CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0761 |
-0.0037 |
-0.3% |
1.0729 |
| High |
1.0803 |
1.0764 |
-0.0040 |
-0.4% |
1.0844 |
| Low |
1.0720 |
1.0670 |
-0.0050 |
-0.5% |
1.0638 |
| Close |
1.0762 |
1.0709 |
-0.0054 |
-0.5% |
1.0782 |
| Range |
0.0084 |
0.0094 |
0.0011 |
12.6% |
0.0207 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
151,778 |
176,874 |
25,096 |
16.5% |
1,112,265 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0946 |
1.0760 |
|
| R3 |
1.0902 |
1.0852 |
1.0734 |
|
| R2 |
1.0808 |
1.0808 |
1.0726 |
|
| R1 |
1.0758 |
1.0758 |
1.0717 |
1.0736 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0703 |
| S1 |
1.0664 |
1.0664 |
1.0700 |
1.0642 |
| S2 |
1.0620 |
1.0620 |
1.0691 |
|
| S3 |
1.0526 |
1.0570 |
1.0683 |
|
| S4 |
1.0432 |
1.0476 |
1.0657 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1284 |
1.0895 |
|
| R3 |
1.1167 |
1.1078 |
1.0838 |
|
| R2 |
1.0961 |
1.0961 |
1.0819 |
|
| R1 |
1.0871 |
1.0871 |
1.0800 |
1.0916 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0777 |
| S1 |
1.0665 |
1.0665 |
1.0763 |
1.0710 |
| S2 |
1.0548 |
1.0548 |
1.0744 |
|
| S3 |
1.0341 |
1.0458 |
1.0725 |
|
| S4 |
1.0135 |
1.0252 |
1.0668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0844 |
1.0670 |
0.0175 |
1.6% |
0.0083 |
0.8% |
22% |
False |
True |
188,081 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0090 |
0.8% |
34% |
False |
False |
198,723 |
| 20 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0093 |
0.9% |
63% |
False |
False |
208,197 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0097 |
0.9% |
71% |
False |
False |
183,312 |
| 60 |
1.1012 |
1.0374 |
0.0639 |
6.0% |
0.0102 |
1.0% |
52% |
False |
False |
124,719 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0098 |
0.9% |
34% |
False |
False |
93,880 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0092 |
0.9% |
34% |
False |
False |
75,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.1010 |
|
1.618 |
1.0916 |
|
1.000 |
1.0858 |
|
0.618 |
1.0822 |
|
HIGH |
1.0764 |
|
0.618 |
1.0728 |
|
0.500 |
1.0717 |
|
0.382 |
1.0705 |
|
LOW |
1.0670 |
|
0.618 |
1.0611 |
|
1.000 |
1.0576 |
|
1.618 |
1.0517 |
|
2.618 |
1.0423 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0741 |
| PP |
1.0714 |
1.0730 |
| S1 |
1.0711 |
1.0719 |
|