CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0736 |
0.0086 |
0.8% |
1.0560 |
| High |
1.0745 |
1.0737 |
-0.0008 |
-0.1% |
1.0711 |
| Low |
1.0604 |
1.0653 |
0.0049 |
0.5% |
1.0481 |
| Close |
1.0734 |
1.0692 |
-0.0043 |
-0.4% |
1.0668 |
| Range |
0.0142 |
0.0085 |
-0.0057 |
-40.3% |
0.0230 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
313,999 |
166,779 |
-147,220 |
-46.9% |
1,067,927 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0904 |
1.0738 |
|
| R3 |
1.0863 |
1.0819 |
1.0715 |
|
| R2 |
1.0778 |
1.0778 |
1.0707 |
|
| R1 |
1.0735 |
1.0735 |
1.0699 |
1.0714 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0683 |
| S1 |
1.0650 |
1.0650 |
1.0684 |
1.0630 |
| S2 |
1.0609 |
1.0609 |
1.0676 |
|
| S3 |
1.0525 |
1.0566 |
1.0668 |
|
| S4 |
1.0440 |
1.0481 |
1.0645 |
|
|
| 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 |
1.0745 |
1.0481 |
0.0265 |
2.5% |
0.0118 |
1.1% |
80% |
False |
False |
245,901 |
| 10 |
1.0745 |
1.0422 |
0.0323 |
3.0% |
0.0109 |
1.0% |
83% |
False |
False |
224,358 |
| 20 |
1.0745 |
1.0374 |
0.0372 |
3.5% |
0.0099 |
0.9% |
86% |
False |
False |
180,928 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0107 |
1.0% |
58% |
False |
False |
117,641 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0104 |
1.0% |
32% |
False |
False |
78,966 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0095 |
0.9% |
32% |
False |
False |
59,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0958 |
|
1.618 |
1.0874 |
|
1.000 |
1.0822 |
|
0.618 |
1.0789 |
|
HIGH |
1.0737 |
|
0.618 |
1.0705 |
|
0.500 |
1.0695 |
|
0.382 |
1.0685 |
|
LOW |
1.0653 |
|
0.618 |
1.0600 |
|
1.000 |
1.0568 |
|
1.618 |
1.0516 |
|
2.618 |
1.0431 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0686 |
| PP |
1.0694 |
1.0680 |
| S1 |
1.0693 |
1.0674 |
|