CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0840 |
-0.0016 |
-0.1% |
1.0733 |
| High |
1.0872 |
1.0851 |
-0.0022 |
-0.2% |
1.0831 |
| Low |
1.0823 |
1.0814 |
-0.0009 |
-0.1% |
1.0649 |
| Close |
1.0844 |
1.0831 |
-0.0014 |
-0.1% |
1.0791 |
| Range |
0.0050 |
0.0037 |
-0.0013 |
-26.3% |
0.0182 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
199,399 |
157,681 |
-41,718 |
-20.9% |
963,242 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0922 |
1.0851 |
|
| R3 |
1.0905 |
1.0886 |
1.0841 |
|
| R2 |
1.0868 |
1.0868 |
1.0837 |
|
| R1 |
1.0849 |
1.0849 |
1.0834 |
1.0841 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0827 |
| S1 |
1.0813 |
1.0813 |
1.0827 |
1.0804 |
| S2 |
1.0795 |
1.0795 |
1.0824 |
|
| S3 |
1.0759 |
1.0776 |
1.0820 |
|
| S4 |
1.0722 |
1.0740 |
1.0810 |
|
|
| 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 |
1.0767 |
0.0105 |
1.0% |
0.0059 |
0.5% |
60% |
False |
False |
184,703 |
| 10 |
1.0872 |
1.0614 |
0.0258 |
2.4% |
0.0075 |
0.7% |
84% |
False |
False |
206,462 |
| 20 |
1.0872 |
1.0548 |
0.0325 |
3.0% |
0.0072 |
0.7% |
87% |
False |
False |
135,425 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0077 |
0.7% |
82% |
False |
False |
68,351 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
86% |
False |
False |
45,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1006 |
|
2.618 |
1.0946 |
|
1.618 |
1.0910 |
|
1.000 |
1.0887 |
|
0.618 |
1.0873 |
|
HIGH |
1.0851 |
|
0.618 |
1.0837 |
|
0.500 |
1.0832 |
|
0.382 |
1.0828 |
|
LOW |
1.0814 |
|
0.618 |
1.0791 |
|
1.000 |
1.0778 |
|
1.618 |
1.0755 |
|
2.618 |
1.0718 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0827 |
| PP |
1.0832 |
1.0823 |
| S1 |
1.0831 |
1.0820 |
|