CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0778 |
1.0798 |
0.0021 |
0.2% |
1.0729 |
| High |
1.0813 |
1.0803 |
-0.0010 |
-0.1% |
1.0844 |
| Low |
1.0725 |
1.0720 |
-0.0006 |
-0.1% |
1.0638 |
| Close |
1.0782 |
1.0762 |
-0.0020 |
-0.2% |
1.0782 |
| Range |
0.0088 |
0.0084 |
-0.0004 |
-4.6% |
0.0207 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
206,821 |
151,778 |
-55,043 |
-26.6% |
1,112,265 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0971 |
1.0808 |
|
| R3 |
1.0929 |
1.0887 |
1.0785 |
|
| R2 |
1.0845 |
1.0845 |
1.0777 |
|
| R1 |
1.0804 |
1.0804 |
1.0770 |
1.0783 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0751 |
| S1 |
1.0720 |
1.0720 |
1.0754 |
1.0699 |
| S2 |
1.0678 |
1.0678 |
1.0747 |
|
| S3 |
1.0595 |
1.0637 |
1.0739 |
|
| S4 |
1.0511 |
1.0553 |
1.0716 |
|
|
| 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 |
1.0702 |
0.0143 |
1.3% |
0.0090 |
0.8% |
42% |
False |
False |
211,598 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0086 |
0.8% |
60% |
False |
False |
195,894 |
| 20 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0092 |
0.9% |
77% |
False |
False |
206,891 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0101 |
0.9% |
71% |
False |
False |
179,750 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0107 |
1.0% |
39% |
False |
False |
121,870 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0098 |
0.9% |
39% |
False |
False |
91,686 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0091 |
0.8% |
39% |
False |
False |
73,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.1022 |
|
1.618 |
1.0938 |
|
1.000 |
1.0887 |
|
0.618 |
1.0855 |
|
HIGH |
1.0803 |
|
0.618 |
1.0771 |
|
0.500 |
1.0761 |
|
0.382 |
1.0751 |
|
LOW |
1.0720 |
|
0.618 |
1.0668 |
|
1.000 |
1.0636 |
|
1.618 |
1.0584 |
|
2.618 |
1.0501 |
|
4.250 |
1.0365 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0782 |
| PP |
1.0762 |
1.0775 |
| S1 |
1.0761 |
1.0769 |
|