CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0655 |
-0.0081 |
-0.8% |
1.0560 |
| High |
1.0737 |
1.0700 |
-0.0037 |
-0.3% |
1.0711 |
| Low |
1.0653 |
1.0612 |
-0.0041 |
-0.4% |
1.0481 |
| Close |
1.0692 |
1.0682 |
-0.0010 |
-0.1% |
1.0668 |
| Range |
0.0085 |
0.0089 |
0.0004 |
4.7% |
0.0230 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
166,779 |
241,553 |
74,774 |
44.8% |
1,067,927 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0895 |
1.0731 |
|
| R3 |
1.0842 |
1.0806 |
1.0706 |
|
| R2 |
1.0753 |
1.0753 |
1.0698 |
|
| R1 |
1.0718 |
1.0718 |
1.0690 |
1.0735 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0673 |
| S1 |
1.0629 |
1.0629 |
1.0674 |
1.0647 |
| S2 |
1.0576 |
1.0576 |
1.0666 |
|
| S3 |
1.0488 |
1.0541 |
1.0658 |
|
| S4 |
1.0399 |
1.0452 |
1.0633 |
|
|
| 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 |
1.0598 |
0.0148 |
1.4% |
0.0102 |
1.0% |
57% |
False |
False |
231,765 |
| 10 |
1.0745 |
1.0481 |
0.0265 |
2.5% |
0.0107 |
1.0% |
76% |
False |
False |
228,743 |
| 20 |
1.0745 |
1.0374 |
0.0372 |
3.5% |
0.0099 |
0.9% |
83% |
False |
False |
185,285 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0108 |
1.0% |
56% |
False |
False |
123,634 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0104 |
1.0% |
31% |
False |
False |
82,956 |
| 80 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0095 |
0.9% |
31% |
False |
False |
62,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0932 |
|
1.618 |
1.0843 |
|
1.000 |
1.0789 |
|
0.618 |
1.0755 |
|
HIGH |
1.0700 |
|
0.618 |
1.0666 |
|
0.500 |
1.0656 |
|
0.382 |
1.0645 |
|
LOW |
1.0612 |
|
0.618 |
1.0557 |
|
1.000 |
1.0523 |
|
1.618 |
1.0468 |
|
2.618 |
1.0380 |
|
4.250 |
1.0235 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0679 |
| PP |
1.0665 |
1.0677 |
| S1 |
1.0656 |
1.0674 |
|