CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0560 |
-0.0038 |
-0.4% |
1.0612 |
| High |
1.0603 |
1.0676 |
0.0073 |
0.7% |
1.0685 |
| Low |
1.0548 |
1.0555 |
0.0008 |
0.1% |
1.0548 |
| Close |
1.0554 |
1.0651 |
0.0097 |
0.9% |
1.0651 |
| Range |
0.0056 |
0.0121 |
0.0066 |
118.0% |
0.0137 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.0% |
0.0000 |
| Volume |
21,303 |
36,369 |
15,066 |
70.7% |
80,137 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0941 |
1.0717 |
|
| R3 |
1.0869 |
1.0820 |
1.0684 |
|
| R2 |
1.0748 |
1.0748 |
1.0673 |
|
| R1 |
1.0699 |
1.0699 |
1.0662 |
1.0724 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0639 |
| S1 |
1.0578 |
1.0578 |
1.0639 |
1.0603 |
| S2 |
1.0506 |
1.0506 |
1.0628 |
|
| S3 |
1.0385 |
1.0457 |
1.0617 |
|
| S4 |
1.0264 |
1.0336 |
1.0584 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0982 |
1.0726 |
|
| R3 |
1.0902 |
1.0845 |
1.0688 |
|
| R2 |
1.0765 |
1.0765 |
1.0676 |
|
| R1 |
1.0708 |
1.0708 |
1.0663 |
1.0736 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0642 |
| S1 |
1.0571 |
1.0571 |
1.0638 |
1.0599 |
| S2 |
1.0491 |
1.0491 |
1.0625 |
|
| S3 |
1.0354 |
1.0434 |
1.0613 |
|
| S4 |
1.0217 |
1.0297 |
1.0575 |
|
|
| 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% |
0.0079 |
0.7% |
75% |
False |
False |
16,027 |
| 10 |
1.0734 |
1.0548 |
0.0187 |
1.8% |
0.0077 |
0.7% |
55% |
False |
False |
8,954 |
| 20 |
1.0862 |
1.0548 |
0.0315 |
3.0% |
0.0076 |
0.7% |
33% |
False |
False |
5,086 |
| 40 |
1.0894 |
1.0536 |
0.0358 |
3.4% |
0.0085 |
0.8% |
32% |
False |
False |
2,916 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0090 |
0.8% |
42% |
False |
False |
2,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1190 |
|
2.618 |
1.0993 |
|
1.618 |
1.0872 |
|
1.000 |
1.0797 |
|
0.618 |
1.0751 |
|
HIGH |
1.0676 |
|
0.618 |
1.0630 |
|
0.500 |
1.0616 |
|
0.382 |
1.0601 |
|
LOW |
1.0555 |
|
0.618 |
1.0480 |
|
1.000 |
1.0434 |
|
1.618 |
1.0359 |
|
2.618 |
1.0238 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0638 |
| PP |
1.0627 |
1.0625 |
| S1 |
1.0616 |
1.0612 |
|