CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0542 |
-0.0025 |
-0.2% |
1.0565 |
| High |
1.0576 |
1.0616 |
0.0040 |
0.4% |
1.0636 |
| Low |
1.0537 |
1.0526 |
-0.0011 |
-0.1% |
1.0498 |
| Close |
1.0550 |
1.0594 |
0.0044 |
0.4% |
1.0602 |
| Range |
0.0040 |
0.0091 |
0.0051 |
129.1% |
0.0138 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.4% |
0.0000 |
| Volume |
295,448 |
402,889 |
107,441 |
36.4% |
1,088,061 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0850 |
1.0812 |
1.0643 |
|
| R3 |
1.0759 |
1.0722 |
1.0618 |
|
| R2 |
1.0669 |
1.0669 |
1.0610 |
|
| R1 |
1.0631 |
1.0631 |
1.0602 |
1.0650 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0588 |
| S1 |
1.0541 |
1.0541 |
1.0585 |
1.0560 |
| S2 |
1.0488 |
1.0488 |
1.0577 |
|
| S3 |
1.0397 |
1.0450 |
1.0569 |
|
| S4 |
1.0307 |
1.0360 |
1.0544 |
|
|
| 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 |
1.0506 |
0.0137 |
1.3% |
0.0073 |
0.7% |
64% |
False |
False |
277,672 |
| 10 |
1.0643 |
1.0498 |
0.0145 |
1.4% |
0.0070 |
0.7% |
66% |
False |
False |
240,358 |
| 20 |
1.0721 |
1.0498 |
0.0223 |
2.1% |
0.0073 |
0.7% |
43% |
False |
False |
216,129 |
| 40 |
1.0844 |
1.0481 |
0.0364 |
3.4% |
0.0083 |
0.8% |
31% |
False |
False |
212,713 |
| 60 |
1.0844 |
1.0374 |
0.0471 |
4.4% |
0.0088 |
0.8% |
47% |
False |
False |
196,511 |
| 80 |
1.0981 |
1.0374 |
0.0607 |
5.7% |
0.0095 |
0.9% |
36% |
False |
False |
149,929 |
| 100 |
1.1361 |
1.0374 |
0.0987 |
9.3% |
0.0093 |
0.9% |
22% |
False |
False |
120,219 |
| 120 |
1.1363 |
1.0374 |
0.0990 |
9.3% |
0.0089 |
0.8% |
22% |
False |
False |
100,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0853 |
|
1.618 |
1.0762 |
|
1.000 |
1.0707 |
|
0.618 |
1.0672 |
|
HIGH |
1.0616 |
|
0.618 |
1.0581 |
|
0.500 |
1.0571 |
|
0.382 |
1.0560 |
|
LOW |
1.0526 |
|
0.618 |
1.0470 |
|
1.000 |
1.0435 |
|
1.618 |
1.0379 |
|
2.618 |
1.0289 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0586 |
| PP |
1.0578 |
1.0578 |
| S1 |
1.0571 |
1.0571 |
|