CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0683 |
1.0728 |
0.0045 |
0.4% |
1.0650 |
| High |
1.0733 |
1.0793 |
0.0060 |
0.6% |
1.0745 |
| Low |
1.0647 |
1.0725 |
0.0078 |
0.7% |
1.0604 |
| Close |
1.0730 |
1.0768 |
0.0038 |
0.4% |
1.0730 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-21.1% |
0.0142 |
| ATR |
0.0106 |
0.0104 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
193,044 |
195,583 |
2,539 |
1.3% |
915,375 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0934 |
1.0805 |
|
| R3 |
1.0897 |
1.0866 |
1.0787 |
|
| R2 |
1.0829 |
1.0829 |
1.0780 |
|
| R1 |
1.0799 |
1.0799 |
1.0774 |
1.0814 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0770 |
| S1 |
1.0731 |
1.0731 |
1.0762 |
1.0747 |
| S2 |
1.0694 |
1.0694 |
1.0756 |
|
| S3 |
1.0627 |
1.0664 |
1.0749 |
|
| S4 |
1.0559 |
1.0596 |
1.0731 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1065 |
1.0808 |
|
| R3 |
1.0976 |
1.0924 |
1.0769 |
|
| R2 |
1.0834 |
1.0834 |
1.0756 |
|
| R1 |
1.0782 |
1.0782 |
1.0743 |
1.0808 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0706 |
| S1 |
1.0641 |
1.0641 |
1.0717 |
1.0667 |
| S2 |
1.0551 |
1.0551 |
1.0704 |
|
| S3 |
1.0410 |
1.0499 |
1.0691 |
|
| S4 |
1.0268 |
1.0358 |
1.0652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0793 |
1.0604 |
0.0189 |
1.8% |
0.0094 |
0.9% |
87% |
True |
False |
222,191 |
| 10 |
1.0793 |
1.0481 |
0.0312 |
2.9% |
0.0098 |
0.9% |
92% |
True |
False |
217,888 |
| 20 |
1.0793 |
1.0374 |
0.0419 |
3.9% |
0.0100 |
0.9% |
94% |
True |
False |
191,312 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0108 |
1.0% |
72% |
False |
False |
133,249 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
40% |
False |
False |
89,407 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
40% |
False |
False |
67,382 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
38% |
False |
False |
54,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0969 |
|
1.618 |
1.0902 |
|
1.000 |
1.0860 |
|
0.618 |
1.0834 |
|
HIGH |
1.0793 |
|
0.618 |
1.0767 |
|
0.500 |
1.0759 |
|
0.382 |
1.0751 |
|
LOW |
1.0725 |
|
0.618 |
1.0683 |
|
1.000 |
1.0658 |
|
1.618 |
1.0616 |
|
2.618 |
1.0548 |
|
4.250 |
1.0438 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0746 |
| PP |
1.0762 |
1.0724 |
| S1 |
1.0759 |
1.0702 |
|