CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0583 |
1.0567 |
-0.0017 |
-0.2% |
1.0565 |
| High |
1.0605 |
1.0576 |
-0.0029 |
-0.3% |
1.0636 |
| Low |
1.0560 |
1.0537 |
-0.0024 |
-0.2% |
1.0498 |
| Close |
1.0570 |
1.0550 |
-0.0020 |
-0.2% |
1.0602 |
| Range |
0.0045 |
0.0040 |
-0.0006 |
-12.2% |
0.0138 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
201,552 |
295,448 |
93,896 |
46.6% |
1,088,061 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0651 |
1.0572 |
|
| R3 |
1.0633 |
1.0611 |
1.0561 |
|
| R2 |
1.0594 |
1.0594 |
1.0557 |
|
| R1 |
1.0572 |
1.0572 |
1.0554 |
1.0563 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0550 |
| S1 |
1.0532 |
1.0532 |
1.0546 |
1.0524 |
| S2 |
1.0515 |
1.0515 |
1.0543 |
|
| S3 |
1.0475 |
1.0493 |
1.0539 |
|
| S4 |
1.0436 |
1.0453 |
1.0528 |
|
|
| 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% |
0.0066 |
0.6% |
36% |
False |
False |
236,125 |
| 10 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0067 |
0.6% |
36% |
False |
False |
216,920 |
| 20 |
1.0728 |
1.0498 |
0.0230 |
2.2% |
0.0072 |
0.7% |
23% |
False |
False |
205,507 |
| 40 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0083 |
0.8% |
19% |
False |
False |
206,852 |
| 60 |
1.0844 |
1.0374 |
0.0471 |
4.5% |
0.0088 |
0.8% |
38% |
False |
False |
190,710 |
| 80 |
1.1012 |
1.0374 |
0.0639 |
6.1% |
0.0095 |
0.9% |
28% |
False |
False |
144,916 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.4% |
0.0093 |
0.9% |
18% |
False |
False |
116,206 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.4% |
0.0089 |
0.8% |
18% |
False |
False |
97,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0744 |
|
2.618 |
1.0679 |
|
1.618 |
1.0640 |
|
1.000 |
1.0616 |
|
0.618 |
1.0600 |
|
HIGH |
1.0576 |
|
0.618 |
1.0561 |
|
0.500 |
1.0556 |
|
0.382 |
1.0552 |
|
LOW |
1.0537 |
|
0.618 |
1.0512 |
|
1.000 |
1.0497 |
|
1.618 |
1.0473 |
|
2.618 |
1.0433 |
|
4.250 |
1.0369 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0590 |
| PP |
1.0554 |
1.0576 |
| S1 |
1.0552 |
1.0563 |
|