CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0729 |
0.0029 |
0.3% |
1.0728 |
| High |
1.0744 |
1.0759 |
0.0015 |
0.1% |
1.0797 |
| Low |
1.0677 |
1.0638 |
-0.0040 |
-0.4% |
1.0677 |
| Close |
1.0718 |
1.0711 |
-0.0007 |
-0.1% |
1.0718 |
| Range |
0.0067 |
0.0121 |
0.0054 |
80.6% |
0.0120 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.9% |
0.0000 |
| Volume |
175,241 |
206,051 |
30,810 |
17.6% |
890,485 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1009 |
1.0778 |
|
| R3 |
1.0944 |
1.0888 |
1.0744 |
|
| R2 |
1.0823 |
1.0823 |
1.0733 |
|
| R1 |
1.0767 |
1.0767 |
1.0722 |
1.0735 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0686 |
| S1 |
1.0646 |
1.0646 |
1.0700 |
1.0614 |
| S2 |
1.0581 |
1.0581 |
1.0689 |
|
| S3 |
1.0460 |
1.0525 |
1.0678 |
|
| S4 |
1.0339 |
1.0404 |
1.0644 |
|
|
| 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 |
1.0638 |
0.0159 |
1.5% |
0.0082 |
0.8% |
46% |
False |
True |
180,190 |
| 10 |
1.0797 |
1.0604 |
0.0193 |
1.8% |
0.0088 |
0.8% |
56% |
False |
False |
201,191 |
| 20 |
1.0797 |
1.0374 |
0.0423 |
3.9% |
0.0103 |
1.0% |
80% |
False |
False |
209,659 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0105 |
1.0% |
61% |
False |
False |
155,292 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0105 |
1.0% |
34% |
False |
False |
104,359 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0097 |
0.9% |
34% |
False |
False |
78,550 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.7% |
0.0090 |
0.8% |
32% |
False |
False |
63,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1075 |
|
1.618 |
1.0954 |
|
1.000 |
1.0880 |
|
0.618 |
1.0833 |
|
HIGH |
1.0759 |
|
0.618 |
1.0712 |
|
0.500 |
1.0698 |
|
0.382 |
1.0684 |
|
LOW |
1.0638 |
|
0.618 |
1.0563 |
|
1.000 |
1.0517 |
|
1.618 |
1.0442 |
|
2.618 |
1.0321 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0711 |
| PP |
1.0702 |
1.0711 |
| S1 |
1.0698 |
1.0711 |
|