CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0623 |
0.0033 |
0.3% |
1.0665 |
| High |
1.0666 |
1.0749 |
0.0083 |
0.8% |
1.0749 |
| Low |
1.0575 |
1.0614 |
0.0039 |
0.4% |
1.0575 |
| Close |
1.0643 |
1.0742 |
0.0099 |
0.9% |
1.0742 |
| Range |
0.0091 |
0.0135 |
0.0044 |
48.6% |
0.0174 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
5.5% |
0.0000 |
| Volume |
236,572 |
366,159 |
129,587 |
54.8% |
927,982 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1058 |
1.0815 |
|
| R3 |
1.0970 |
1.0923 |
1.0778 |
|
| R2 |
1.0836 |
1.0836 |
1.0766 |
|
| R1 |
1.0789 |
1.0789 |
1.0754 |
1.0812 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0713 |
| S1 |
1.0654 |
1.0654 |
1.0729 |
1.0678 |
| S2 |
1.0567 |
1.0567 |
1.0717 |
|
| S3 |
1.0432 |
1.0520 |
1.0705 |
|
| S4 |
1.0298 |
1.0385 |
1.0668 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1149 |
1.0837 |
|
| R3 |
1.1035 |
1.0975 |
1.0789 |
|
| R2 |
1.0862 |
1.0862 |
1.0773 |
|
| R1 |
1.0802 |
1.0802 |
1.0757 |
1.0832 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0703 |
| S1 |
1.0628 |
1.0628 |
1.0726 |
1.0658 |
| S2 |
1.0515 |
1.0515 |
1.0710 |
|
| S3 |
1.0341 |
1.0455 |
1.0694 |
|
| S4 |
1.0168 |
1.0281 |
1.0646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0749 |
1.0575 |
0.0174 |
1.6% |
0.0075 |
0.7% |
96% |
True |
False |
185,596 |
| 10 |
1.0749 |
1.0548 |
0.0201 |
1.9% |
0.0077 |
0.7% |
97% |
True |
False |
100,811 |
| 20 |
1.0749 |
1.0548 |
0.0201 |
1.9% |
0.0075 |
0.7% |
97% |
True |
False |
51,187 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0080 |
0.7% |
56% |
False |
False |
26,025 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0086 |
0.8% |
67% |
False |
False |
17,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1320 |
|
2.618 |
1.1101 |
|
1.618 |
1.0966 |
|
1.000 |
1.0883 |
|
0.618 |
1.0832 |
|
HIGH |
1.0749 |
|
0.618 |
1.0697 |
|
0.500 |
1.0681 |
|
0.382 |
1.0665 |
|
LOW |
1.0614 |
|
0.618 |
1.0531 |
|
1.000 |
1.0480 |
|
1.618 |
1.0396 |
|
2.618 |
1.0262 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0715 |
| PP |
1.0701 |
1.0688 |
| S1 |
1.0681 |
1.0662 |
|