CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0658 |
1.0783 |
0.0125 |
1.2% |
1.0665 |
| High |
1.0791 |
1.0820 |
0.0029 |
0.3% |
1.0749 |
| Low |
1.0654 |
1.0755 |
0.0101 |
0.9% |
1.0575 |
| Close |
1.0753 |
1.0798 |
0.0045 |
0.4% |
1.0742 |
| Range |
0.0137 |
0.0065 |
-0.0072 |
-52.4% |
0.0174 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
229,234 |
214,522 |
-14,712 |
-6.4% |
927,982 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0957 |
1.0833 |
|
| R3 |
1.0921 |
1.0892 |
1.0815 |
|
| R2 |
1.0856 |
1.0856 |
1.0809 |
|
| R1 |
1.0827 |
1.0827 |
1.0803 |
1.0841 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0798 |
| S1 |
1.0762 |
1.0762 |
1.0792 |
1.0776 |
| S2 |
1.0726 |
1.0726 |
1.0786 |
|
| S3 |
1.0661 |
1.0697 |
1.0780 |
|
| S4 |
1.0596 |
1.0632 |
1.0762 |
|
|
| 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 |
1.0820 |
1.0614 |
0.0206 |
1.9% |
0.0092 |
0.9% |
89% |
True |
False |
228,221 |
| 10 |
1.0820 |
1.0555 |
0.0265 |
2.4% |
0.0082 |
0.8% |
92% |
True |
False |
173,930 |
| 20 |
1.0820 |
1.0548 |
0.0272 |
2.5% |
0.0078 |
0.7% |
92% |
True |
False |
89,699 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0078 |
0.7% |
72% |
False |
False |
45,327 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
79% |
False |
False |
30,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0990 |
|
1.618 |
1.0925 |
|
1.000 |
1.0885 |
|
0.618 |
1.0860 |
|
HIGH |
1.0820 |
|
0.618 |
1.0795 |
|
0.500 |
1.0787 |
|
0.382 |
1.0779 |
|
LOW |
1.0755 |
|
0.618 |
1.0714 |
|
1.000 |
1.0690 |
|
1.618 |
1.0649 |
|
2.618 |
1.0584 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0776 |
| PP |
1.0791 |
1.0755 |
| S1 |
1.0787 |
1.0734 |
|