CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0606 |
1.0589 |
-0.0017 |
-0.2% |
1.0798 |
| High |
1.0644 |
1.0619 |
-0.0025 |
-0.2% |
1.0803 |
| Low |
1.0571 |
1.0531 |
-0.0040 |
-0.4% |
1.0619 |
| Close |
1.0583 |
1.0600 |
0.0017 |
0.2% |
1.0643 |
| Range |
0.0073 |
0.0088 |
0.0015 |
20.5% |
0.0185 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
201,934 |
211,922 |
9,988 |
4.9% |
864,472 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0812 |
1.0648 |
|
| R3 |
1.0759 |
1.0724 |
1.0624 |
|
| R2 |
1.0671 |
1.0671 |
1.0616 |
|
| R1 |
1.0636 |
1.0636 |
1.0608 |
1.0654 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0592 |
| S1 |
1.0548 |
1.0548 |
1.0592 |
1.0566 |
| S2 |
1.0495 |
1.0495 |
1.0584 |
|
| S3 |
1.0407 |
1.0460 |
1.0576 |
|
| S4 |
1.0319 |
1.0372 |
1.0552 |
|
|
| 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 |
1.0721 |
1.0531 |
0.0190 |
1.8% |
0.0070 |
0.7% |
36% |
False |
True |
179,493 |
| 10 |
1.0844 |
1.0531 |
0.0313 |
3.0% |
0.0076 |
0.7% |
22% |
False |
True |
181,476 |
| 20 |
1.0844 |
1.0531 |
0.0313 |
3.0% |
0.0081 |
0.8% |
22% |
False |
True |
192,696 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0090 |
0.8% |
48% |
False |
False |
186,812 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0099 |
0.9% |
41% |
False |
False |
142,659 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0098 |
0.9% |
23% |
False |
False |
107,398 |
| 100 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0092 |
0.9% |
23% |
False |
False |
86,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0849 |
|
1.618 |
1.0761 |
|
1.000 |
1.0707 |
|
0.618 |
1.0673 |
|
HIGH |
1.0619 |
|
0.618 |
1.0585 |
|
0.500 |
1.0575 |
|
0.382 |
1.0565 |
|
LOW |
1.0531 |
|
0.618 |
1.0477 |
|
1.000 |
1.0443 |
|
1.618 |
1.0389 |
|
2.618 |
1.0301 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0600 |
| PP |
1.0583 |
1.0600 |
| S1 |
1.0575 |
1.0600 |
|