CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0508 |
1.0615 |
0.0107 |
1.0% |
1.0565 |
| High |
1.0628 |
1.0643 |
0.0015 |
0.1% |
1.0636 |
| Low |
1.0506 |
1.0577 |
0.0072 |
0.7% |
1.0498 |
| Close |
1.0602 |
1.0590 |
-0.0012 |
-0.1% |
1.0602 |
| Range |
0.0123 |
0.0066 |
-0.0057 |
-46.5% |
0.0138 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
280,776 |
207,698 |
-73,078 |
-26.0% |
1,088,061 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0760 |
1.0626 |
|
| R3 |
1.0734 |
1.0695 |
1.0608 |
|
| R2 |
1.0669 |
1.0669 |
1.0602 |
|
| R1 |
1.0629 |
1.0629 |
1.0596 |
1.0616 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0597 |
| S1 |
1.0564 |
1.0564 |
1.0583 |
1.0551 |
| S2 |
1.0538 |
1.0538 |
1.0577 |
|
| S3 |
1.0472 |
1.0498 |
1.0571 |
|
| S4 |
1.0407 |
1.0433 |
1.0553 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0935 |
1.0677 |
|
| R3 |
1.0855 |
1.0797 |
1.0639 |
|
| R2 |
1.0717 |
1.0717 |
1.0627 |
|
| R1 |
1.0659 |
1.0659 |
1.0614 |
1.0688 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0593 |
| S1 |
1.0521 |
1.0521 |
1.0589 |
1.0550 |
| S2 |
1.0441 |
1.0441 |
1.0576 |
|
| S3 |
1.0303 |
1.0383 |
1.0564 |
|
| S4 |
1.0165 |
1.0245 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0077 |
0.7% |
63% |
True |
False |
225,485 |
| 10 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0077 |
0.7% |
63% |
True |
False |
215,906 |
| 20 |
1.0803 |
1.0498 |
0.0305 |
2.9% |
0.0077 |
0.7% |
30% |
False |
False |
197,090 |
| 40 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0085 |
0.8% |
30% |
False |
False |
203,587 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0093 |
0.9% |
39% |
False |
False |
183,263 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
22% |
False |
False |
138,791 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
22% |
False |
False |
111,256 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0089 |
0.8% |
22% |
False |
False |
92,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0814 |
|
1.618 |
1.0748 |
|
1.000 |
1.0708 |
|
0.618 |
1.0683 |
|
HIGH |
1.0643 |
|
0.618 |
1.0617 |
|
0.500 |
1.0610 |
|
0.382 |
1.0602 |
|
LOW |
1.0577 |
|
0.618 |
1.0537 |
|
1.000 |
1.0512 |
|
1.618 |
1.0471 |
|
2.618 |
1.0406 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0610 |
1.0583 |
| PP |
1.0603 |
1.0577 |
| S1 |
1.0596 |
1.0570 |
|