CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0565 |
1.0592 |
0.0027 |
0.3% |
1.0628 |
| High |
1.0636 |
1.0636 |
-0.0001 |
0.0% |
1.0642 |
| Low |
1.0557 |
1.0571 |
0.0014 |
0.1% |
1.0502 |
| Close |
1.0594 |
1.0598 |
0.0004 |
0.0% |
1.0570 |
| Range |
0.0079 |
0.0065 |
-0.0014 |
-17.7% |
0.0140 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
168,333 |
200,080 |
31,747 |
18.9% |
863,303 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0796 |
1.0762 |
1.0633 |
|
| R3 |
1.0731 |
1.0697 |
1.0615 |
|
| R2 |
1.0666 |
1.0666 |
1.0609 |
|
| R1 |
1.0632 |
1.0632 |
1.0603 |
1.0649 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0610 |
| S1 |
1.0567 |
1.0567 |
1.0592 |
1.0584 |
| S2 |
1.0536 |
1.0536 |
1.0586 |
|
| S3 |
1.0471 |
1.0502 |
1.0580 |
|
| S4 |
1.0406 |
1.0437 |
1.0562 |
|
|
| 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 |
1.0636 |
1.0502 |
0.0135 |
1.3% |
0.0069 |
0.7% |
71% |
False |
False |
197,332 |
| 10 |
1.0689 |
1.0502 |
0.0187 |
1.8% |
0.0077 |
0.7% |
51% |
False |
False |
201,173 |
| 20 |
1.0844 |
1.0502 |
0.0343 |
3.2% |
0.0079 |
0.7% |
28% |
False |
False |
196,033 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0091 |
0.9% |
48% |
False |
False |
202,846 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0096 |
0.9% |
41% |
False |
False |
168,872 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
23% |
False |
False |
127,277 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
23% |
False |
False |
102,046 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.8% |
0.0088 |
0.8% |
21% |
False |
False |
85,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0806 |
|
1.618 |
1.0741 |
|
1.000 |
1.0701 |
|
0.618 |
1.0676 |
|
HIGH |
1.0636 |
|
0.618 |
1.0611 |
|
0.500 |
1.0603 |
|
0.382 |
1.0595 |
|
LOW |
1.0571 |
|
0.618 |
1.0530 |
|
1.000 |
1.0506 |
|
1.618 |
1.0465 |
|
2.618 |
1.0400 |
|
4.250 |
1.0294 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0597 |
| PP |
1.0601 |
1.0597 |
| S1 |
1.0599 |
1.0597 |
|