CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0629 |
-0.0007 |
-0.1% |
1.0677 |
| High |
1.0684 |
1.0644 |
-0.0040 |
-0.4% |
1.0691 |
| Low |
1.0620 |
1.0570 |
-0.0051 |
-0.5% |
1.0552 |
| Close |
1.0647 |
1.0599 |
-0.0049 |
-0.5% |
1.0620 |
| Range |
0.0064 |
0.0075 |
0.0011 |
16.4% |
0.0140 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
8,996 |
7,022 |
-1,974 |
-21.9% |
8,464 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0788 |
1.0639 |
|
| R3 |
1.0753 |
1.0713 |
1.0619 |
|
| R2 |
1.0679 |
1.0679 |
1.0612 |
|
| R1 |
1.0639 |
1.0639 |
1.0605 |
1.0621 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0595 |
| S1 |
1.0564 |
1.0564 |
1.0592 |
1.0547 |
| S2 |
1.0530 |
1.0530 |
1.0585 |
|
| S3 |
1.0455 |
1.0490 |
1.0578 |
|
| S4 |
1.0381 |
1.0415 |
1.0558 |
|
|
| 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 |
1.0685 |
1.0570 |
0.0115 |
1.1% |
0.0067 |
0.6% |
25% |
False |
True |
5,323 |
| 10 |
1.0738 |
1.0552 |
0.0186 |
1.8% |
0.0076 |
0.7% |
25% |
False |
False |
3,474 |
| 20 |
1.0894 |
1.0552 |
0.0342 |
3.2% |
0.0075 |
0.7% |
14% |
False |
False |
2,273 |
| 40 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0087 |
0.8% |
37% |
False |
False |
1,532 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.1% |
0.0092 |
0.9% |
32% |
False |
False |
1,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0839 |
|
1.618 |
1.0765 |
|
1.000 |
1.0719 |
|
0.618 |
1.0690 |
|
HIGH |
1.0644 |
|
0.618 |
1.0616 |
|
0.500 |
1.0607 |
|
0.382 |
1.0598 |
|
LOW |
1.0570 |
|
0.618 |
1.0523 |
|
1.000 |
1.0495 |
|
1.618 |
1.0449 |
|
2.618 |
1.0374 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0627 |
| PP |
1.0604 |
1.0618 |
| S1 |
1.0601 |
1.0608 |
|