CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0635 |
0.0021 |
0.2% |
1.0677 |
| High |
1.0651 |
1.0674 |
0.0023 |
0.2% |
1.0691 |
| Low |
1.0595 |
1.0612 |
0.0017 |
0.2% |
1.0552 |
| Close |
1.0629 |
1.0620 |
-0.0009 |
-0.1% |
1.0620 |
| Range |
0.0057 |
0.0062 |
0.0006 |
9.7% |
0.0140 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
2,223 |
1,928 |
-295 |
-13.3% |
8,464 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0782 |
1.0654 |
|
| R3 |
1.0759 |
1.0720 |
1.0637 |
|
| R2 |
1.0697 |
1.0697 |
1.0631 |
|
| R1 |
1.0658 |
1.0658 |
1.0625 |
1.0647 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0629 |
| S1 |
1.0596 |
1.0596 |
1.0614 |
1.0585 |
| S2 |
1.0573 |
1.0573 |
1.0608 |
|
| S3 |
1.0511 |
1.0534 |
1.0602 |
|
| S4 |
1.0449 |
1.0472 |
1.0585 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0969 |
1.0696 |
|
| R3 |
1.0900 |
1.0829 |
1.0658 |
|
| R2 |
1.0760 |
1.0760 |
1.0645 |
|
| R1 |
1.0690 |
1.0690 |
1.0632 |
1.0655 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0603 |
| S1 |
1.0550 |
1.0550 |
1.0607 |
1.0516 |
| S2 |
1.0481 |
1.0481 |
1.0594 |
|
| S3 |
1.0342 |
1.0411 |
1.0581 |
|
| S4 |
1.0202 |
1.0271 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0734 |
1.0552 |
0.0183 |
1.7% |
0.0075 |
0.7% |
37% |
False |
False |
1,880 |
| 10 |
1.0738 |
1.0552 |
0.0186 |
1.8% |
0.0074 |
0.7% |
37% |
False |
False |
1,562 |
| 20 |
1.0894 |
1.0552 |
0.0342 |
3.2% |
0.0080 |
0.7% |
20% |
False |
False |
1,328 |
| 40 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0090 |
0.8% |
41% |
False |
False |
997 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0093 |
0.9% |
36% |
False |
False |
863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0836 |
|
1.618 |
1.0774 |
|
1.000 |
1.0736 |
|
0.618 |
1.0712 |
|
HIGH |
1.0674 |
|
0.618 |
1.0650 |
|
0.500 |
1.0643 |
|
0.382 |
1.0635 |
|
LOW |
1.0612 |
|
0.618 |
1.0573 |
|
1.000 |
1.0550 |
|
1.618 |
1.0511 |
|
2.618 |
1.0449 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0617 |
| PP |
1.0635 |
1.0615 |
| S1 |
1.0627 |
1.0613 |
|