CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0582 |
-0.0028 |
-0.3% |
1.0501 |
| High |
1.0656 |
1.0651 |
-0.0005 |
0.0% |
1.0660 |
| Low |
1.0579 |
1.0481 |
-0.0099 |
-0.9% |
1.0374 |
| Close |
1.0587 |
1.0604 |
0.0017 |
0.2% |
1.0561 |
| Range |
0.0077 |
0.0170 |
0.0094 |
122.2% |
0.0286 |
| ATR |
0.0107 |
0.0111 |
0.0005 |
4.3% |
0.0000 |
| Volume |
168,448 |
312,235 |
143,787 |
85.4% |
937,713 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1016 |
1.0697 |
|
| R3 |
1.0918 |
1.0846 |
1.0650 |
|
| R2 |
1.0748 |
1.0748 |
1.0635 |
|
| R1 |
1.0676 |
1.0676 |
1.0619 |
1.0712 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0596 |
| S1 |
1.0506 |
1.0506 |
1.0588 |
1.0542 |
| S2 |
1.0408 |
1.0408 |
1.0572 |
|
| S3 |
1.0238 |
1.0336 |
1.0557 |
|
| S4 |
1.0068 |
1.0166 |
1.0510 |
|
|
| 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 |
1.0481 |
0.0179 |
1.7% |
0.0112 |
1.1% |
69% |
False |
True |
225,720 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0118 |
1.1% |
72% |
False |
False |
201,158 |
| 20 |
1.0718 |
1.0374 |
0.0345 |
3.2% |
0.0101 |
1.0% |
67% |
False |
False |
174,355 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0108 |
1.0% |
42% |
False |
False |
94,920 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0101 |
1.0% |
23% |
False |
False |
63,748 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0093 |
0.9% |
23% |
False |
False |
48,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1373 |
|
2.618 |
1.1096 |
|
1.618 |
1.0926 |
|
1.000 |
1.0821 |
|
0.618 |
1.0756 |
|
HIGH |
1.0651 |
|
0.618 |
1.0586 |
|
0.500 |
1.0566 |
|
0.382 |
1.0545 |
|
LOW |
1.0481 |
|
0.618 |
1.0375 |
|
1.000 |
1.0311 |
|
1.618 |
1.0205 |
|
2.618 |
1.0035 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0591 |
1.0592 |
| PP |
1.0578 |
1.0580 |
| S1 |
1.0566 |
1.0568 |
|