CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0565 |
-0.0019 |
-0.2% |
1.0628 |
| High |
1.0624 |
1.0636 |
0.0012 |
0.1% |
1.0642 |
| Low |
1.0562 |
1.0557 |
-0.0005 |
0.0% |
1.0502 |
| Close |
1.0570 |
1.0594 |
0.0024 |
0.2% |
1.0570 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.4% |
0.0140 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
207,934 |
168,333 |
-39,601 |
-19.0% |
863,303 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0792 |
1.0637 |
|
| R3 |
1.0754 |
1.0713 |
1.0615 |
|
| R2 |
1.0675 |
1.0675 |
1.0608 |
|
| R1 |
1.0634 |
1.0634 |
1.0601 |
1.0654 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0606 |
| S1 |
1.0555 |
1.0555 |
1.0586 |
1.0575 |
| S2 |
1.0517 |
1.0517 |
1.0579 |
|
| S3 |
1.0438 |
1.0476 |
1.0572 |
|
| S4 |
1.0359 |
1.0397 |
1.0550 |
|
|
| 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 |
1.0642 |
1.0502 |
0.0140 |
1.3% |
0.0078 |
0.7% |
66% |
False |
False |
206,327 |
| 10 |
1.0689 |
1.0502 |
0.0187 |
1.8% |
0.0078 |
0.7% |
49% |
False |
False |
194,990 |
| 20 |
1.0844 |
1.0502 |
0.0343 |
3.2% |
0.0082 |
0.8% |
27% |
False |
False |
196,332 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0091 |
0.9% |
47% |
False |
False |
201,334 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0097 |
0.9% |
40% |
False |
False |
165,626 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
22% |
False |
False |
124,787 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
22% |
False |
False |
100,074 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.8% |
0.0089 |
0.8% |
21% |
False |
False |
83,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0843 |
|
1.618 |
1.0764 |
|
1.000 |
1.0715 |
|
0.618 |
1.0685 |
|
HIGH |
1.0636 |
|
0.618 |
1.0606 |
|
0.500 |
1.0597 |
|
0.382 |
1.0587 |
|
LOW |
1.0557 |
|
0.618 |
1.0508 |
|
1.000 |
1.0478 |
|
1.618 |
1.0429 |
|
2.618 |
1.0350 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0592 |
| PP |
1.0596 |
1.0591 |
| S1 |
1.0595 |
1.0590 |
|