CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 1.1296 1.1301 0.0005 0.0% 1.1256
High 1.1321 1.1330 0.0010 0.1% 1.1342
Low 1.1267 1.1278 0.0012 0.1% 1.1209
Close 1.1298 1.1296 -0.0003 0.0% 1.1316
Range 0.0054 0.0052 -0.0002 -3.7% 0.0133
ATR 0.0064 0.0063 -0.0001 -1.3% 0.0000
Volume 1,504 1,026 -478 -31.8% 1,392
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1457 1.1428 1.1324
R3 1.1405 1.1376 1.1310
R2 1.1353 1.1353 1.1305
R1 1.1324 1.1324 1.1300 1.1313
PP 1.1301 1.1301 1.1301 1.1295
S1 1.1272 1.1272 1.1291 1.1261
S2 1.1249 1.1249 1.1286
S3 1.1197 1.1220 1.1281
S4 1.1145 1.1168 1.1267
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1688 1.1635 1.1389
R3 1.1555 1.1502 1.1352
R2 1.1422 1.1422 1.1340
R1 1.1369 1.1369 1.1328 1.1395
PP 1.1289 1.1289 1.1289 1.1302
S1 1.1236 1.1236 1.1303 1.1262
S2 1.1156 1.1156 1.1291
S3 1.1023 1.1103 1.1279
S4 1.0890 1.0970 1.1242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1363 1.1267 0.0097 0.9% 0.0055 0.5% 30% False False 2,119
10 1.1363 1.1209 0.0154 1.4% 0.0062 0.6% 56% False False 1,204
20 1.1416 1.1209 0.0207 1.8% 0.0066 0.6% 42% False False 670
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1551
2.618 1.1466
1.618 1.1414
1.000 1.1382
0.618 1.1362
HIGH 1.1330
0.618 1.1310
0.500 1.1304
0.382 1.1298
LOW 1.1278
0.618 1.1246
1.000 1.1226
1.618 1.1194
2.618 1.1142
4.250 1.1057
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 1.1304 1.1305
PP 1.1301 1.1302
S1 1.1298 1.1299

These figures are updated between 7pm and 10pm EST after a trading day.

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