CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0768 |
0.0017 |
0.2% |
1.0650 |
| High |
1.0790 |
1.0785 |
-0.0006 |
-0.1% |
1.0745 |
| Low |
1.0732 |
1.0677 |
-0.0055 |
-0.5% |
1.0604 |
| Close |
1.0762 |
1.0718 |
-0.0044 |
-0.4% |
1.0730 |
| Range |
0.0059 |
0.0108 |
0.0050 |
84.6% |
0.0142 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
166,635 |
204,441 |
37,806 |
22.7% |
915,375 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0992 |
1.0777 |
|
| R3 |
1.0942 |
1.0884 |
1.0747 |
|
| R2 |
1.0834 |
1.0834 |
1.0737 |
|
| R1 |
1.0776 |
1.0776 |
1.0727 |
1.0751 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0714 |
| S1 |
1.0668 |
1.0668 |
1.0708 |
1.0643 |
| S2 |
1.0618 |
1.0618 |
1.0698 |
|
| S3 |
1.0510 |
1.0560 |
1.0688 |
|
| S4 |
1.0402 |
1.0452 |
1.0658 |
|
|
| 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 |
1.0797 |
1.0647 |
0.0150 |
1.4% |
0.0075 |
0.7% |
47% |
False |
False |
181,657 |
| 10 |
1.0797 |
1.0598 |
0.0199 |
1.9% |
0.0088 |
0.8% |
60% |
False |
False |
206,711 |
| 20 |
1.0797 |
1.0374 |
0.0423 |
3.9% |
0.0103 |
1.0% |
81% |
False |
False |
203,935 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0105 |
1.0% |
63% |
False |
False |
145,968 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
35% |
False |
False |
98,027 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
35% |
False |
False |
73,825 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
33% |
False |
False |
59,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1067 |
|
1.618 |
1.0959 |
|
1.000 |
1.0893 |
|
0.618 |
1.0851 |
|
HIGH |
1.0785 |
|
0.618 |
1.0743 |
|
0.500 |
1.0731 |
|
0.382 |
1.0718 |
|
LOW |
1.0677 |
|
0.618 |
1.0610 |
|
1.000 |
1.0569 |
|
1.618 |
1.0502 |
|
2.618 |
1.0394 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0737 |
| PP |
1.0726 |
1.0730 |
| S1 |
1.0722 |
1.0724 |
|