CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0706 |
0.0011 |
0.1% |
1.0729 |
| High |
1.0728 |
1.0721 |
-0.0007 |
-0.1% |
1.0844 |
| Low |
1.0653 |
1.0662 |
0.0009 |
0.1% |
1.0638 |
| Close |
1.0699 |
1.0670 |
-0.0029 |
-0.3% |
1.0782 |
| Range |
0.0075 |
0.0059 |
-0.0016 |
-20.8% |
0.0207 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
190,456 |
168,986 |
-21,470 |
-11.3% |
1,112,265 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0825 |
1.0702 |
|
| R3 |
1.0802 |
1.0766 |
1.0686 |
|
| R2 |
1.0743 |
1.0743 |
1.0681 |
|
| R1 |
1.0707 |
1.0707 |
1.0675 |
1.0696 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0679 |
| S1 |
1.0648 |
1.0648 |
1.0665 |
1.0637 |
| S2 |
1.0625 |
1.0625 |
1.0659 |
|
| S3 |
1.0566 |
1.0589 |
1.0654 |
|
| S4 |
1.0507 |
1.0530 |
1.0638 |
|
|
| 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 |
1.0813 |
1.0653 |
0.0160 |
1.5% |
0.0080 |
0.7% |
11% |
False |
False |
178,983 |
| 10 |
1.0844 |
1.0638 |
0.0207 |
1.9% |
0.0086 |
0.8% |
16% |
False |
False |
197,560 |
| 20 |
1.0844 |
1.0598 |
0.0247 |
2.3% |
0.0087 |
0.8% |
29% |
False |
False |
202,135 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0094 |
0.9% |
63% |
False |
False |
188,245 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0101 |
0.9% |
54% |
False |
False |
130,659 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
30% |
False |
False |
98,345 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
30% |
False |
False |
78,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0875 |
|
1.618 |
1.0816 |
|
1.000 |
1.0780 |
|
0.618 |
1.0757 |
|
HIGH |
1.0721 |
|
0.618 |
1.0698 |
|
0.500 |
1.0692 |
|
0.382 |
1.0685 |
|
LOW |
1.0662 |
|
0.618 |
1.0626 |
|
1.000 |
1.0603 |
|
1.618 |
1.0567 |
|
2.618 |
1.0508 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0708 |
| PP |
1.0684 |
1.0696 |
| S1 |
1.0677 |
1.0683 |
|