CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0814 |
1.0784 |
-0.0030 |
-0.3% |
1.0728 |
| High |
1.0824 |
1.0844 |
0.0020 |
0.2% |
1.0797 |
| Low |
1.0747 |
1.0771 |
0.0025 |
0.2% |
1.0677 |
| Close |
1.0793 |
1.0779 |
-0.0015 |
-0.1% |
1.0718 |
| Range |
0.0078 |
0.0073 |
-0.0005 |
-5.8% |
0.0120 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
213,569 |
191,364 |
-22,205 |
-10.4% |
890,485 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0971 |
1.0819 |
|
| R3 |
1.0944 |
1.0898 |
1.0799 |
|
| R2 |
1.0871 |
1.0871 |
1.0792 |
|
| R1 |
1.0825 |
1.0825 |
1.0785 |
1.0811 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0791 |
| S1 |
1.0752 |
1.0752 |
1.0772 |
1.0738 |
| S2 |
1.0725 |
1.0725 |
1.0765 |
|
| S3 |
1.0652 |
1.0679 |
1.0758 |
|
| S4 |
1.0579 |
1.0606 |
1.0738 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1024 |
1.0784 |
|
| R3 |
1.0970 |
1.0904 |
1.0751 |
|
| R2 |
1.0850 |
1.0850 |
1.0740 |
|
| R1 |
1.0784 |
1.0784 |
1.0729 |
1.0757 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0717 |
| S1 |
1.0664 |
1.0664 |
1.0707 |
1.0637 |
| S2 |
1.0610 |
1.0610 |
1.0696 |
|
| S3 |
1.0490 |
1.0544 |
1.0685 |
|
| S4 |
1.0370 |
1.0424 |
1.0652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0093 |
0.9% |
68% |
True |
False |
216,137 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0084 |
0.8% |
68% |
True |
False |
198,897 |
| 20 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0095 |
0.9% |
82% |
True |
False |
213,820 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0101 |
0.9% |
74% |
False |
False |
171,967 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0107 |
1.0% |
41% |
False |
False |
115,943 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0097 |
0.9% |
41% |
False |
False |
87,221 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0091 |
0.8% |
41% |
False |
False |
70,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1035 |
|
1.618 |
1.0962 |
|
1.000 |
1.0917 |
|
0.618 |
1.0889 |
|
HIGH |
1.0844 |
|
0.618 |
1.0816 |
|
0.500 |
1.0808 |
|
0.382 |
1.0799 |
|
LOW |
1.0771 |
|
0.618 |
1.0726 |
|
1.000 |
1.0698 |
|
1.618 |
1.0653 |
|
2.618 |
1.0580 |
|
4.250 |
1.0461 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0777 |
| PP |
1.0798 |
1.0775 |
| S1 |
1.0788 |
1.0773 |
|