CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0778 |
-0.0006 |
-0.1% |
1.0729 |
| High |
1.0844 |
1.0813 |
-0.0032 |
-0.3% |
1.0844 |
| Low |
1.0771 |
1.0725 |
-0.0046 |
-0.4% |
1.0638 |
| Close |
1.0779 |
1.0782 |
0.0003 |
0.0% |
1.0782 |
| Range |
0.0073 |
0.0088 |
0.0015 |
19.9% |
0.0207 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
191,364 |
206,821 |
15,457 |
8.1% |
1,112,265 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0996 |
1.0830 |
|
| R3 |
1.0948 |
1.0909 |
1.0806 |
|
| R2 |
1.0861 |
1.0861 |
1.0798 |
|
| R1 |
1.0821 |
1.0821 |
1.0790 |
1.0841 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0783 |
| S1 |
1.0734 |
1.0734 |
1.0773 |
1.0753 |
| S2 |
1.0686 |
1.0686 |
1.0765 |
|
| S3 |
1.0598 |
1.0646 |
1.0757 |
|
| S4 |
1.0511 |
1.0559 |
1.0733 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1284 |
1.0895 |
|
| R3 |
1.1167 |
1.1078 |
1.0838 |
|
| R2 |
1.0961 |
1.0961 |
1.0819 |
|
| R1 |
1.0871 |
1.0871 |
1.0800 |
1.0916 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0777 |
| S1 |
1.0665 |
1.0665 |
1.0763 |
1.0710 |
| S2 |
1.0548 |
1.0548 |
1.0744 |
|
| S3 |
1.0341 |
1.0458 |
1.0725 |
|
| S4 |
1.0135 |
1.0252 |
1.0668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0097 |
0.9% |
70% |
False |
False |
222,453 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0084 |
0.8% |
70% |
False |
False |
200,275 |
| 20 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0093 |
0.9% |
83% |
False |
False |
210,085 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0101 |
0.9% |
74% |
False |
False |
176,349 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0107 |
1.0% |
41% |
False |
False |
119,358 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0098 |
0.9% |
41% |
False |
False |
89,798 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0091 |
0.8% |
41% |
False |
False |
72,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1042 |
|
1.618 |
1.0954 |
|
1.000 |
1.0900 |
|
0.618 |
1.0867 |
|
HIGH |
1.0813 |
|
0.618 |
1.0779 |
|
0.500 |
1.0769 |
|
0.382 |
1.0758 |
|
LOW |
1.0725 |
|
0.618 |
1.0671 |
|
1.000 |
1.0638 |
|
1.618 |
1.0583 |
|
2.618 |
1.0496 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0785 |
| PP |
1.0773 |
1.0784 |
| S1 |
1.0769 |
1.0783 |
|