CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0702 |
-0.0032 |
-0.3% |
1.0665 |
| High |
1.0763 |
1.0711 |
-0.0052 |
-0.5% |
1.0749 |
| Low |
1.0701 |
1.0649 |
-0.0052 |
-0.5% |
1.0575 |
| Close |
1.0709 |
1.0660 |
-0.0049 |
-0.5% |
1.0742 |
| Range |
0.0063 |
0.0062 |
-0.0001 |
-0.8% |
0.0174 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
171,660 |
159,533 |
-12,127 |
-7.1% |
927,982 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0822 |
1.0694 |
|
| R3 |
1.0797 |
1.0760 |
1.0677 |
|
| R2 |
1.0735 |
1.0735 |
1.0671 |
|
| R1 |
1.0698 |
1.0698 |
1.0666 |
1.0686 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0667 |
| S1 |
1.0636 |
1.0636 |
1.0654 |
1.0624 |
| S2 |
1.0611 |
1.0611 |
1.0649 |
|
| S3 |
1.0549 |
1.0574 |
1.0643 |
|
| S4 |
1.0487 |
1.0512 |
1.0626 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1149 |
1.0837 |
|
| R3 |
1.1035 |
1.0975 |
1.0789 |
|
| R2 |
1.0862 |
1.0862 |
1.0773 |
|
| R1 |
1.0802 |
1.0802 |
1.0757 |
1.0832 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0703 |
| S1 |
1.0628 |
1.0628 |
1.0726 |
1.0658 |
| S2 |
1.0515 |
1.0515 |
1.0710 |
|
| S3 |
1.0341 |
1.0455 |
1.0694 |
|
| S4 |
1.0168 |
1.0281 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0763 |
1.0575 |
0.0188 |
1.8% |
0.0078 |
0.7% |
45% |
False |
False |
222,398 |
| 10 |
1.0763 |
1.0548 |
0.0216 |
2.0% |
0.0075 |
0.7% |
52% |
False |
False |
132,386 |
| 20 |
1.0763 |
1.0548 |
0.0216 |
2.0% |
0.0075 |
0.7% |
52% |
False |
False |
67,656 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0079 |
0.7% |
33% |
False |
False |
34,268 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0085 |
0.8% |
50% |
False |
False |
23,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0873 |
|
1.618 |
1.0811 |
|
1.000 |
1.0773 |
|
0.618 |
1.0749 |
|
HIGH |
1.0711 |
|
0.618 |
1.0687 |
|
0.500 |
1.0680 |
|
0.382 |
1.0673 |
|
LOW |
1.0649 |
|
0.618 |
1.0611 |
|
1.000 |
1.0587 |
|
1.618 |
1.0549 |
|
2.618 |
1.0487 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0680 |
1.0689 |
| PP |
1.0673 |
1.0679 |
| S1 |
1.0667 |
1.0670 |
|