CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0655 |
1.0683 |
0.0028 |
0.3% |
1.0650 |
| High |
1.0700 |
1.0733 |
0.0033 |
0.3% |
1.0745 |
| Low |
1.0612 |
1.0647 |
0.0036 |
0.3% |
1.0604 |
| Close |
1.0682 |
1.0730 |
0.0048 |
0.4% |
1.0730 |
| Range |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0142 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
241,553 |
193,044 |
-48,509 |
-20.1% |
915,375 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0930 |
1.0777 |
|
| R3 |
1.0874 |
1.0845 |
1.0754 |
|
| R2 |
1.0789 |
1.0789 |
1.0746 |
|
| R1 |
1.0759 |
1.0759 |
1.0738 |
1.0774 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0711 |
| S1 |
1.0674 |
1.0674 |
1.0722 |
1.0689 |
| S2 |
1.0618 |
1.0618 |
1.0714 |
|
| S3 |
1.0532 |
1.0588 |
1.0706 |
|
| S4 |
1.0447 |
1.0503 |
1.0683 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1065 |
1.0808 |
|
| R3 |
1.0976 |
1.0924 |
1.0769 |
|
| R2 |
1.0834 |
1.0834 |
1.0756 |
|
| R1 |
1.0782 |
1.0782 |
1.0743 |
1.0808 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0706 |
| S1 |
1.0641 |
1.0641 |
1.0717 |
1.0667 |
| S2 |
1.0551 |
1.0551 |
1.0704 |
|
| S3 |
1.0410 |
1.0499 |
1.0691 |
|
| S4 |
1.0268 |
1.0358 |
1.0652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0745 |
1.0604 |
0.0142 |
1.3% |
0.0096 |
0.9% |
89% |
False |
False |
220,133 |
| 10 |
1.0745 |
1.0481 |
0.0265 |
2.5% |
0.0102 |
0.9% |
94% |
False |
False |
219,896 |
| 20 |
1.0745 |
1.0374 |
0.0372 |
3.5% |
0.0100 |
0.9% |
96% |
False |
False |
187,531 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0108 |
1.0% |
65% |
False |
False |
128,411 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
36% |
False |
False |
86,169 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
36% |
False |
False |
64,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0956 |
|
1.618 |
1.0871 |
|
1.000 |
1.0818 |
|
0.618 |
1.0785 |
|
HIGH |
1.0733 |
|
0.618 |
1.0700 |
|
0.500 |
1.0690 |
|
0.382 |
1.0680 |
|
LOW |
1.0647 |
|
0.618 |
1.0594 |
|
1.000 |
1.0562 |
|
1.618 |
1.0509 |
|
2.618 |
1.0423 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0711 |
| PP |
1.0703 |
1.0693 |
| S1 |
1.0690 |
1.0674 |
|