CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0873 |
1.0907 |
0.0035 |
0.3% |
1.0789 |
| High |
1.0949 |
1.0915 |
-0.0034 |
-0.3% |
1.0872 |
| Low |
1.0873 |
1.0841 |
-0.0032 |
-0.3% |
1.0767 |
| Close |
1.0911 |
1.0851 |
-0.0061 |
-0.6% |
1.0851 |
| Range |
0.0077 |
0.0074 |
-0.0003 |
-3.3% |
0.0105 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
191,949 |
167,224 |
-24,725 |
-12.9% |
886,432 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1045 |
1.0891 |
|
| R3 |
1.1017 |
1.0971 |
1.0871 |
|
| R2 |
1.0943 |
1.0943 |
1.0864 |
|
| R1 |
1.0897 |
1.0897 |
1.0857 |
1.0883 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0862 |
| S1 |
1.0823 |
1.0823 |
1.0844 |
1.0809 |
| S2 |
1.0795 |
1.0795 |
1.0837 |
|
| S3 |
1.0721 |
1.0749 |
1.0830 |
|
| S4 |
1.0647 |
1.0675 |
1.0810 |
|
|
| 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 |
1.0806 |
0.0144 |
1.3% |
0.0059 |
0.5% |
31% |
False |
False |
173,492 |
| 10 |
1.0949 |
1.0654 |
0.0295 |
2.7% |
0.0070 |
0.6% |
67% |
False |
False |
187,765 |
| 20 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
75% |
False |
False |
160,076 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0075 |
0.7% |
75% |
False |
False |
81,035 |
| 60 |
1.0949 |
1.0428 |
0.0522 |
4.8% |
0.0083 |
0.8% |
81% |
False |
False |
54,271 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
4.9% |
0.0087 |
0.8% |
79% |
False |
False |
40,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1109 |
|
1.618 |
1.1035 |
|
1.000 |
1.0989 |
|
0.618 |
1.0961 |
|
HIGH |
1.0915 |
|
0.618 |
1.0887 |
|
0.500 |
1.0878 |
|
0.382 |
1.0869 |
|
LOW |
1.0841 |
|
0.618 |
1.0795 |
|
1.000 |
1.0767 |
|
1.618 |
1.0721 |
|
2.618 |
1.0647 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0877 |
| PP |
1.0869 |
1.0868 |
| S1 |
1.0860 |
1.0859 |
|