CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0752 |
-0.0039 |
-0.4% |
1.0650 |
| High |
1.0797 |
1.0790 |
-0.0007 |
-0.1% |
1.0745 |
| Low |
1.0741 |
1.0732 |
-0.0010 |
-0.1% |
1.0604 |
| Close |
1.0743 |
1.0762 |
0.0019 |
0.2% |
1.0730 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0142 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
148,585 |
166,635 |
18,050 |
12.1% |
915,375 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0908 |
1.0794 |
|
| R3 |
1.0878 |
1.0849 |
1.0778 |
|
| R2 |
1.0820 |
1.0820 |
1.0772 |
|
| R1 |
1.0791 |
1.0791 |
1.0767 |
1.0805 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0768 |
| S1 |
1.0732 |
1.0732 |
1.0756 |
1.0747 |
| S2 |
1.0703 |
1.0703 |
1.0751 |
|
| S3 |
1.0644 |
1.0674 |
1.0745 |
|
| S4 |
1.0586 |
1.0615 |
1.0729 |
|
|
| 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% |
0.0071 |
0.7% |
81% |
False |
False |
189,080 |
| 10 |
1.0797 |
1.0481 |
0.0316 |
2.9% |
0.0095 |
0.9% |
89% |
False |
False |
217,490 |
| 20 |
1.0797 |
1.0374 |
0.0423 |
3.9% |
0.0099 |
0.9% |
92% |
False |
False |
196,495 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0105 |
1.0% |
71% |
False |
False |
140,953 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
39% |
False |
False |
94,637 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
39% |
False |
False |
71,291 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
37% |
False |
False |
57,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0943 |
|
1.618 |
1.0885 |
|
1.000 |
1.0849 |
|
0.618 |
1.0826 |
|
HIGH |
1.0790 |
|
0.618 |
1.0768 |
|
0.500 |
1.0761 |
|
0.382 |
1.0754 |
|
LOW |
1.0732 |
|
0.618 |
1.0695 |
|
1.000 |
1.0673 |
|
1.618 |
1.0637 |
|
2.618 |
1.0578 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0761 |
| PP |
1.0761 |
1.0761 |
| S1 |
1.0761 |
1.0761 |
|