CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0508 |
-0.0043 |
-0.4% |
1.0565 |
| High |
1.0555 |
1.0628 |
0.0074 |
0.7% |
1.0636 |
| Low |
1.0498 |
1.0506 |
0.0008 |
0.1% |
1.0498 |
| Close |
1.0505 |
1.0602 |
0.0097 |
0.9% |
1.0602 |
| Range |
0.0057 |
0.0123 |
0.0066 |
116.8% |
0.0138 |
| ATR |
0.0079 |
0.0083 |
0.0003 |
4.0% |
0.0000 |
| Volume |
195,151 |
280,776 |
85,625 |
43.9% |
1,088,061 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0896 |
1.0669 |
|
| R3 |
1.0823 |
1.0774 |
1.0635 |
|
| R2 |
1.0701 |
1.0701 |
1.0624 |
|
| R1 |
1.0651 |
1.0651 |
1.0613 |
1.0676 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0591 |
| S1 |
1.0529 |
1.0529 |
1.0590 |
1.0554 |
| S2 |
1.0456 |
1.0456 |
1.0579 |
|
| S3 |
1.0333 |
1.0406 |
1.0568 |
|
| S4 |
1.0211 |
1.0284 |
1.0534 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0935 |
1.0677 |
|
| R3 |
1.0855 |
1.0797 |
1.0639 |
|
| R2 |
1.0717 |
1.0717 |
1.0627 |
|
| R1 |
1.0659 |
1.0659 |
1.0614 |
1.0688 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0593 |
| S1 |
1.0521 |
1.0521 |
1.0589 |
1.0550 |
| S2 |
1.0441 |
1.0441 |
1.0576 |
|
| S3 |
1.0303 |
1.0383 |
1.0564 |
|
| S4 |
1.0165 |
1.0245 |
1.0526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0636 |
1.0498 |
0.0138 |
1.3% |
0.0080 |
0.8% |
75% |
False |
False |
217,612 |
| 10 |
1.0686 |
1.0498 |
0.0188 |
1.8% |
0.0078 |
0.7% |
55% |
False |
False |
211,034 |
| 20 |
1.0813 |
1.0498 |
0.0315 |
3.0% |
0.0078 |
0.7% |
33% |
False |
False |
197,046 |
| 40 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0087 |
0.8% |
33% |
False |
False |
205,433 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0093 |
0.9% |
41% |
False |
False |
180,327 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
23% |
False |
False |
136,218 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0094 |
0.9% |
23% |
False |
False |
109,186 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0089 |
0.8% |
23% |
False |
False |
91,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1149 |
|
2.618 |
1.0949 |
|
1.618 |
1.0826 |
|
1.000 |
1.0751 |
|
0.618 |
1.0704 |
|
HIGH |
1.0628 |
|
0.618 |
1.0581 |
|
0.500 |
1.0567 |
|
0.382 |
1.0552 |
|
LOW |
1.0506 |
|
0.618 |
1.0430 |
|
1.000 |
1.0383 |
|
1.618 |
1.0307 |
|
2.618 |
1.0185 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0590 |
1.0589 |
| PP |
1.0578 |
1.0576 |
| S1 |
1.0567 |
1.0563 |
|