CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0665 |
-0.0041 |
-0.4% |
1.0798 |
| High |
1.0721 |
1.0679 |
-0.0042 |
-0.4% |
1.0803 |
| Low |
1.0662 |
1.0619 |
-0.0044 |
-0.4% |
1.0619 |
| Close |
1.0670 |
1.0643 |
-0.0028 |
-0.3% |
1.0643 |
| Range |
0.0059 |
0.0061 |
0.0002 |
2.5% |
0.0185 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
168,986 |
176,378 |
7,392 |
4.4% |
864,472 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0796 |
1.0676 |
|
| R3 |
1.0768 |
1.0735 |
1.0659 |
|
| R2 |
1.0707 |
1.0707 |
1.0654 |
|
| R1 |
1.0675 |
1.0675 |
1.0648 |
1.0661 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0640 |
| S1 |
1.0614 |
1.0614 |
1.0637 |
1.0600 |
| S2 |
1.0586 |
1.0586 |
1.0631 |
|
| S3 |
1.0526 |
1.0554 |
1.0626 |
|
| S4 |
1.0465 |
1.0493 |
1.0609 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1127 |
1.0744 |
|
| R3 |
1.1057 |
1.0942 |
1.0693 |
|
| R2 |
1.0873 |
1.0873 |
1.0676 |
|
| R1 |
1.0758 |
1.0758 |
1.0659 |
1.0723 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0671 |
| S1 |
1.0573 |
1.0573 |
1.0626 |
1.0538 |
| S2 |
1.0504 |
1.0504 |
1.0609 |
|
| S3 |
1.0319 |
1.0389 |
1.0592 |
|
| S4 |
1.0135 |
1.0204 |
1.0541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0803 |
1.0619 |
0.0185 |
1.7% |
0.0074 |
0.7% |
13% |
False |
True |
172,894 |
| 10 |
1.0844 |
1.0619 |
0.0226 |
2.1% |
0.0086 |
0.8% |
11% |
False |
True |
197,673 |
| 20 |
1.0844 |
1.0604 |
0.0241 |
2.3% |
0.0085 |
0.8% |
16% |
False |
False |
198,394 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0094 |
0.9% |
57% |
False |
False |
189,883 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0100 |
0.9% |
49% |
False |
False |
133,549 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
27% |
False |
False |
100,548 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
27% |
False |
False |
80,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0837 |
|
1.618 |
1.0777 |
|
1.000 |
1.0740 |
|
0.618 |
1.0716 |
|
HIGH |
1.0679 |
|
0.618 |
1.0656 |
|
0.500 |
1.0649 |
|
0.382 |
1.0642 |
|
LOW |
1.0619 |
|
0.618 |
1.0581 |
|
1.000 |
1.0558 |
|
1.618 |
1.0521 |
|
2.618 |
1.0460 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0649 |
1.0673 |
| PP |
1.0647 |
1.0663 |
| S1 |
1.0645 |
1.0653 |
|