CME Euro FX (E) Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0721 |
-0.0089 |
-0.8% |
1.0873 |
| High |
1.0810 |
1.0741 |
-0.0069 |
-0.6% |
1.0949 |
| Low |
1.0710 |
1.0689 |
-0.0021 |
-0.2% |
1.0689 |
| Close |
1.0729 |
1.0722 |
-0.0007 |
-0.1% |
1.0722 |
| Range |
0.0100 |
0.0052 |
-0.0048 |
-48.2% |
0.0260 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
199,350 |
182,770 |
-16,580 |
-8.3% |
943,809 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0848 |
1.0750 |
|
| R3 |
1.0820 |
1.0797 |
1.0736 |
|
| R2 |
1.0769 |
1.0769 |
1.0731 |
|
| R1 |
1.0745 |
1.0745 |
1.0727 |
1.0757 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0723 |
| S1 |
1.0694 |
1.0694 |
1.0717 |
1.0706 |
| S2 |
1.0666 |
1.0666 |
1.0713 |
|
| S3 |
1.0614 |
1.0642 |
1.0708 |
|
| S4 |
1.0563 |
1.0591 |
1.0694 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1404 |
1.0865 |
|
| R3 |
1.1307 |
1.1144 |
1.0794 |
|
| R2 |
1.1047 |
1.1047 |
1.0770 |
|
| R1 |
1.0884 |
1.0884 |
1.0746 |
1.0836 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0762 |
| S1 |
1.0624 |
1.0624 |
1.0698 |
1.0576 |
| S2 |
1.0527 |
1.0527 |
1.0674 |
|
| S3 |
1.0267 |
1.0364 |
1.0651 |
|
| S4 |
1.0007 |
1.0104 |
1.0579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0949 |
1.0689 |
0.0260 |
2.4% |
0.0078 |
0.7% |
13% |
False |
True |
188,761 |
| 10 |
1.0949 |
1.0689 |
0.0260 |
2.4% |
0.0068 |
0.6% |
13% |
False |
True |
183,024 |
| 20 |
1.0949 |
1.0575 |
0.0374 |
3.5% |
0.0072 |
0.7% |
39% |
False |
False |
186,073 |
| 40 |
1.0949 |
1.0548 |
0.0402 |
3.7% |
0.0074 |
0.7% |
43% |
False |
False |
95,579 |
| 60 |
1.0949 |
1.0536 |
0.0414 |
3.9% |
0.0080 |
0.7% |
45% |
False |
False |
63,968 |
| 80 |
1.0964 |
1.0428 |
0.0536 |
5.0% |
0.0085 |
0.8% |
55% |
False |
False |
48,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0875 |
|
1.618 |
1.0824 |
|
1.000 |
1.0792 |
|
0.618 |
1.0772 |
|
HIGH |
1.0741 |
|
0.618 |
1.0721 |
|
0.500 |
1.0715 |
|
0.382 |
1.0709 |
|
LOW |
1.0689 |
|
0.618 |
1.0657 |
|
1.000 |
1.0638 |
|
1.618 |
1.0606 |
|
2.618 |
1.0554 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0779 |
| PP |
1.0717 |
1.0760 |
| S1 |
1.0715 |
1.0741 |
|