CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0650 |
0.0014 |
0.1% |
1.0560 |
| High |
1.0702 |
1.0745 |
0.0044 |
0.4% |
1.0711 |
| Low |
1.0621 |
1.0604 |
-0.0018 |
-0.2% |
1.0481 |
| Close |
1.0668 |
1.0734 |
0.0066 |
0.6% |
1.0668 |
| Range |
0.0081 |
0.0142 |
0.0061 |
75.8% |
0.0230 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
2.1% |
0.0000 |
| Volume |
185,293 |
313,999 |
128,706 |
69.5% |
1,067,927 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1068 |
1.0812 |
|
| R3 |
1.0977 |
1.0926 |
1.0773 |
|
| R2 |
1.0836 |
1.0836 |
1.0760 |
|
| R1 |
1.0785 |
1.0785 |
1.0747 |
1.0810 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0707 |
| S1 |
1.0643 |
1.0643 |
1.0721 |
1.0669 |
| S2 |
1.0553 |
1.0553 |
1.0708 |
|
| S3 |
1.0411 |
1.0502 |
1.0695 |
|
| S4 |
1.0270 |
1.0360 |
1.0656 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1219 |
1.0795 |
|
| R3 |
1.1080 |
1.0989 |
1.0731 |
|
| R2 |
1.0850 |
1.0850 |
1.0710 |
|
| R1 |
1.0759 |
1.0759 |
1.0689 |
1.0804 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0642 |
| S1 |
1.0529 |
1.0529 |
1.0647 |
1.0574 |
| S2 |
1.0390 |
1.0390 |
1.0626 |
|
| S3 |
1.0160 |
1.0299 |
1.0605 |
|
| S4 |
0.9930 |
1.0069 |
1.0542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0745 |
1.0481 |
0.0265 |
2.5% |
0.0116 |
1.1% |
96% |
True |
False |
246,235 |
| 10 |
1.0745 |
1.0374 |
0.0372 |
3.5% |
0.0116 |
1.1% |
97% |
True |
False |
231,963 |
| 20 |
1.0745 |
1.0374 |
0.0372 |
3.5% |
0.0098 |
0.9% |
97% |
True |
False |
183,349 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0108 |
1.0% |
66% |
False |
False |
113,508 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0104 |
1.0% |
37% |
False |
False |
76,228 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0095 |
0.9% |
36% |
False |
False |
57,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1115 |
|
1.618 |
1.0974 |
|
1.000 |
1.0887 |
|
0.618 |
1.0832 |
|
HIGH |
1.0745 |
|
0.618 |
1.0691 |
|
0.500 |
1.0674 |
|
0.382 |
1.0658 |
|
LOW |
1.0604 |
|
0.618 |
1.0516 |
|
1.000 |
1.0462 |
|
1.618 |
1.0375 |
|
2.618 |
1.0233 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0713 |
| PP |
1.0694 |
1.0692 |
| S1 |
1.0674 |
1.0671 |
|