CME Euro FX (E) Future June 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 |
1.0665 |
1.0633 |
-0.0032 |
-0.3% |
1.0612 |
| High |
1.0692 |
1.0654 |
-0.0038 |
-0.4% |
1.0685 |
| Low |
1.0627 |
1.0610 |
-0.0017 |
-0.2% |
1.0548 |
| Close |
1.0639 |
1.0619 |
-0.0020 |
-0.2% |
1.0651 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0137 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
52,984 |
94,200 |
41,216 |
77.8% |
80,137 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0733 |
1.0643 |
|
| R3 |
1.0716 |
1.0689 |
1.0631 |
|
| R2 |
1.0672 |
1.0672 |
1.0627 |
|
| R1 |
1.0645 |
1.0645 |
1.0623 |
1.0637 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0623 |
| S1 |
1.0601 |
1.0601 |
1.0615 |
1.0593 |
| S2 |
1.0584 |
1.0584 |
1.0611 |
|
| S3 |
1.0540 |
1.0557 |
1.0607 |
|
| S4 |
1.0496 |
1.0513 |
1.0595 |
|
|
| 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% |
0.0072 |
0.7% |
50% |
False |
False |
42,375 |
| 10 |
1.0692 |
1.0548 |
0.0144 |
1.4% |
0.0070 |
0.7% |
50% |
False |
False |
23,335 |
| 20 |
1.0813 |
1.0548 |
0.0265 |
2.5% |
0.0073 |
0.7% |
27% |
False |
False |
12,334 |
| 40 |
1.0894 |
1.0536 |
0.0358 |
3.4% |
0.0082 |
0.8% |
23% |
False |
False |
6,549 |
| 60 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0090 |
0.8% |
36% |
False |
False |
4,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0769 |
|
1.618 |
1.0725 |
|
1.000 |
1.0698 |
|
0.618 |
1.0681 |
|
HIGH |
1.0654 |
|
0.618 |
1.0637 |
|
0.500 |
1.0632 |
|
0.382 |
1.0627 |
|
LOW |
1.0610 |
|
0.618 |
1.0583 |
|
1.000 |
1.0566 |
|
1.618 |
1.0539 |
|
2.618 |
1.0495 |
|
4.250 |
1.0423 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0623 |
| PP |
1.0628 |
1.0622 |
| S1 |
1.0623 |
1.0620 |
|