CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0873 |
0.0044 |
0.4% |
1.0789 |
| High |
1.0863 |
1.0949 |
0.0087 |
0.8% |
1.0872 |
| Low |
1.0806 |
1.0873 |
0.0067 |
0.6% |
1.0767 |
| Close |
1.0851 |
1.0911 |
0.0061 |
0.6% |
1.0851 |
| Range |
0.0057 |
0.0077 |
0.0020 |
34.2% |
0.0105 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
151,210 |
191,949 |
40,739 |
26.9% |
886,432 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1102 |
1.0953 |
|
| R3 |
1.1064 |
1.1026 |
1.0932 |
|
| R2 |
1.0987 |
1.0987 |
1.0925 |
|
| R1 |
1.0949 |
1.0949 |
1.0918 |
1.0968 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0920 |
| S1 |
1.0873 |
1.0873 |
1.0904 |
1.0892 |
| S2 |
1.0834 |
1.0834 |
1.0897 |
|
| S3 |
1.0758 |
1.0796 |
1.0890 |
|
| S4 |
1.0681 |
1.0720 |
1.0869 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1103 |
1.0908 |
|
| R3 |
1.1040 |
1.0998 |
1.0879 |
|
| R2 |
1.0935 |
1.0935 |
1.0870 |
|
| R1 |
1.0893 |
1.0893 |
1.0860 |
1.0914 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0840 |
| S1 |
1.0788 |
1.0788 |
1.0841 |
1.0809 |
| S2 |
1.0725 |
1.0725 |
1.0831 |
|
| S3 |
1.0620 |
1.0683 |
1.0822 |
|
| S4 |
1.0515 |
1.0578 |
1.0793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0949 |
1.0767 |
0.0182 |
1.7% |
0.0064 |
0.6% |
79% |
True |
False |
187,968 |
| 10 |
1.0949 |
1.0649 |
0.0300 |
2.7% |
0.0069 |
0.6% |
87% |
True |
False |
186,996 |
| 20 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0072 |
0.7% |
91% |
True |
False |
152,164 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0076 |
0.7% |
91% |
True |
False |
76,880 |
| 60 |
1.0949 |
1.0428 |
0.0522 |
4.8% |
0.0084 |
0.8% |
93% |
True |
False |
51,490 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
4.9% |
0.0088 |
0.8% |
90% |
False |
False |
38,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1274 |
|
2.618 |
1.1149 |
|
1.618 |
1.1073 |
|
1.000 |
1.1026 |
|
0.618 |
1.0996 |
|
HIGH |
1.0949 |
|
0.618 |
1.0920 |
|
0.500 |
1.0911 |
|
0.382 |
1.0902 |
|
LOW |
1.0873 |
|
0.618 |
1.0825 |
|
1.000 |
1.0796 |
|
1.618 |
1.0749 |
|
2.618 |
1.0672 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0900 |
| PP |
1.0911 |
1.0889 |
| S1 |
1.0911 |
1.0877 |
|