CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0551 |
-0.0026 |
-0.2% |
1.0628 |
| High |
1.0595 |
1.0555 |
-0.0040 |
-0.4% |
1.0642 |
| Low |
1.0518 |
1.0498 |
-0.0020 |
-0.2% |
1.0502 |
| Close |
1.0548 |
1.0505 |
-0.0044 |
-0.4% |
1.0570 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-26.1% |
0.0140 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
243,721 |
195,151 |
-48,570 |
-19.9% |
863,303 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0653 |
1.0536 |
|
| R3 |
1.0632 |
1.0597 |
1.0520 |
|
| R2 |
1.0576 |
1.0576 |
1.0515 |
|
| R1 |
1.0540 |
1.0540 |
1.0510 |
1.0530 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0514 |
| S1 |
1.0484 |
1.0484 |
1.0499 |
1.0473 |
| S2 |
1.0463 |
1.0463 |
1.0494 |
|
| S3 |
1.0406 |
1.0427 |
1.0489 |
|
| S4 |
1.0350 |
1.0371 |
1.0473 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0920 |
1.0647 |
|
| R3 |
1.0851 |
1.0780 |
1.0608 |
|
| R2 |
1.0711 |
1.0711 |
1.0595 |
|
| R1 |
1.0640 |
1.0640 |
1.0582 |
1.0606 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0554 |
| S1 |
1.0500 |
1.0500 |
1.0557 |
1.0466 |
| S2 |
1.0431 |
1.0431 |
1.0544 |
|
| S3 |
1.0291 |
1.0360 |
1.0531 |
|
| S4 |
1.0151 |
1.0220 |
1.0493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0636 |
1.0498 |
0.0138 |
1.3% |
0.0068 |
0.6% |
5% |
False |
True |
203,043 |
| 10 |
1.0689 |
1.0498 |
0.0191 |
1.8% |
0.0075 |
0.7% |
3% |
False |
True |
203,675 |
| 20 |
1.0844 |
1.0498 |
0.0346 |
3.3% |
0.0075 |
0.7% |
2% |
False |
True |
192,575 |
| 40 |
1.0844 |
1.0422 |
0.0422 |
4.0% |
0.0086 |
0.8% |
20% |
False |
False |
203,356 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0096 |
0.9% |
24% |
False |
False |
175,932 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0099 |
0.9% |
13% |
False |
False |
132,722 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0093 |
0.9% |
13% |
False |
False |
106,396 |
| 120 |
1.1371 |
1.0374 |
0.0998 |
9.5% |
0.0088 |
0.8% |
13% |
False |
False |
88,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0702 |
|
1.618 |
1.0646 |
|
1.000 |
1.0611 |
|
0.618 |
1.0589 |
|
HIGH |
1.0555 |
|
0.618 |
1.0533 |
|
0.500 |
1.0526 |
|
0.382 |
1.0520 |
|
LOW |
1.0498 |
|
0.618 |
1.0463 |
|
1.000 |
1.0442 |
|
1.618 |
1.0407 |
|
2.618 |
1.0350 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0526 |
1.0567 |
| PP |
1.0519 |
1.0546 |
| S1 |
1.0512 |
1.0525 |
|