CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0636 |
0.0026 |
0.2% |
1.0560 |
| High |
1.0711 |
1.0702 |
-0.0009 |
-0.1% |
1.0711 |
| Low |
1.0598 |
1.0621 |
0.0024 |
0.2% |
1.0481 |
| Close |
1.0651 |
1.0668 |
0.0017 |
0.2% |
1.0668 |
| Range |
0.0113 |
0.0081 |
-0.0033 |
-28.8% |
0.0230 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
251,202 |
185,293 |
-65,909 |
-26.2% |
1,067,927 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0867 |
1.0712 |
|
| R3 |
1.0825 |
1.0787 |
1.0690 |
|
| R2 |
1.0744 |
1.0744 |
1.0683 |
|
| R1 |
1.0706 |
1.0706 |
1.0675 |
1.0725 |
| PP |
1.0664 |
1.0664 |
1.0664 |
1.0673 |
| S1 |
1.0626 |
1.0626 |
1.0661 |
1.0645 |
| S2 |
1.0583 |
1.0583 |
1.0653 |
|
| S3 |
1.0503 |
1.0545 |
1.0646 |
|
| S4 |
1.0422 |
1.0465 |
1.0624 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1219 |
1.0795 |
|
| R3 |
1.1080 |
1.0989 |
1.0731 |
|
| R2 |
1.0850 |
1.0850 |
1.0710 |
|
| R1 |
1.0759 |
1.0759 |
1.0689 |
1.0804 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0642 |
| S1 |
1.0529 |
1.0529 |
1.0647 |
1.0574 |
| S2 |
1.0390 |
1.0390 |
1.0626 |
|
| S3 |
1.0160 |
1.0299 |
1.0605 |
|
| S4 |
0.9930 |
1.0069 |
1.0542 |
|
|
| 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% |
0.0103 |
1.0% |
82% |
False |
False |
213,585 |
| 10 |
1.0711 |
1.0374 |
0.0337 |
3.2% |
0.0119 |
1.1% |
87% |
False |
False |
218,127 |
| 20 |
1.0711 |
1.0374 |
0.0337 |
3.2% |
0.0099 |
0.9% |
87% |
False |
False |
180,272 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0107 |
1.0% |
54% |
False |
False |
105,705 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0103 |
1.0% |
30% |
False |
False |
71,004 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0094 |
0.9% |
30% |
False |
False |
53,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0912 |
|
1.618 |
1.0832 |
|
1.000 |
1.0782 |
|
0.618 |
1.0751 |
|
HIGH |
1.0702 |
|
0.618 |
1.0671 |
|
0.500 |
1.0661 |
|
0.382 |
1.0652 |
|
LOW |
1.0621 |
|
0.618 |
1.0571 |
|
1.000 |
1.0541 |
|
1.618 |
1.0491 |
|
2.618 |
1.0410 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0644 |
| PP |
1.0664 |
1.0620 |
| S1 |
1.0661 |
1.0596 |
|