CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0810 |
-0.0046 |
-0.4% |
1.0789 |
| High |
1.0869 |
1.0810 |
-0.0059 |
-0.5% |
1.0872 |
| Low |
1.0783 |
1.0710 |
-0.0073 |
-0.7% |
1.0767 |
| Close |
1.0800 |
1.0729 |
-0.0071 |
-0.7% |
1.0851 |
| Range |
0.0086 |
0.0100 |
0.0014 |
15.7% |
0.0105 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.3% |
0.0000 |
| Volume |
202,516 |
199,350 |
-3,166 |
-1.6% |
886,432 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0988 |
1.0783 |
|
| R3 |
1.0948 |
1.0888 |
1.0756 |
|
| R2 |
1.0849 |
1.0849 |
1.0747 |
|
| R1 |
1.0789 |
1.0789 |
1.0738 |
1.0769 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0740 |
| S1 |
1.0689 |
1.0689 |
1.0719 |
1.0670 |
| S2 |
1.0650 |
1.0650 |
1.0710 |
|
| S3 |
1.0550 |
1.0590 |
1.0701 |
|
| S4 |
1.0451 |
1.0490 |
1.0674 |
|
|
| 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 |
1.0710 |
0.0239 |
2.2% |
0.0079 |
0.7% |
8% |
False |
True |
182,449 |
| 10 |
1.0949 |
1.0710 |
0.0239 |
2.2% |
0.0069 |
0.6% |
8% |
False |
True |
183,576 |
| 20 |
1.0949 |
1.0555 |
0.0394 |
3.7% |
0.0075 |
0.7% |
44% |
False |
False |
178,753 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0075 |
0.7% |
45% |
False |
False |
91,028 |
| 60 |
1.0949 |
1.0476 |
0.0473 |
4.4% |
0.0081 |
0.8% |
53% |
False |
False |
60,937 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0088 |
0.8% |
56% |
False |
False |
45,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1070 |
|
1.618 |
1.0970 |
|
1.000 |
1.0909 |
|
0.618 |
1.0871 |
|
HIGH |
1.0810 |
|
0.618 |
1.0771 |
|
0.500 |
1.0760 |
|
0.382 |
1.0748 |
|
LOW |
1.0710 |
|
0.618 |
1.0649 |
|
1.000 |
1.0611 |
|
1.618 |
1.0549 |
|
2.618 |
1.0450 |
|
4.250 |
1.0287 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0813 |
| PP |
1.0749 |
1.0785 |
| S1 |
1.0739 |
1.0757 |
|