CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0733 |
0.0110 |
1.0% |
1.0665 |
| High |
1.0749 |
1.0763 |
0.0015 |
0.1% |
1.0749 |
| Low |
1.0614 |
1.0701 |
0.0087 |
0.8% |
1.0575 |
| Close |
1.0742 |
1.0709 |
-0.0033 |
-0.3% |
1.0742 |
| Range |
0.0135 |
0.0063 |
-0.0072 |
-53.5% |
0.0174 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
366,159 |
171,660 |
-194,499 |
-53.1% |
927,982 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0873 |
1.0743 |
|
| R3 |
1.0849 |
1.0810 |
1.0726 |
|
| R2 |
1.0787 |
1.0787 |
1.0720 |
|
| R1 |
1.0748 |
1.0748 |
1.0714 |
1.0736 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0718 |
| S1 |
1.0685 |
1.0685 |
1.0703 |
1.0673 |
| S2 |
1.0662 |
1.0662 |
1.0697 |
|
| S3 |
1.0599 |
1.0623 |
1.0691 |
|
| S4 |
1.0537 |
1.0560 |
1.0674 |
|
|
| 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 |
1.0763 |
1.0575 |
0.0188 |
1.8% |
0.0074 |
0.7% |
71% |
True |
False |
209,331 |
| 10 |
1.0763 |
1.0548 |
0.0216 |
2.0% |
0.0075 |
0.7% |
75% |
True |
False |
117,333 |
| 20 |
1.0763 |
1.0548 |
0.0216 |
2.0% |
0.0076 |
0.7% |
75% |
True |
False |
59,713 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0079 |
0.7% |
47% |
False |
False |
30,299 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.4% |
0.0086 |
0.8% |
60% |
False |
False |
20,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0927 |
|
1.618 |
1.0864 |
|
1.000 |
1.0826 |
|
0.618 |
1.0802 |
|
HIGH |
1.0763 |
|
0.618 |
1.0739 |
|
0.500 |
1.0732 |
|
0.382 |
1.0724 |
|
LOW |
1.0701 |
|
0.618 |
1.0662 |
|
1.000 |
1.0638 |
|
1.618 |
1.0599 |
|
2.618 |
1.0537 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0695 |
| PP |
1.0724 |
1.0682 |
| S1 |
1.0716 |
1.0669 |
|