CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0665 |
0.0105 |
1.0% |
1.0612 |
| High |
1.0676 |
1.0692 |
0.0016 |
0.1% |
1.0685 |
| Low |
1.0555 |
1.0627 |
0.0072 |
0.7% |
1.0548 |
| Close |
1.0651 |
1.0639 |
-0.0012 |
-0.1% |
1.0651 |
| Range |
0.0121 |
0.0065 |
-0.0056 |
-46.3% |
0.0137 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
36,369 |
52,984 |
16,615 |
45.7% |
80,137 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0808 |
1.0675 |
|
| R3 |
1.0782 |
1.0743 |
1.0657 |
|
| R2 |
1.0717 |
1.0717 |
1.0651 |
|
| R1 |
1.0678 |
1.0678 |
1.0645 |
1.0665 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0646 |
| S1 |
1.0613 |
1.0613 |
1.0633 |
1.0600 |
| S2 |
1.0587 |
1.0587 |
1.0627 |
|
| S3 |
1.0522 |
1.0548 |
1.0621 |
|
| S4 |
1.0457 |
1.0483 |
1.0603 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0982 |
1.0726 |
|
| R3 |
1.0902 |
1.0845 |
1.0688 |
|
| R2 |
1.0765 |
1.0765 |
1.0676 |
|
| R1 |
1.0708 |
1.0708 |
1.0663 |
1.0736 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0642 |
| S1 |
1.0571 |
1.0571 |
1.0638 |
1.0599 |
| S2 |
1.0491 |
1.0491 |
1.0625 |
|
| S3 |
1.0354 |
1.0434 |
1.0613 |
|
| S4 |
1.0217 |
1.0297 |
1.0575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0692 |
1.0548 |
0.0144 |
1.4% |
0.0076 |
0.7% |
64% |
True |
False |
25,334 |
| 10 |
1.0692 |
1.0548 |
0.0144 |
1.4% |
0.0076 |
0.7% |
64% |
True |
False |
14,158 |
| 20 |
1.0853 |
1.0548 |
0.0305 |
2.9% |
0.0075 |
0.7% |
30% |
False |
False |
7,675 |
| 40 |
1.0894 |
1.0536 |
0.0358 |
3.4% |
0.0083 |
0.8% |
29% |
False |
False |
4,215 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0090 |
0.8% |
39% |
False |
False |
3,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0862 |
|
1.618 |
1.0797 |
|
1.000 |
1.0757 |
|
0.618 |
1.0732 |
|
HIGH |
1.0692 |
|
0.618 |
1.0667 |
|
0.500 |
1.0659 |
|
0.382 |
1.0651 |
|
LOW |
1.0627 |
|
0.618 |
1.0586 |
|
1.000 |
1.0562 |
|
1.618 |
1.0521 |
|
2.618 |
1.0456 |
|
4.250 |
1.0350 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0633 |
| PP |
1.0652 |
1.0626 |
| S1 |
1.0646 |
1.0620 |
|