CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0829 |
-0.0012 |
-0.1% |
1.0789 |
| High |
1.0851 |
1.0863 |
0.0012 |
0.1% |
1.0872 |
| Low |
1.0814 |
1.0806 |
-0.0009 |
-0.1% |
1.0767 |
| Close |
1.0831 |
1.0851 |
0.0020 |
0.2% |
1.0851 |
| Range |
0.0037 |
0.0057 |
0.0021 |
56.2% |
0.0105 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
157,681 |
151,210 |
-6,471 |
-4.1% |
886,432 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0988 |
1.0882 |
|
| R3 |
1.0954 |
1.0931 |
1.0866 |
|
| R2 |
1.0897 |
1.0897 |
1.0861 |
|
| R1 |
1.0874 |
1.0874 |
1.0856 |
1.0885 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0845 |
| S1 |
1.0817 |
1.0817 |
1.0845 |
1.0828 |
| S2 |
1.0783 |
1.0783 |
1.0840 |
|
| S3 |
1.0726 |
1.0760 |
1.0835 |
|
| S4 |
1.0669 |
1.0703 |
1.0819 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1103 |
1.0908 |
|
| R3 |
1.1040 |
1.0998 |
1.0879 |
|
| R2 |
1.0935 |
1.0935 |
1.0870 |
|
| R1 |
1.0893 |
1.0893 |
1.0860 |
1.0914 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0840 |
| S1 |
1.0788 |
1.0788 |
1.0841 |
1.0809 |
| S2 |
1.0725 |
1.0725 |
1.0831 |
|
| S3 |
1.0620 |
1.0683 |
1.0822 |
|
| S4 |
1.0515 |
1.0578 |
1.0793 |
|
|
| 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% |
80% |
False |
False |
177,286 |
| 10 |
1.0872 |
1.0649 |
0.0223 |
2.1% |
0.0068 |
0.6% |
90% |
False |
False |
184,967 |
| 20 |
1.0872 |
1.0548 |
0.0325 |
3.0% |
0.0072 |
0.7% |
93% |
False |
False |
142,889 |
| 40 |
1.0894 |
1.0548 |
0.0346 |
3.2% |
0.0076 |
0.7% |
88% |
False |
False |
72,109 |
| 60 |
1.0894 |
1.0428 |
0.0466 |
4.3% |
0.0084 |
0.8% |
91% |
False |
False |
48,295 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
4.9% |
0.0088 |
0.8% |
79% |
False |
False |
36,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.1012 |
|
1.618 |
1.0955 |
|
1.000 |
1.0920 |
|
0.618 |
1.0898 |
|
HIGH |
1.0863 |
|
0.618 |
1.0841 |
|
0.500 |
1.0834 |
|
0.382 |
1.0827 |
|
LOW |
1.0806 |
|
0.618 |
1.0770 |
|
1.000 |
1.0749 |
|
1.618 |
1.0713 |
|
2.618 |
1.0656 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0847 |
| PP |
1.0840 |
1.0843 |
| S1 |
1.0834 |
1.0839 |
|