CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0516 |
1.0635 |
0.0119 |
1.1% |
1.0501 |
| High |
1.0646 |
1.0660 |
0.0014 |
0.1% |
1.0660 |
| Low |
1.0511 |
1.0554 |
0.0043 |
0.4% |
1.0374 |
| Close |
1.0622 |
1.0561 |
-0.0061 |
-0.6% |
1.0561 |
| Range |
0.0135 |
0.0106 |
-0.0030 |
-21.9% |
0.0286 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
281,509 |
215,663 |
-65,846 |
-23.4% |
937,713 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0840 |
1.0619 |
|
| R3 |
1.0803 |
1.0735 |
1.0590 |
|
| R2 |
1.0697 |
1.0697 |
1.0580 |
|
| R1 |
1.0629 |
1.0629 |
1.0571 |
1.0610 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0582 |
| S1 |
1.0524 |
1.0524 |
1.0551 |
1.0505 |
| S2 |
1.0486 |
1.0486 |
1.0542 |
|
| S3 |
1.0381 |
1.0418 |
1.0532 |
|
| S4 |
1.0275 |
1.0313 |
1.0503 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1261 |
1.0718 |
|
| R3 |
1.1103 |
1.0975 |
1.0640 |
|
| R2 |
1.0817 |
1.0817 |
1.0613 |
|
| R1 |
1.0689 |
1.0689 |
1.0587 |
1.0753 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0563 |
| S1 |
1.0403 |
1.0403 |
1.0535 |
1.0467 |
| S2 |
1.0245 |
1.0245 |
1.0509 |
|
| S3 |
0.9959 |
1.0117 |
1.0482 |
|
| S4 |
0.9673 |
0.9831 |
1.0404 |
|
|
| 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% |
0.0135 |
1.3% |
59% |
False |
False |
222,669 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0101 |
1.0% |
59% |
False |
False |
164,736 |
| 20 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0110 |
1.0% |
34% |
False |
False |
152,609 |
| 40 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0115 |
1.1% |
19% |
False |
False |
79,360 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
19% |
False |
False |
53,284 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.4% |
0.0091 |
0.9% |
19% |
False |
False |
40,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0936 |
|
1.618 |
1.0830 |
|
1.000 |
1.0765 |
|
0.618 |
1.0725 |
|
HIGH |
1.0660 |
|
0.618 |
1.0619 |
|
0.500 |
1.0607 |
|
0.382 |
1.0594 |
|
LOW |
1.0554 |
|
0.618 |
1.0489 |
|
1.000 |
1.0449 |
|
1.618 |
1.0383 |
|
2.618 |
1.0278 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0554 |
| PP |
1.0592 |
1.0548 |
| S1 |
1.0576 |
1.0541 |
|