CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0592 |
1.0577 |
-0.0015 |
-0.1% |
1.0628 |
| High |
1.0636 |
1.0595 |
-0.0041 |
-0.4% |
1.0642 |
| Low |
1.0571 |
1.0518 |
-0.0053 |
-0.5% |
1.0502 |
| Close |
1.0598 |
1.0548 |
-0.0050 |
-0.5% |
1.0570 |
| Range |
0.0065 |
0.0077 |
0.0012 |
17.7% |
0.0140 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
200,080 |
243,721 |
43,641 |
21.8% |
863,303 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0742 |
1.0590 |
|
| R3 |
1.0707 |
1.0666 |
1.0569 |
|
| R2 |
1.0630 |
1.0630 |
1.0562 |
|
| R1 |
1.0589 |
1.0589 |
1.0555 |
1.0571 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0545 |
| S1 |
1.0513 |
1.0513 |
1.0541 |
1.0495 |
| S2 |
1.0477 |
1.0477 |
1.0534 |
|
| S3 |
1.0401 |
1.0436 |
1.0527 |
|
| S4 |
1.0324 |
1.0360 |
1.0506 |
|
|
| 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 |
1.0518 |
0.0118 |
1.1% |
0.0068 |
0.6% |
25% |
False |
True |
197,716 |
| 10 |
1.0689 |
1.0502 |
0.0187 |
1.8% |
0.0078 |
0.7% |
25% |
False |
False |
205,352 |
| 20 |
1.0844 |
1.0502 |
0.0343 |
3.2% |
0.0076 |
0.7% |
14% |
False |
False |
193,496 |
| 40 |
1.0844 |
1.0374 |
0.0471 |
4.5% |
0.0089 |
0.8% |
37% |
False |
False |
204,548 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0096 |
0.9% |
32% |
False |
False |
172,757 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0099 |
0.9% |
18% |
False |
False |
130,287 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0093 |
0.9% |
18% |
False |
False |
104,458 |
| 120 |
1.1416 |
1.0374 |
0.1042 |
9.9% |
0.0088 |
0.8% |
17% |
False |
False |
87,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0795 |
|
1.618 |
1.0718 |
|
1.000 |
1.0671 |
|
0.618 |
1.0642 |
|
HIGH |
1.0595 |
|
0.618 |
1.0565 |
|
0.500 |
1.0556 |
|
0.382 |
1.0547 |
|
LOW |
1.0518 |
|
0.618 |
1.0471 |
|
1.000 |
1.0442 |
|
1.618 |
1.0394 |
|
2.618 |
1.0318 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0577 |
| PP |
1.0554 |
1.0567 |
| S1 |
1.0551 |
1.0558 |
|