CME Euro FX (E) Future June 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 |
1.0633 |
1.0617 |
-0.0016 |
-0.1% |
1.0612 |
| High |
1.0654 |
1.0625 |
-0.0029 |
-0.3% |
1.0685 |
| Low |
1.0610 |
1.0586 |
-0.0024 |
-0.2% |
1.0548 |
| Close |
1.0619 |
1.0599 |
-0.0020 |
-0.2% |
1.0651 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0137 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
94,200 |
178,067 |
83,867 |
89.0% |
80,137 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0699 |
1.0620 |
|
| R3 |
1.0681 |
1.0660 |
1.0610 |
|
| R2 |
1.0642 |
1.0642 |
1.0606 |
|
| R1 |
1.0621 |
1.0621 |
1.0603 |
1.0612 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0599 |
| S1 |
1.0582 |
1.0582 |
1.0595 |
1.0573 |
| S2 |
1.0564 |
1.0564 |
1.0592 |
|
| S3 |
1.0525 |
1.0543 |
1.0588 |
|
| S4 |
1.0486 |
1.0504 |
1.0578 |
|
|
| 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% |
0.0065 |
0.6% |
36% |
False |
False |
76,584 |
| 10 |
1.0692 |
1.0548 |
0.0144 |
1.4% |
0.0066 |
0.6% |
36% |
False |
False |
40,953 |
| 20 |
1.0777 |
1.0548 |
0.0229 |
2.2% |
0.0071 |
0.7% |
22% |
False |
False |
21,181 |
| 40 |
1.0894 |
1.0536 |
0.0358 |
3.4% |
0.0081 |
0.8% |
18% |
False |
False |
10,993 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0086 |
0.8% |
37% |
False |
False |
7,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0727 |
|
1.618 |
1.0688 |
|
1.000 |
1.0664 |
|
0.618 |
1.0649 |
|
HIGH |
1.0625 |
|
0.618 |
1.0610 |
|
0.500 |
1.0606 |
|
0.382 |
1.0601 |
|
LOW |
1.0586 |
|
0.618 |
1.0562 |
|
1.000 |
1.0547 |
|
1.618 |
1.0523 |
|
2.618 |
1.0484 |
|
4.250 |
1.0420 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0639 |
| PP |
1.0603 |
1.0626 |
| S1 |
1.0601 |
1.0612 |
|