CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0658 |
-0.0044 |
-0.4% |
1.0665 |
| High |
1.0711 |
1.0791 |
0.0080 |
0.7% |
1.0749 |
| Low |
1.0649 |
1.0654 |
0.0005 |
0.0% |
1.0575 |
| Close |
1.0660 |
1.0753 |
0.0093 |
0.9% |
1.0742 |
| Range |
0.0062 |
0.0137 |
0.0075 |
120.2% |
0.0174 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.4% |
0.0000 |
| Volume |
159,533 |
229,234 |
69,701 |
43.7% |
927,982 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1084 |
1.0828 |
|
| R3 |
1.1006 |
1.0948 |
1.0791 |
|
| R2 |
1.0869 |
1.0869 |
1.0778 |
|
| R1 |
1.0811 |
1.0811 |
1.0766 |
1.0840 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0747 |
| S1 |
1.0675 |
1.0675 |
1.0740 |
1.0704 |
| S2 |
1.0596 |
1.0596 |
1.0728 |
|
| S3 |
1.0460 |
1.0538 |
1.0715 |
|
| S4 |
1.0323 |
1.0402 |
1.0678 |
|
|
| 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 |
1.0791 |
1.0575 |
0.0216 |
2.0% |
0.0097 |
0.9% |
83% |
True |
False |
232,631 |
| 10 |
1.0791 |
1.0548 |
0.0243 |
2.3% |
0.0081 |
0.8% |
85% |
True |
False |
154,608 |
| 20 |
1.0791 |
1.0548 |
0.0243 |
2.3% |
0.0079 |
0.7% |
85% |
True |
False |
79,041 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0079 |
0.7% |
59% |
False |
False |
39,977 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
70% |
False |
False |
26,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1371 |
|
2.618 |
1.1148 |
|
1.618 |
1.1011 |
|
1.000 |
1.0927 |
|
0.618 |
1.0875 |
|
HIGH |
1.0791 |
|
0.618 |
1.0738 |
|
0.500 |
1.0722 |
|
0.382 |
1.0706 |
|
LOW |
1.0654 |
|
0.618 |
1.0570 |
|
1.000 |
1.0518 |
|
1.618 |
1.0433 |
|
2.618 |
1.0297 |
|
4.250 |
1.0074 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0742 |
| PP |
1.0733 |
1.0731 |
| S1 |
1.0722 |
1.0720 |
|