CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0604 |
0.0015 |
0.1% |
1.0798 |
| High |
1.0619 |
1.0689 |
0.0070 |
0.7% |
1.0803 |
| Low |
1.0531 |
1.0601 |
0.0070 |
0.7% |
1.0619 |
| Close |
1.0600 |
1.0685 |
0.0085 |
0.8% |
1.0643 |
| Range |
0.0088 |
0.0088 |
-0.0001 |
-0.6% |
0.0185 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
211,922 |
207,182 |
-4,740 |
-2.2% |
864,472 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0890 |
1.0733 |
|
| R3 |
1.0833 |
1.0803 |
1.0709 |
|
| R2 |
1.0746 |
1.0746 |
1.0701 |
|
| R1 |
1.0715 |
1.0715 |
1.0693 |
1.0731 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0666 |
| S1 |
1.0628 |
1.0628 |
1.0677 |
1.0643 |
| S2 |
1.0571 |
1.0571 |
1.0669 |
|
| S3 |
1.0483 |
1.0540 |
1.0661 |
|
| S4 |
1.0396 |
1.0453 |
1.0637 |
|
|
| 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 |
1.0689 |
1.0531 |
0.0158 |
1.5% |
0.0075 |
0.7% |
98% |
True |
False |
187,133 |
| 10 |
1.0813 |
1.0531 |
0.0282 |
2.6% |
0.0077 |
0.7% |
55% |
False |
False |
183,058 |
| 20 |
1.0844 |
1.0531 |
0.0313 |
2.9% |
0.0081 |
0.8% |
49% |
False |
False |
190,977 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0090 |
0.8% |
66% |
False |
False |
188,131 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0099 |
0.9% |
57% |
False |
False |
146,082 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0098 |
0.9% |
32% |
False |
False |
109,961 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
31% |
False |
False |
88,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0918 |
|
1.618 |
1.0830 |
|
1.000 |
1.0776 |
|
0.618 |
1.0743 |
|
HIGH |
1.0689 |
|
0.618 |
1.0655 |
|
0.500 |
1.0645 |
|
0.382 |
1.0634 |
|
LOW |
1.0601 |
|
0.618 |
1.0547 |
|
1.000 |
1.0514 |
|
1.618 |
1.0459 |
|
2.618 |
1.0372 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0660 |
| PP |
1.0658 |
1.0635 |
| S1 |
1.0645 |
1.0610 |
|