CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0679 |
0.0076 |
0.7% |
1.0642 |
| High |
1.0689 |
1.0686 |
-0.0003 |
0.0% |
1.0689 |
| Low |
1.0601 |
1.0614 |
0.0013 |
0.1% |
1.0531 |
| Close |
1.0685 |
1.0615 |
-0.0071 |
-0.7% |
1.0615 |
| Range |
0.0088 |
0.0072 |
-0.0016 |
-17.7% |
0.0158 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
207,182 |
158,980 |
-48,202 |
-23.3% |
918,267 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0806 |
1.0654 |
|
| R3 |
1.0782 |
1.0734 |
1.0634 |
|
| R2 |
1.0710 |
1.0710 |
1.0628 |
|
| R1 |
1.0662 |
1.0662 |
1.0621 |
1.0650 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0632 |
| S1 |
1.0590 |
1.0590 |
1.0608 |
1.0578 |
| S2 |
1.0566 |
1.0566 |
1.0601 |
|
| S3 |
1.0494 |
1.0518 |
1.0595 |
|
| S4 |
1.0422 |
1.0446 |
1.0575 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1007 |
1.0701 |
|
| R3 |
1.0926 |
1.0849 |
1.0658 |
|
| R2 |
1.0769 |
1.0769 |
1.0643 |
|
| R1 |
1.0692 |
1.0692 |
1.0629 |
1.0652 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0591 |
| S1 |
1.0534 |
1.0534 |
1.0600 |
1.0494 |
| S2 |
1.0454 |
1.0454 |
1.0586 |
|
| S3 |
1.0296 |
1.0377 |
1.0571 |
|
| S4 |
1.0139 |
1.0219 |
1.0528 |
|
|
| 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% |
0.0078 |
0.7% |
53% |
False |
False |
183,653 |
| 10 |
1.0803 |
1.0531 |
0.0272 |
2.6% |
0.0076 |
0.7% |
31% |
False |
False |
178,273 |
| 20 |
1.0844 |
1.0531 |
0.0313 |
2.9% |
0.0080 |
0.8% |
27% |
False |
False |
189,274 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0090 |
0.8% |
51% |
False |
False |
188,402 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0099 |
0.9% |
44% |
False |
False |
148,698 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
24% |
False |
False |
111,945 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
24% |
False |
False |
89,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0992 |
|
2.618 |
1.0874 |
|
1.618 |
1.0802 |
|
1.000 |
1.0758 |
|
0.618 |
1.0730 |
|
HIGH |
1.0686 |
|
0.618 |
1.0658 |
|
0.500 |
1.0650 |
|
0.382 |
1.0641 |
|
LOW |
1.0614 |
|
0.618 |
1.0569 |
|
1.000 |
1.0542 |
|
1.618 |
1.0497 |
|
2.618 |
1.0425 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0613 |
| PP |
1.0638 |
1.0611 |
| S1 |
1.0626 |
1.0610 |
|