CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0501 |
1.0442 |
-0.0059 |
-0.6% |
1.0499 |
| High |
1.0524 |
1.0532 |
0.0008 |
0.1% |
1.0694 |
| Low |
1.0374 |
1.0422 |
0.0049 |
0.5% |
1.0421 |
| Close |
1.0446 |
1.0499 |
0.0053 |
0.5% |
1.0574 |
| Range |
0.0151 |
0.0110 |
-0.0041 |
-26.9% |
0.0273 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0000 |
| Volume |
242,830 |
197,711 |
-45,119 |
-18.6% |
498,088 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0814 |
1.0766 |
1.0559 |
|
| R3 |
1.0704 |
1.0656 |
1.0529 |
|
| R2 |
1.0594 |
1.0594 |
1.0519 |
|
| R1 |
1.0546 |
1.0546 |
1.0509 |
1.0570 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0496 |
| S1 |
1.0436 |
1.0436 |
1.0488 |
1.0460 |
| S2 |
1.0374 |
1.0374 |
1.0478 |
|
| S3 |
1.0264 |
1.0326 |
1.0468 |
|
| S4 |
1.0154 |
1.0216 |
1.0438 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1251 |
1.0724 |
|
| R3 |
1.1109 |
1.0978 |
1.0649 |
|
| R2 |
1.0836 |
1.0836 |
1.0624 |
|
| R1 |
1.0705 |
1.0705 |
1.0599 |
1.0770 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0595 |
| S1 |
1.0432 |
1.0432 |
1.0549 |
1.0497 |
| S2 |
1.0290 |
1.0290 |
1.0524 |
|
| S3 |
1.0017 |
1.0159 |
1.0499 |
|
| S4 |
0.9744 |
0.9886 |
1.0424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0124 |
1.2% |
39% |
False |
False |
176,597 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0091 |
0.9% |
39% |
False |
False |
141,828 |
| 20 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0106 |
1.0% |
23% |
False |
False |
130,115 |
| 40 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0112 |
1.1% |
13% |
False |
False |
67,004 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0098 |
0.9% |
13% |
False |
False |
45,021 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.4% |
0.0090 |
0.9% |
13% |
False |
False |
34,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0820 |
|
1.618 |
1.0710 |
|
1.000 |
1.0642 |
|
0.618 |
1.0600 |
|
HIGH |
1.0532 |
|
0.618 |
1.0490 |
|
0.500 |
1.0477 |
|
0.382 |
1.0464 |
|
LOW |
1.0422 |
|
0.618 |
1.0354 |
|
1.000 |
1.0312 |
|
1.618 |
1.0244 |
|
2.618 |
1.0134 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0491 |
1.0534 |
| PP |
1.0484 |
1.0522 |
| S1 |
1.0477 |
1.0510 |
|