CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0563 |
0.0020 |
0.2% |
1.0642 |
| High |
1.0582 |
1.0602 |
0.0021 |
0.2% |
1.0689 |
| Low |
1.0502 |
1.0544 |
0.0042 |
0.4% |
1.0531 |
| Close |
1.0579 |
1.0579 |
0.0000 |
0.0% |
1.0615 |
| Range |
0.0080 |
0.0059 |
-0.0022 |
-26.9% |
0.0158 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
241,801 |
168,514 |
-73,287 |
-30.3% |
918,267 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0723 |
1.0611 |
|
| R3 |
1.0692 |
1.0664 |
1.0595 |
|
| R2 |
1.0633 |
1.0633 |
1.0589 |
|
| R1 |
1.0606 |
1.0606 |
1.0584 |
1.0620 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0582 |
| S1 |
1.0547 |
1.0547 |
1.0573 |
1.0561 |
| S2 |
1.0516 |
1.0516 |
1.0568 |
|
| S3 |
1.0458 |
1.0489 |
1.0562 |
|
| S4 |
1.0399 |
1.0430 |
1.0546 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1007 |
1.0701 |
|
| R3 |
1.0926 |
1.0849 |
1.0658 |
|
| R2 |
1.0769 |
1.0769 |
1.0643 |
|
| R1 |
1.0692 |
1.0692 |
1.0629 |
1.0652 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0591 |
| S1 |
1.0534 |
1.0534 |
1.0600 |
1.0494 |
| S2 |
1.0454 |
1.0454 |
1.0586 |
|
| S3 |
1.0296 |
1.0377 |
1.0571 |
|
| S4 |
1.0139 |
1.0219 |
1.0528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0689 |
1.0502 |
0.0187 |
1.8% |
0.0081 |
0.8% |
41% |
False |
False |
204,306 |
| 10 |
1.0721 |
1.0502 |
0.0220 |
2.1% |
0.0075 |
0.7% |
35% |
False |
False |
191,900 |
| 20 |
1.0844 |
1.0502 |
0.0343 |
3.2% |
0.0083 |
0.8% |
22% |
False |
False |
196,502 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0091 |
0.9% |
44% |
False |
False |
196,499 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0098 |
0.9% |
37% |
False |
False |
159,470 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
21% |
False |
False |
120,103 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
21% |
False |
False |
96,333 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.9% |
0.0089 |
0.8% |
20% |
False |
False |
80,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0755 |
|
1.618 |
1.0697 |
|
1.000 |
1.0661 |
|
0.618 |
1.0638 |
|
HIGH |
1.0602 |
|
0.618 |
1.0580 |
|
0.500 |
1.0573 |
|
0.382 |
1.0566 |
|
LOW |
1.0544 |
|
0.618 |
1.0507 |
|
1.000 |
1.0485 |
|
1.618 |
1.0449 |
|
2.618 |
1.0390 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0576 |
| PP |
1.0575 |
1.0574 |
| S1 |
1.0573 |
1.0572 |
|