CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0700 |
-0.0068 |
-0.6% |
1.0728 |
| High |
1.0785 |
1.0744 |
-0.0041 |
-0.4% |
1.0797 |
| Low |
1.0677 |
1.0677 |
0.0001 |
0.0% |
1.0677 |
| Close |
1.0718 |
1.0718 |
0.0000 |
0.0% |
1.0718 |
| Range |
0.0108 |
0.0067 |
-0.0041 |
-38.0% |
0.0120 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
204,441 |
175,241 |
-29,200 |
-14.3% |
890,485 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0883 |
1.0754 |
|
| R3 |
1.0847 |
1.0816 |
1.0736 |
|
| R2 |
1.0780 |
1.0780 |
1.0730 |
|
| R1 |
1.0749 |
1.0749 |
1.0724 |
1.0764 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0721 |
| S1 |
1.0682 |
1.0682 |
1.0711 |
1.0697 |
| S2 |
1.0646 |
1.0646 |
1.0705 |
|
| S3 |
1.0579 |
1.0615 |
1.0699 |
|
| S4 |
1.0512 |
1.0548 |
1.0681 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1024 |
1.0784 |
|
| R3 |
1.0970 |
1.0904 |
1.0751 |
|
| R2 |
1.0850 |
1.0850 |
1.0740 |
|
| R1 |
1.0784 |
1.0784 |
1.0729 |
1.0757 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0717 |
| S1 |
1.0664 |
1.0664 |
1.0707 |
1.0637 |
| S2 |
1.0610 |
1.0610 |
1.0696 |
|
| S3 |
1.0490 |
1.0544 |
1.0685 |
|
| S4 |
1.0370 |
1.0424 |
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 |
1.0677 |
0.0120 |
1.1% |
0.0071 |
0.7% |
34% |
False |
False |
178,097 |
| 10 |
1.0797 |
1.0604 |
0.0193 |
1.8% |
0.0084 |
0.8% |
59% |
False |
False |
199,115 |
| 20 |
1.0797 |
1.0374 |
0.0423 |
3.9% |
0.0101 |
0.9% |
81% |
False |
False |
206,337 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0105 |
1.0% |
63% |
False |
False |
150,274 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
35% |
False |
False |
100,938 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0096 |
0.9% |
35% |
False |
False |
76,009 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
33% |
False |
False |
60,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0919 |
|
1.618 |
1.0852 |
|
1.000 |
1.0811 |
|
0.618 |
1.0785 |
|
HIGH |
1.0744 |
|
0.618 |
1.0718 |
|
0.500 |
1.0711 |
|
0.382 |
1.0703 |
|
LOW |
1.0677 |
|
0.618 |
1.0636 |
|
1.000 |
1.0610 |
|
1.618 |
1.0569 |
|
2.618 |
1.0502 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0733 |
| PP |
1.0713 |
1.0728 |
| S1 |
1.0711 |
1.0723 |
|