CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0606 |
-0.0036 |
-0.3% |
1.0798 |
| High |
1.0670 |
1.0644 |
-0.0026 |
-0.2% |
1.0803 |
| Low |
1.0603 |
1.0571 |
-0.0032 |
-0.3% |
1.0619 |
| Close |
1.0610 |
1.0583 |
-0.0027 |
-0.2% |
1.0643 |
| Range |
0.0067 |
0.0073 |
0.0006 |
9.0% |
0.0185 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
138,249 |
201,934 |
63,685 |
46.1% |
864,472 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0774 |
1.0623 |
|
| R3 |
1.0745 |
1.0701 |
1.0603 |
|
| R2 |
1.0672 |
1.0672 |
1.0596 |
|
| R1 |
1.0628 |
1.0628 |
1.0590 |
1.0614 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0592 |
| S1 |
1.0555 |
1.0555 |
1.0576 |
1.0541 |
| S2 |
1.0526 |
1.0526 |
1.0570 |
|
| S3 |
1.0453 |
1.0482 |
1.0563 |
|
| S4 |
1.0380 |
1.0409 |
1.0543 |
|
|
| 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 |
1.0728 |
1.0571 |
0.0157 |
1.5% |
0.0067 |
0.6% |
8% |
False |
True |
175,200 |
| 10 |
1.0844 |
1.0571 |
0.0273 |
2.6% |
0.0075 |
0.7% |
4% |
False |
True |
181,640 |
| 20 |
1.0844 |
1.0571 |
0.0273 |
2.6% |
0.0081 |
0.8% |
4% |
False |
True |
190,439 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0089 |
0.8% |
45% |
False |
False |
186,894 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0099 |
0.9% |
38% |
False |
False |
139,152 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
21% |
False |
False |
104,781 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
21% |
False |
False |
84,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0835 |
|
1.618 |
1.0762 |
|
1.000 |
1.0717 |
|
0.618 |
1.0689 |
|
HIGH |
1.0644 |
|
0.618 |
1.0616 |
|
0.500 |
1.0608 |
|
0.382 |
1.0599 |
|
LOW |
1.0571 |
|
0.618 |
1.0526 |
|
1.000 |
1.0498 |
|
1.618 |
1.0453 |
|
2.618 |
1.0380 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0608 |
1.0625 |
| PP |
1.0599 |
1.0611 |
| S1 |
1.0591 |
1.0597 |
|