CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0855 |
-0.0052 |
-0.5% |
1.0789 |
| High |
1.0915 |
1.0869 |
-0.0047 |
-0.4% |
1.0872 |
| Low |
1.0841 |
1.0783 |
-0.0059 |
-0.5% |
1.0767 |
| Close |
1.0851 |
1.0800 |
-0.0051 |
-0.5% |
1.0851 |
| Range |
0.0074 |
0.0086 |
0.0012 |
16.2% |
0.0105 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.1% |
0.0000 |
| Volume |
167,224 |
202,516 |
35,292 |
21.1% |
886,432 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1023 |
1.0847 |
|
| R3 |
1.0989 |
1.0937 |
1.0823 |
|
| R2 |
1.0903 |
1.0903 |
1.0815 |
|
| R1 |
1.0851 |
1.0851 |
1.0807 |
1.0834 |
| PP |
1.0817 |
1.0817 |
1.0817 |
1.0808 |
| S1 |
1.0765 |
1.0765 |
1.0792 |
1.0748 |
| S2 |
1.0731 |
1.0731 |
1.0784 |
|
| S3 |
1.0645 |
1.0679 |
1.0776 |
|
| S4 |
1.0559 |
1.0593 |
1.0752 |
|
|
| 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 |
1.0949 |
1.0783 |
0.0167 |
1.5% |
0.0066 |
0.6% |
10% |
False |
True |
174,116 |
| 10 |
1.0949 |
1.0755 |
0.0195 |
1.8% |
0.0065 |
0.6% |
23% |
False |
False |
185,093 |
| 20 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0073 |
0.7% |
63% |
False |
False |
169,850 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0074 |
0.7% |
63% |
False |
False |
86,062 |
| 60 |
1.0949 |
1.0428 |
0.0522 |
4.8% |
0.0082 |
0.8% |
71% |
False |
False |
57,638 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0088 |
0.8% |
69% |
False |
False |
43,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1094 |
|
1.618 |
1.1008 |
|
1.000 |
1.0955 |
|
0.618 |
1.0922 |
|
HIGH |
1.0869 |
|
0.618 |
1.0836 |
|
0.500 |
1.0826 |
|
0.382 |
1.0815 |
|
LOW |
1.0783 |
|
0.618 |
1.0729 |
|
1.000 |
1.0697 |
|
1.618 |
1.0643 |
|
2.618 |
1.0557 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0866 |
| PP |
1.0817 |
1.0844 |
| S1 |
1.0808 |
1.0822 |
|