CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0636 |
0.0025 |
0.2% |
1.0677 |
| High |
1.0685 |
1.0684 |
-0.0001 |
0.0% |
1.0691 |
| Low |
1.0607 |
1.0620 |
0.0014 |
0.1% |
1.0552 |
| Close |
1.0643 |
1.0647 |
0.0004 |
0.0% |
1.0620 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0140 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
6,447 |
8,996 |
2,549 |
39.5% |
8,464 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0809 |
1.0682 |
|
| R3 |
1.0778 |
1.0745 |
1.0665 |
|
| R2 |
1.0714 |
1.0714 |
1.0659 |
|
| R1 |
1.0681 |
1.0681 |
1.0653 |
1.0698 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0659 |
| S1 |
1.0617 |
1.0617 |
1.0641 |
1.0634 |
| S2 |
1.0586 |
1.0586 |
1.0635 |
|
| S3 |
1.0522 |
1.0553 |
1.0629 |
|
| S4 |
1.0458 |
1.0489 |
1.0612 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0969 |
1.0696 |
|
| R3 |
1.0900 |
1.0829 |
1.0658 |
|
| R2 |
1.0760 |
1.0760 |
1.0645 |
|
| R1 |
1.0690 |
1.0690 |
1.0632 |
1.0655 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0603 |
| S1 |
1.0550 |
1.0550 |
1.0607 |
1.0516 |
| S2 |
1.0481 |
1.0481 |
1.0594 |
|
| S3 |
1.0342 |
1.0411 |
1.0581 |
|
| S4 |
1.0202 |
1.0271 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0685 |
1.0552 |
0.0133 |
1.2% |
0.0068 |
0.6% |
72% |
False |
False |
4,295 |
| 10 |
1.0738 |
1.0552 |
0.0186 |
1.7% |
0.0076 |
0.7% |
51% |
False |
False |
2,926 |
| 20 |
1.0894 |
1.0552 |
0.0342 |
3.2% |
0.0077 |
0.7% |
28% |
False |
False |
1,995 |
| 40 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0089 |
0.8% |
47% |
False |
False |
1,369 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0092 |
0.9% |
41% |
False |
False |
1,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0956 |
|
2.618 |
1.0852 |
|
1.618 |
1.0788 |
|
1.000 |
1.0748 |
|
0.618 |
1.0724 |
|
HIGH |
1.0684 |
|
0.618 |
1.0660 |
|
0.500 |
1.0652 |
|
0.382 |
1.0644 |
|
LOW |
1.0620 |
|
0.618 |
1.0580 |
|
1.000 |
1.0556 |
|
1.618 |
1.0516 |
|
2.618 |
1.0452 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0652 |
1.0647 |
| PP |
1.0650 |
1.0646 |
| S1 |
1.0649 |
1.0646 |
|