CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0685 |
0.0109 |
1.0% |
1.0615 |
| High |
1.0701 |
1.0715 |
0.0015 |
0.1% |
1.0701 |
| Low |
1.0572 |
1.0657 |
0.0085 |
0.8% |
1.0526 |
| Close |
1.0694 |
1.0665 |
-0.0029 |
-0.3% |
1.0694 |
| Range |
0.0129 |
0.0059 |
-0.0071 |
-54.7% |
0.0175 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
144,628 |
16,701 |
-127,927 |
-88.5% |
1,252,215 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0818 |
1.0697 |
|
| R3 |
1.0796 |
1.0759 |
1.0681 |
|
| R2 |
1.0737 |
1.0737 |
1.0675 |
|
| R1 |
1.0701 |
1.0701 |
1.0670 |
1.0690 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0673 |
| S1 |
1.0642 |
1.0642 |
1.0659 |
1.0631 |
| S2 |
1.0620 |
1.0620 |
1.0654 |
|
| S3 |
1.0562 |
1.0584 |
1.0648 |
|
| S4 |
1.0503 |
1.0525 |
1.0632 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1104 |
1.0790 |
|
| R3 |
1.0990 |
1.0929 |
1.0742 |
|
| R2 |
1.0815 |
1.0815 |
1.0726 |
|
| R1 |
1.0754 |
1.0754 |
1.0710 |
1.0785 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0655 |
| S1 |
1.0579 |
1.0579 |
1.0677 |
1.0610 |
| S2 |
1.0465 |
1.0465 |
1.0661 |
|
| S3 |
1.0290 |
1.0404 |
1.0645 |
|
| S4 |
1.0115 |
1.0229 |
1.0597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0715 |
1.0526 |
0.0190 |
1.8% |
0.0073 |
0.7% |
73% |
True |
False |
212,243 |
| 10 |
1.0715 |
1.0498 |
0.0217 |
2.0% |
0.0075 |
0.7% |
77% |
True |
False |
218,864 |
| 20 |
1.0715 |
1.0498 |
0.0217 |
2.0% |
0.0076 |
0.7% |
77% |
True |
False |
206,927 |
| 40 |
1.0844 |
1.0498 |
0.0346 |
3.2% |
0.0080 |
0.8% |
48% |
False |
False |
202,660 |
| 60 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0088 |
0.8% |
62% |
False |
False |
195,565 |
| 80 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0094 |
0.9% |
53% |
False |
False |
151,894 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0094 |
0.9% |
29% |
False |
False |
121,824 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0089 |
0.8% |
29% |
False |
False |
101,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0868 |
|
1.618 |
1.0810 |
|
1.000 |
1.0774 |
|
0.618 |
1.0751 |
|
HIGH |
1.0715 |
|
0.618 |
1.0693 |
|
0.500 |
1.0686 |
|
0.382 |
1.0679 |
|
LOW |
1.0657 |
|
0.618 |
1.0620 |
|
1.000 |
1.0598 |
|
1.618 |
1.0562 |
|
2.618 |
1.0503 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0686 |
1.0650 |
| PP |
1.0679 |
1.0635 |
| S1 |
1.0672 |
1.0620 |
|