CME Euro FX (E) Future June 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 |
1.0629 |
1.0598 |
-0.0031 |
-0.3% |
1.0677 |
| High |
1.0644 |
1.0603 |
-0.0041 |
-0.4% |
1.0691 |
| Low |
1.0570 |
1.0548 |
-0.0022 |
-0.2% |
1.0552 |
| Close |
1.0599 |
1.0554 |
-0.0045 |
-0.4% |
1.0620 |
| Range |
0.0075 |
0.0056 |
-0.0019 |
-25.5% |
0.0140 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
7,022 |
21,303 |
14,281 |
203.4% |
8,464 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0700 |
1.0585 |
|
| R3 |
1.0679 |
1.0644 |
1.0569 |
|
| R2 |
1.0624 |
1.0624 |
1.0564 |
|
| R1 |
1.0589 |
1.0589 |
1.0559 |
1.0579 |
| PP |
1.0568 |
1.0568 |
1.0568 |
1.0563 |
| S1 |
1.0533 |
1.0533 |
1.0549 |
1.0523 |
| S2 |
1.0513 |
1.0513 |
1.0544 |
|
| S3 |
1.0457 |
1.0478 |
1.0539 |
|
| S4 |
1.0402 |
1.0422 |
1.0523 |
|
|
| 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 |
1.0548 |
0.0137 |
1.3% |
0.0067 |
0.6% |
5% |
False |
True |
9,139 |
| 10 |
1.0738 |
1.0548 |
0.0190 |
1.8% |
0.0073 |
0.7% |
3% |
False |
True |
5,468 |
| 20 |
1.0894 |
1.0548 |
0.0346 |
3.3% |
0.0074 |
0.7% |
2% |
False |
True |
3,303 |
| 40 |
1.0894 |
1.0476 |
0.0418 |
4.0% |
0.0084 |
0.8% |
19% |
False |
False |
2,029 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.1% |
0.0092 |
0.9% |
24% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0748 |
|
1.618 |
1.0693 |
|
1.000 |
1.0659 |
|
0.618 |
1.0637 |
|
HIGH |
1.0603 |
|
0.618 |
1.0582 |
|
0.500 |
1.0575 |
|
0.382 |
1.0569 |
|
LOW |
1.0548 |
|
0.618 |
1.0513 |
|
1.000 |
1.0492 |
|
1.618 |
1.0458 |
|
2.618 |
1.0402 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0575 |
1.0616 |
| PP |
1.0568 |
1.0595 |
| S1 |
1.0561 |
1.0575 |
|