CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0790 |
0.0063 |
0.6% |
1.0650 |
| High |
1.0793 |
1.0797 |
0.0004 |
0.0% |
1.0745 |
| Low |
1.0725 |
1.0741 |
0.0016 |
0.1% |
1.0604 |
| Close |
1.0768 |
1.0743 |
-0.0025 |
-0.2% |
1.0730 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.8% |
0.0142 |
| ATR |
0.0104 |
0.0100 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
195,583 |
148,585 |
-46,998 |
-24.0% |
915,375 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0890 |
1.0774 |
|
| R3 |
1.0871 |
1.0835 |
1.0758 |
|
| R2 |
1.0816 |
1.0816 |
1.0753 |
|
| R1 |
1.0779 |
1.0779 |
1.0748 |
1.0770 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0755 |
| S1 |
1.0724 |
1.0724 |
1.0738 |
1.0714 |
| S2 |
1.0705 |
1.0705 |
1.0733 |
|
| S3 |
1.0649 |
1.0668 |
1.0728 |
|
| S4 |
1.0594 |
1.0613 |
1.0712 |
|
|
| 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 |
1.0797 |
1.0612 |
0.0185 |
1.7% |
0.0076 |
0.7% |
71% |
True |
False |
189,108 |
| 10 |
1.0797 |
1.0481 |
0.0316 |
2.9% |
0.0096 |
0.9% |
83% |
True |
False |
217,672 |
| 20 |
1.0797 |
1.0374 |
0.0423 |
3.9% |
0.0099 |
0.9% |
87% |
True |
False |
191,714 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0107 |
1.0% |
67% |
False |
False |
136,844 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
37% |
False |
False |
91,866 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
37% |
False |
False |
69,221 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
35% |
False |
False |
55,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0942 |
|
1.618 |
1.0886 |
|
1.000 |
1.0852 |
|
0.618 |
1.0831 |
|
HIGH |
1.0797 |
|
0.618 |
1.0775 |
|
0.500 |
1.0769 |
|
0.382 |
1.0762 |
|
LOW |
1.0741 |
|
0.618 |
1.0707 |
|
1.000 |
1.0686 |
|
1.618 |
1.0651 |
|
2.618 |
1.0596 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0736 |
| PP |
1.0760 |
1.0729 |
| S1 |
1.0752 |
1.0722 |
|