CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0856 |
0.0070 |
0.6% |
1.0733 |
| High |
1.0868 |
1.0872 |
0.0004 |
0.0% |
1.0831 |
| Low |
1.0767 |
1.0823 |
0.0056 |
0.5% |
1.0649 |
| Close |
1.0848 |
1.0844 |
-0.0004 |
0.0% |
1.0791 |
| Range |
0.0101 |
0.0050 |
-0.0052 |
-51.0% |
0.0182 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
239,602 |
199,399 |
-40,203 |
-16.8% |
963,242 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0969 |
1.0871 |
|
| R3 |
1.0945 |
1.0919 |
1.0858 |
|
| R2 |
1.0896 |
1.0896 |
1.0853 |
|
| R1 |
1.0870 |
1.0870 |
1.0849 |
1.0858 |
| PP |
1.0846 |
1.0846 |
1.0846 |
1.0840 |
| S1 |
1.0820 |
1.0820 |
1.0839 |
1.0809 |
| S2 |
1.0797 |
1.0797 |
1.0835 |
|
| S3 |
1.0747 |
1.0771 |
1.0830 |
|
| S4 |
1.0698 |
1.0721 |
1.0817 |
|
|
| 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 |
1.0872 |
1.0755 |
0.0118 |
1.1% |
0.0064 |
0.6% |
76% |
True |
False |
196,071 |
| 10 |
1.0872 |
1.0575 |
0.0297 |
2.7% |
0.0081 |
0.7% |
91% |
True |
False |
214,351 |
| 20 |
1.0872 |
1.0548 |
0.0325 |
3.0% |
0.0073 |
0.7% |
91% |
True |
False |
127,652 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0078 |
0.7% |
86% |
False |
False |
64,421 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
89% |
False |
False |
43,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.1002 |
|
1.618 |
1.0952 |
|
1.000 |
1.0922 |
|
0.618 |
1.0903 |
|
HIGH |
1.0872 |
|
0.618 |
1.0853 |
|
0.500 |
1.0847 |
|
0.382 |
1.0841 |
|
LOW |
1.0823 |
|
0.618 |
1.0792 |
|
1.000 |
1.0773 |
|
1.618 |
1.0742 |
|
2.618 |
1.0693 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0836 |
| PP |
1.0846 |
1.0828 |
| S1 |
1.0845 |
1.0820 |
|