CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0628 |
-0.0051 |
-0.5% |
1.0642 |
| High |
1.0686 |
1.0642 |
-0.0044 |
-0.4% |
1.0689 |
| Low |
1.0614 |
1.0534 |
-0.0080 |
-0.8% |
1.0531 |
| Close |
1.0615 |
1.0556 |
-0.0059 |
-0.6% |
1.0615 |
| Range |
0.0072 |
0.0108 |
0.0036 |
50.0% |
0.0158 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
1.9% |
0.0000 |
| Volume |
158,980 |
245,054 |
86,074 |
54.1% |
918,267 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0837 |
1.0615 |
|
| R3 |
1.0793 |
1.0729 |
1.0586 |
|
| R2 |
1.0685 |
1.0685 |
1.0576 |
|
| R1 |
1.0621 |
1.0621 |
1.0566 |
1.0599 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0566 |
| S1 |
1.0513 |
1.0513 |
1.0546 |
1.0491 |
| S2 |
1.0469 |
1.0469 |
1.0536 |
|
| S3 |
1.0361 |
1.0405 |
1.0526 |
|
| S4 |
1.0253 |
1.0297 |
1.0497 |
|
|
| 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% |
0.0086 |
0.8% |
16% |
False |
False |
205,014 |
| 10 |
1.0764 |
1.0531 |
0.0233 |
2.2% |
0.0078 |
0.7% |
11% |
False |
False |
187,601 |
| 20 |
1.0844 |
1.0531 |
0.0313 |
3.0% |
0.0082 |
0.8% |
8% |
False |
False |
191,748 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.5% |
0.0091 |
0.9% |
39% |
False |
False |
191,530 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0099 |
0.9% |
33% |
False |
False |
152,748 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0099 |
0.9% |
18% |
False |
False |
114,992 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0093 |
0.9% |
18% |
False |
False |
92,255 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.9% |
0.0088 |
0.8% |
18% |
False |
False |
76,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0924 |
|
1.618 |
1.0816 |
|
1.000 |
1.0750 |
|
0.618 |
1.0708 |
|
HIGH |
1.0642 |
|
0.618 |
1.0600 |
|
0.500 |
1.0588 |
|
0.382 |
1.0575 |
|
LOW |
1.0534 |
|
0.618 |
1.0467 |
|
1.000 |
1.0426 |
|
1.618 |
1.0359 |
|
2.618 |
1.0251 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0611 |
| PP |
1.0577 |
1.0593 |
| S1 |
1.0567 |
1.0574 |
|