 |
|
0.618 |
1.0584 |
|
0.500 |
1.0576 |
|
0.382 |
1.0567 |
|
LOW |
1.0540 |
|
0.618 |
1.0495 |
|
1.000 |
1.0467 |
|
1.618 |
1.0422 |
|
2.618 |
1.0350 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0599 |
| PP |
1.0586 |
1.0592 |
| S1 |
1.0576 |
1.0585 |
|