CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0577 |
0.0035 |
0.3% |
1.0615 |
| High |
1.0616 |
1.0701 |
0.0085 |
0.8% |
1.0701 |
| Low |
1.0526 |
1.0572 |
0.0046 |
0.4% |
1.0526 |
| Close |
1.0594 |
1.0694 |
0.0100 |
0.9% |
1.0694 |
| Range |
0.0091 |
0.0129 |
0.0039 |
42.5% |
0.0175 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
4.8% |
0.0000 |
| Volume |
402,889 |
144,628 |
-258,261 |
-64.1% |
1,252,215 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0997 |
1.0764 |
|
| R3 |
1.0913 |
1.0868 |
1.0729 |
|
| R2 |
1.0784 |
1.0784 |
1.0717 |
|
| R1 |
1.0739 |
1.0739 |
1.0705 |
1.0762 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0667 |
| S1 |
1.0610 |
1.0610 |
1.0682 |
1.0633 |
| S2 |
1.0526 |
1.0526 |
1.0670 |
|
| S3 |
1.0397 |
1.0481 |
1.0658 |
|
| S4 |
1.0268 |
1.0352 |
1.0623 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1104 |
1.0790 |
|
| R3 |
1.0990 |
1.0929 |
1.0742 |
|
| R2 |
1.0815 |
1.0815 |
1.0726 |
|
| R1 |
1.0754 |
1.0754 |
1.0710 |
1.0785 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0655 |
| S1 |
1.0579 |
1.0579 |
1.0677 |
1.0610 |
| S2 |
1.0465 |
1.0465 |
1.0661 |
|
| S3 |
1.0290 |
1.0404 |
1.0645 |
|
| S4 |
1.0115 |
1.0229 |
1.0597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0701 |
1.0526 |
0.0175 |
1.6% |
0.0074 |
0.7% |
96% |
True |
False |
250,443 |
| 10 |
1.0701 |
1.0498 |
0.0203 |
1.9% |
0.0077 |
0.7% |
97% |
True |
False |
234,027 |
| 20 |
1.0701 |
1.0498 |
0.0203 |
1.9% |
0.0076 |
0.7% |
97% |
True |
False |
214,911 |
| 40 |
1.0844 |
1.0498 |
0.0346 |
3.2% |
0.0082 |
0.8% |
57% |
False |
False |
208,523 |
| 60 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0088 |
0.8% |
68% |
False |
False |
197,134 |
| 80 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0095 |
0.9% |
58% |
False |
False |
151,722 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0093 |
0.9% |
32% |
False |
False |
121,658 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0089 |
0.8% |
32% |
False |
False |
101,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1038 |
|
1.618 |
1.0909 |
|
1.000 |
1.0830 |
|
0.618 |
1.0780 |
|
HIGH |
1.0701 |
|
0.618 |
1.0651 |
|
0.500 |
1.0636 |
|
0.382 |
1.0621 |
|
LOW |
1.0572 |
|
0.618 |
1.0492 |
|
1.000 |
1.0443 |
|
1.618 |
1.0363 |
|
2.618 |
1.0234 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0667 |
| PP |
1.0655 |
1.0640 |
| S1 |
1.0636 |
1.0613 |
|