CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0642 |
-0.0023 |
-0.2% |
1.0798 |
| High |
1.0679 |
1.0670 |
-0.0010 |
-0.1% |
1.0803 |
| Low |
1.0619 |
1.0603 |
-0.0016 |
-0.2% |
1.0619 |
| Close |
1.0643 |
1.0610 |
-0.0033 |
-0.3% |
1.0643 |
| Range |
0.0061 |
0.0067 |
0.0007 |
10.7% |
0.0185 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
176,378 |
138,249 |
-38,129 |
-21.6% |
864,472 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0786 |
1.0646 |
|
| R3 |
1.0761 |
1.0719 |
1.0628 |
|
| R2 |
1.0694 |
1.0694 |
1.0622 |
|
| R1 |
1.0652 |
1.0652 |
1.0616 |
1.0640 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0621 |
| S1 |
1.0585 |
1.0585 |
1.0603 |
1.0573 |
| S2 |
1.0560 |
1.0560 |
1.0597 |
|
| S3 |
1.0493 |
1.0518 |
1.0591 |
|
| S4 |
1.0426 |
1.0451 |
1.0573 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1127 |
1.0744 |
|
| R3 |
1.1057 |
1.0942 |
1.0693 |
|
| R2 |
1.0873 |
1.0873 |
1.0676 |
|
| R1 |
1.0758 |
1.0758 |
1.0659 |
1.0723 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0671 |
| S1 |
1.0573 |
1.0573 |
1.0626 |
1.0538 |
| S2 |
1.0504 |
1.0504 |
1.0609 |
|
| S3 |
1.0319 |
1.0389 |
1.0592 |
|
| S4 |
1.0135 |
1.0204 |
1.0541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0603 |
0.0161 |
1.5% |
0.0071 |
0.7% |
4% |
False |
True |
170,188 |
| 10 |
1.0844 |
1.0603 |
0.0242 |
2.3% |
0.0080 |
0.8% |
3% |
False |
True |
190,893 |
| 20 |
1.0844 |
1.0603 |
0.0242 |
2.3% |
0.0084 |
0.8% |
3% |
False |
True |
196,042 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0092 |
0.9% |
50% |
False |
False |
188,157 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0100 |
0.9% |
43% |
False |
False |
135,818 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
24% |
False |
False |
102,263 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
24% |
False |
False |
82,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0845 |
|
1.618 |
1.0778 |
|
1.000 |
1.0737 |
|
0.618 |
1.0711 |
|
HIGH |
1.0670 |
|
0.618 |
1.0644 |
|
0.500 |
1.0636 |
|
0.382 |
1.0628 |
|
LOW |
1.0603 |
|
0.618 |
1.0561 |
|
1.000 |
1.0536 |
|
1.618 |
1.0494 |
|
2.618 |
1.0427 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0662 |
| PP |
1.0627 |
1.0644 |
| S1 |
1.0618 |
1.0627 |
|