CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0814 |
0.0097 |
0.9% |
1.0728 |
| High |
1.0829 |
1.0824 |
-0.0005 |
0.0% |
1.0797 |
| Low |
1.0702 |
1.0747 |
0.0045 |
0.4% |
1.0677 |
| Close |
1.0821 |
1.0793 |
-0.0028 |
-0.3% |
1.0718 |
| Range |
0.0128 |
0.0078 |
-0.0050 |
-39.2% |
0.0120 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
294,460 |
213,569 |
-80,891 |
-27.5% |
890,485 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0984 |
1.0836 |
|
| R3 |
1.0943 |
1.0907 |
1.0814 |
|
| R2 |
1.0865 |
1.0865 |
1.0807 |
|
| R1 |
1.0829 |
1.0829 |
1.0800 |
1.0809 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0778 |
| S1 |
1.0752 |
1.0752 |
1.0786 |
1.0731 |
| S2 |
1.0710 |
1.0710 |
1.0779 |
|
| S3 |
1.0633 |
1.0674 |
1.0772 |
|
| S4 |
1.0555 |
1.0597 |
1.0750 |
|
|
| 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 |
1.0829 |
1.0638 |
0.0192 |
1.8% |
0.0100 |
0.9% |
81% |
False |
False |
218,752 |
| 10 |
1.0829 |
1.0612 |
0.0218 |
2.0% |
0.0086 |
0.8% |
83% |
False |
False |
203,916 |
| 20 |
1.0829 |
1.0422 |
0.0407 |
3.8% |
0.0097 |
0.9% |
91% |
False |
False |
214,137 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0106 |
1.0% |
76% |
False |
False |
167,611 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.1% |
0.0106 |
1.0% |
43% |
False |
False |
112,770 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.1% |
0.0098 |
0.9% |
43% |
False |
False |
84,851 |
| 100 |
1.1371 |
1.0374 |
0.0998 |
9.2% |
0.0091 |
0.8% |
42% |
False |
False |
68,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.1027 |
|
1.618 |
1.0949 |
|
1.000 |
1.0902 |
|
0.618 |
1.0872 |
|
HIGH |
1.0824 |
|
0.618 |
1.0794 |
|
0.500 |
1.0785 |
|
0.382 |
1.0776 |
|
LOW |
1.0747 |
|
0.618 |
1.0699 |
|
1.000 |
1.0669 |
|
1.618 |
1.0621 |
|
2.618 |
1.0544 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0773 |
| PP |
1.0788 |
1.0753 |
| S1 |
1.0785 |
1.0733 |
|