CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0695 |
-0.0066 |
-0.6% |
1.0729 |
| High |
1.0764 |
1.0728 |
-0.0036 |
-0.3% |
1.0844 |
| Low |
1.0670 |
1.0653 |
-0.0017 |
-0.2% |
1.0638 |
| Close |
1.0709 |
1.0699 |
-0.0010 |
-0.1% |
1.0782 |
| Range |
0.0094 |
0.0075 |
-0.0020 |
-20.7% |
0.0207 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
176,874 |
190,456 |
13,582 |
7.7% |
1,112,265 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0882 |
1.0739 |
|
| R3 |
1.0842 |
1.0808 |
1.0719 |
|
| R2 |
1.0768 |
1.0768 |
1.0712 |
|
| R1 |
1.0733 |
1.0733 |
1.0705 |
1.0750 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0702 |
| S1 |
1.0659 |
1.0659 |
1.0692 |
1.0676 |
| S2 |
1.0619 |
1.0619 |
1.0685 |
|
| S3 |
1.0544 |
1.0584 |
1.0678 |
|
| S4 |
1.0470 |
1.0510 |
1.0658 |
|
|
| 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 |
1.0653 |
0.0191 |
1.8% |
0.0083 |
0.8% |
24% |
False |
True |
183,458 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0091 |
0.9% |
30% |
False |
False |
201,105 |
| 20 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0093 |
0.9% |
60% |
False |
False |
209,298 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0096 |
0.9% |
69% |
False |
False |
186,703 |
| 60 |
1.0981 |
1.0374 |
0.0607 |
5.7% |
0.0102 |
1.0% |
54% |
False |
False |
127,862 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.2% |
0.0098 |
0.9% |
33% |
False |
False |
96,242 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.2% |
0.0092 |
0.9% |
33% |
False |
False |
77,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0923 |
|
1.618 |
1.0848 |
|
1.000 |
1.0802 |
|
0.618 |
1.0774 |
|
HIGH |
1.0728 |
|
0.618 |
1.0699 |
|
0.500 |
1.0690 |
|
0.382 |
1.0681 |
|
LOW |
1.0653 |
|
0.618 |
1.0607 |
|
1.000 |
1.0579 |
|
1.618 |
1.0532 |
|
2.618 |
1.0458 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0696 |
1.0728 |
| PP |
1.0693 |
1.0718 |
| S1 |
1.0690 |
1.0708 |
|