CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0584 |
0.0022 |
0.2% |
1.0628 |
| High |
1.0602 |
1.0624 |
0.0022 |
0.2% |
1.0642 |
| Low |
1.0544 |
1.0562 |
0.0019 |
0.2% |
1.0502 |
| Close |
1.0579 |
1.0570 |
-0.0009 |
-0.1% |
1.0570 |
| Range |
0.0059 |
0.0062 |
0.0004 |
6.0% |
0.0140 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
168,514 |
207,934 |
39,420 |
23.4% |
863,303 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0732 |
1.0604 |
|
| R3 |
1.0709 |
1.0670 |
1.0587 |
|
| R2 |
1.0647 |
1.0647 |
1.0581 |
|
| R1 |
1.0608 |
1.0608 |
1.0575 |
1.0597 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0579 |
| S1 |
1.0546 |
1.0546 |
1.0564 |
1.0535 |
| S2 |
1.0523 |
1.0523 |
1.0558 |
|
| S3 |
1.0461 |
1.0484 |
1.0552 |
|
| S4 |
1.0399 |
1.0422 |
1.0535 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0920 |
1.0647 |
|
| R3 |
1.0851 |
1.0780 |
1.0608 |
|
| R2 |
1.0711 |
1.0711 |
1.0595 |
|
| R1 |
1.0640 |
1.0640 |
1.0582 |
1.0606 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0554 |
| S1 |
1.0500 |
1.0500 |
1.0557 |
1.0466 |
| S2 |
1.0431 |
1.0431 |
1.0544 |
|
| S3 |
1.0291 |
1.0360 |
1.0531 |
|
| S4 |
1.0151 |
1.0220 |
1.0493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0686 |
1.0502 |
0.0184 |
1.7% |
0.0076 |
0.7% |
37% |
False |
False |
204,456 |
| 10 |
1.0689 |
1.0502 |
0.0187 |
1.8% |
0.0076 |
0.7% |
36% |
False |
False |
195,794 |
| 20 |
1.0844 |
1.0502 |
0.0343 |
3.2% |
0.0081 |
0.8% |
20% |
False |
False |
196,677 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.5% |
0.0092 |
0.9% |
42% |
False |
False |
200,306 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0097 |
0.9% |
36% |
False |
False |
162,871 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
20% |
False |
False |
122,689 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
20% |
False |
False |
98,395 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.9% |
0.0089 |
0.8% |
19% |
False |
False |
82,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0786 |
|
1.618 |
1.0724 |
|
1.000 |
1.0686 |
|
0.618 |
1.0662 |
|
HIGH |
1.0624 |
|
0.618 |
1.0600 |
|
0.500 |
1.0593 |
|
0.382 |
1.0586 |
|
LOW |
1.0562 |
|
0.618 |
1.0524 |
|
1.000 |
1.0500 |
|
1.618 |
1.0462 |
|
2.618 |
1.0400 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0567 |
| PP |
1.0585 |
1.0565 |
| S1 |
1.0577 |
1.0563 |
|