CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0582 |
1.0610 |
0.0028 |
0.3% |
1.0501 |
| High |
1.0651 |
1.0711 |
0.0060 |
0.6% |
1.0660 |
| Low |
1.0481 |
1.0598 |
0.0117 |
1.1% |
1.0374 |
| Close |
1.0604 |
1.0651 |
0.0048 |
0.4% |
1.0561 |
| Range |
0.0170 |
0.0113 |
-0.0057 |
-33.5% |
0.0286 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.1% |
0.0000 |
| Volume |
312,235 |
251,202 |
-61,033 |
-19.5% |
937,713 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0935 |
1.0713 |
|
| R3 |
1.0879 |
1.0822 |
1.0682 |
|
| R2 |
1.0766 |
1.0766 |
1.0672 |
|
| R1 |
1.0709 |
1.0709 |
1.0661 |
1.0737 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0667 |
| S1 |
1.0596 |
1.0596 |
1.0641 |
1.0624 |
| S2 |
1.0540 |
1.0540 |
1.0630 |
|
| S3 |
1.0427 |
1.0483 |
1.0620 |
|
| S4 |
1.0314 |
1.0370 |
1.0589 |
|
|
| 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 |
1.0711 |
1.0481 |
0.0230 |
2.2% |
0.0108 |
1.0% |
74% |
True |
False |
219,659 |
| 10 |
1.0711 |
1.0374 |
0.0337 |
3.2% |
0.0119 |
1.1% |
82% |
True |
False |
213,559 |
| 20 |
1.0718 |
1.0374 |
0.0345 |
3.2% |
0.0104 |
1.0% |
81% |
False |
False |
181,373 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0108 |
1.0% |
50% |
False |
False |
101,127 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0102 |
1.0% |
28% |
False |
False |
67,933 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0094 |
0.9% |
28% |
False |
False |
51,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1191 |
|
2.618 |
1.1006 |
|
1.618 |
1.0893 |
|
1.000 |
1.0824 |
|
0.618 |
1.0780 |
|
HIGH |
1.0711 |
|
0.618 |
1.0667 |
|
0.500 |
1.0654 |
|
0.382 |
1.0641 |
|
LOW |
1.0598 |
|
0.618 |
1.0528 |
|
1.000 |
1.0485 |
|
1.618 |
1.0415 |
|
2.618 |
1.0302 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0633 |
| PP |
1.0653 |
1.0614 |
| S1 |
1.0652 |
1.0596 |
|