CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0583 |
-0.0032 |
-0.3% |
1.0565 |
| High |
1.0643 |
1.0605 |
-0.0038 |
-0.4% |
1.0636 |
| Low |
1.0577 |
1.0560 |
-0.0017 |
-0.2% |
1.0498 |
| Close |
1.0590 |
1.0570 |
-0.0020 |
-0.2% |
1.0602 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.3% |
0.0138 |
| ATR |
0.0081 |
0.0079 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
207,698 |
201,552 |
-6,146 |
-3.0% |
1,088,061 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0686 |
1.0594 |
|
| R3 |
1.0668 |
1.0641 |
1.0582 |
|
| R2 |
1.0623 |
1.0623 |
1.0578 |
|
| R1 |
1.0596 |
1.0596 |
1.0574 |
1.0587 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0574 |
| S1 |
1.0551 |
1.0551 |
1.0565 |
1.0542 |
| S2 |
1.0533 |
1.0533 |
1.0561 |
|
| S3 |
1.0488 |
1.0506 |
1.0557 |
|
| S4 |
1.0443 |
1.0461 |
1.0545 |
|
|
| 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 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0073 |
0.7% |
49% |
False |
False |
225,779 |
| 10 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0071 |
0.7% |
49% |
False |
False |
211,556 |
| 20 |
1.0764 |
1.0498 |
0.0266 |
2.5% |
0.0075 |
0.7% |
27% |
False |
False |
199,578 |
| 40 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0083 |
0.8% |
24% |
False |
False |
203,235 |
| 60 |
1.0924 |
1.0374 |
0.0550 |
5.2% |
0.0092 |
0.9% |
36% |
False |
False |
186,359 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0099 |
0.9% |
20% |
False |
False |
141,297 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
20% |
False |
False |
113,264 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.4% |
0.0089 |
0.8% |
20% |
False |
False |
94,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0796 |
|
2.618 |
1.0723 |
|
1.618 |
1.0678 |
|
1.000 |
1.0650 |
|
0.618 |
1.0633 |
|
HIGH |
1.0605 |
|
0.618 |
1.0588 |
|
0.500 |
1.0583 |
|
0.382 |
1.0577 |
|
LOW |
1.0560 |
|
0.618 |
1.0532 |
|
1.000 |
1.0515 |
|
1.618 |
1.0487 |
|
2.618 |
1.0442 |
|
4.250 |
1.0369 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0574 |
| PP |
1.0578 |
1.0573 |
| S1 |
1.0574 |
1.0571 |
|