CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0590 |
-0.0027 |
-0.3% |
1.0612 |
| High |
1.0625 |
1.0666 |
0.0041 |
0.4% |
1.0685 |
| Low |
1.0586 |
1.0575 |
-0.0011 |
-0.1% |
1.0548 |
| Close |
1.0599 |
1.0643 |
0.0044 |
0.4% |
1.0651 |
| Range |
0.0039 |
0.0091 |
0.0052 |
132.1% |
0.0137 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
178,067 |
236,572 |
58,505 |
32.9% |
80,137 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0861 |
1.0692 |
|
| R3 |
1.0809 |
1.0771 |
1.0667 |
|
| R2 |
1.0718 |
1.0718 |
1.0659 |
|
| R1 |
1.0680 |
1.0680 |
1.0651 |
1.0699 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0637 |
| S1 |
1.0590 |
1.0590 |
1.0634 |
1.0609 |
| S2 |
1.0537 |
1.0537 |
1.0626 |
|
| S3 |
1.0447 |
1.0499 |
1.0618 |
|
| S4 |
1.0356 |
1.0409 |
1.0593 |
|
|
| 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 |
1.0692 |
1.0555 |
0.0137 |
1.3% |
0.0072 |
0.7% |
64% |
False |
False |
119,638 |
| 10 |
1.0692 |
1.0548 |
0.0144 |
1.4% |
0.0069 |
0.7% |
66% |
False |
False |
64,388 |
| 20 |
1.0770 |
1.0548 |
0.0223 |
2.1% |
0.0072 |
0.7% |
43% |
False |
False |
32,929 |
| 40 |
1.0894 |
1.0536 |
0.0358 |
3.4% |
0.0081 |
0.8% |
30% |
False |
False |
16,896 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0086 |
0.8% |
46% |
False |
False |
11,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1050 |
|
2.618 |
1.0902 |
|
1.618 |
1.0812 |
|
1.000 |
1.0756 |
|
0.618 |
1.0721 |
|
HIGH |
1.0666 |
|
0.618 |
1.0631 |
|
0.500 |
1.0620 |
|
0.382 |
1.0610 |
|
LOW |
1.0575 |
|
0.618 |
1.0519 |
|
1.000 |
1.0485 |
|
1.618 |
1.0429 |
|
2.618 |
1.0338 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0635 |
1.0635 |
| PP |
1.0628 |
1.0628 |
| S1 |
1.0620 |
1.0620 |
|