CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0786 |
-0.0003 |
0.0% |
1.0733 |
| High |
1.0826 |
1.0868 |
0.0042 |
0.4% |
1.0831 |
| Low |
1.0774 |
1.0767 |
-0.0007 |
-0.1% |
1.0649 |
| Close |
1.0781 |
1.0848 |
0.0067 |
0.6% |
1.0791 |
| Range |
0.0053 |
0.0101 |
0.0049 |
92.4% |
0.0182 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.2% |
0.0000 |
| Volume |
138,540 |
239,602 |
101,062 |
72.9% |
963,242 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1090 |
1.0903 |
|
| R3 |
1.1030 |
1.0989 |
1.0875 |
|
| R2 |
1.0929 |
1.0929 |
1.0866 |
|
| R1 |
1.0888 |
1.0888 |
1.0857 |
1.0908 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0838 |
| S1 |
1.0787 |
1.0787 |
1.0838 |
1.0807 |
| S2 |
1.0727 |
1.0727 |
1.0829 |
|
| S3 |
1.0626 |
1.0686 |
1.0820 |
|
| S4 |
1.0525 |
1.0585 |
1.0792 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1229 |
1.0891 |
|
| R3 |
1.1121 |
1.1047 |
1.0841 |
|
| R2 |
1.0939 |
1.0939 |
1.0824 |
|
| R1 |
1.0865 |
1.0865 |
1.0807 |
1.0902 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0775 |
| S1 |
1.0683 |
1.0683 |
1.0774 |
1.0720 |
| S2 |
1.0575 |
1.0575 |
1.0757 |
|
| S3 |
1.0393 |
1.0501 |
1.0740 |
|
| S4 |
1.0211 |
1.0319 |
1.0690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0868 |
1.0654 |
0.0214 |
2.0% |
0.0082 |
0.8% |
90% |
True |
False |
202,038 |
| 10 |
1.0868 |
1.0575 |
0.0293 |
2.7% |
0.0080 |
0.7% |
93% |
True |
False |
212,218 |
| 20 |
1.0868 |
1.0548 |
0.0321 |
3.0% |
0.0075 |
0.7% |
94% |
True |
False |
117,776 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0078 |
0.7% |
87% |
False |
False |
59,452 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
90% |
False |
False |
39,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1297 |
|
2.618 |
1.1132 |
|
1.618 |
1.1031 |
|
1.000 |
1.0969 |
|
0.618 |
1.0930 |
|
HIGH |
1.0868 |
|
0.618 |
1.0829 |
|
0.500 |
1.0818 |
|
0.382 |
1.0806 |
|
LOW |
1.0767 |
|
0.618 |
1.0705 |
|
1.000 |
1.0666 |
|
1.618 |
1.0604 |
|
2.618 |
1.0503 |
|
4.250 |
1.0338 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0838 |
| PP |
1.0828 |
1.0828 |
| S1 |
1.0818 |
1.0818 |
|