CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0819 |
0.0037 |
0.3% |
1.0733 |
| High |
1.0820 |
1.0831 |
0.0012 |
0.1% |
1.0831 |
| Low |
1.0755 |
1.0777 |
0.0023 |
0.2% |
1.0649 |
| Close |
1.0798 |
1.0791 |
-0.0007 |
-0.1% |
1.0791 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0182 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
214,522 |
188,293 |
-26,229 |
-12.2% |
963,242 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0930 |
1.0820 |
|
| R3 |
1.0908 |
1.0876 |
1.0805 |
|
| R2 |
1.0854 |
1.0854 |
1.0800 |
|
| R1 |
1.0822 |
1.0822 |
1.0795 |
1.0811 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0794 |
| S1 |
1.0768 |
1.0768 |
1.0786 |
1.0757 |
| S2 |
1.0746 |
1.0746 |
1.0781 |
|
| S3 |
1.0692 |
1.0714 |
1.0776 |
|
| S4 |
1.0638 |
1.0660 |
1.0761 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1229 |
1.0891 |
|
| R3 |
1.1121 |
1.1047 |
1.0841 |
|
| R2 |
1.0939 |
1.0939 |
1.0824 |
|
| R1 |
1.0865 |
1.0865 |
1.0807 |
1.0902 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0775 |
| S1 |
1.0683 |
1.0683 |
1.0774 |
1.0720 |
| S2 |
1.0575 |
1.0575 |
1.0757 |
|
| S3 |
1.0393 |
1.0501 |
1.0740 |
|
| S4 |
1.0211 |
1.0319 |
1.0690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0831 |
1.0649 |
0.0182 |
1.7% |
0.0076 |
0.7% |
78% |
True |
False |
192,648 |
| 10 |
1.0831 |
1.0575 |
0.0256 |
2.4% |
0.0075 |
0.7% |
84% |
True |
False |
189,122 |
| 20 |
1.0831 |
1.0548 |
0.0284 |
2.6% |
0.0076 |
0.7% |
86% |
True |
False |
99,038 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0078 |
0.7% |
70% |
False |
False |
50,019 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
78% |
False |
False |
33,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1061 |
|
2.618 |
1.0972 |
|
1.618 |
1.0918 |
|
1.000 |
1.0885 |
|
0.618 |
1.0864 |
|
HIGH |
1.0831 |
|
0.618 |
1.0810 |
|
0.500 |
1.0804 |
|
0.382 |
1.0798 |
|
LOW |
1.0777 |
|
0.618 |
1.0744 |
|
1.000 |
1.0723 |
|
1.618 |
1.0690 |
|
2.618 |
1.0636 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0804 |
1.0775 |
| PP |
1.0800 |
1.0759 |
| S1 |
1.0795 |
1.0743 |
|