CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0610 |
0.0050 |
0.5% |
1.0501 |
| High |
1.0612 |
1.0656 |
0.0044 |
0.4% |
1.0660 |
| Low |
1.0540 |
1.0579 |
0.0040 |
0.4% |
1.0374 |
| Close |
1.0607 |
1.0587 |
-0.0020 |
-0.2% |
1.0561 |
| Range |
0.0073 |
0.0077 |
0.0004 |
5.5% |
0.0286 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
150,749 |
168,448 |
17,699 |
11.7% |
937,713 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0788 |
1.0629 |
|
| R3 |
1.0760 |
1.0712 |
1.0608 |
|
| R2 |
1.0684 |
1.0684 |
1.0601 |
|
| R1 |
1.0635 |
1.0635 |
1.0594 |
1.0621 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0600 |
| S1 |
1.0559 |
1.0559 |
1.0579 |
1.0545 |
| S2 |
1.0531 |
1.0531 |
1.0572 |
|
| S3 |
1.0454 |
1.0482 |
1.0565 |
|
| S4 |
1.0378 |
1.0406 |
1.0544 |
|
|
| 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 |
1.0660 |
1.0422 |
0.0238 |
2.2% |
0.0100 |
0.9% |
69% |
False |
False |
202,816 |
| 10 |
1.0694 |
1.0374 |
0.0320 |
3.0% |
0.0104 |
1.0% |
67% |
False |
False |
175,499 |
| 20 |
1.0718 |
1.0374 |
0.0345 |
3.3% |
0.0099 |
0.9% |
62% |
False |
False |
164,108 |
| 40 |
1.0981 |
1.0374 |
0.0607 |
5.7% |
0.0106 |
1.0% |
35% |
False |
False |
87,144 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0100 |
0.9% |
22% |
False |
False |
58,557 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
22% |
False |
False |
44,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0856 |
|
1.618 |
1.0779 |
|
1.000 |
1.0732 |
|
0.618 |
1.0703 |
|
HIGH |
1.0656 |
|
0.618 |
1.0626 |
|
0.500 |
1.0617 |
|
0.382 |
1.0608 |
|
LOW |
1.0579 |
|
0.618 |
1.0532 |
|
1.000 |
1.0503 |
|
1.618 |
1.0455 |
|
2.618 |
1.0379 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0600 |
| PP |
1.0607 |
1.0595 |
| S1 |
1.0597 |
1.0591 |
|