CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 1.1298 1.1317 0.0019 0.2% 1.1321
High 1.1335 1.1326 -0.0009 -0.1% 1.1363
Low 1.1237 1.1290 0.0053 0.5% 1.1237
Close 1.1322 1.1300 -0.0022 -0.2% 1.1322
Range 0.0098 0.0036 -0.0062 -63.1% 0.0126
ATR 0.0066 0.0063 -0.0002 -3.2% 0.0000
Volume 1,719 504 -1,215 -70.7% 11,954
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1413 1.1393 1.1320
R3 1.1377 1.1357 1.1310
R2 1.1341 1.1341 1.1307
R1 1.1321 1.1321 1.1303 1.1313
PP 1.1305 1.1305 1.1305 1.1301
S1 1.1285 1.1285 1.1297 1.1277
S2 1.1269 1.1269 1.1293
S3 1.1233 1.1249 1.1290
S4 1.1197 1.1213 1.1280
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1685 1.1629 1.1391
R3 1.1559 1.1503 1.1356
R2 1.1433 1.1433 1.1345
R1 1.1377 1.1377 1.1333 1.1405
PP 1.1307 1.1307 1.1307 1.1321
S1 1.1251 1.1251 1.1310 1.1279
S2 1.1181 1.1181 1.1298
S3 1.1055 1.1125 1.1287
S4 1.0929 1.0999 1.1252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1344 1.1237 0.0107 0.9% 0.0061 0.5% 59% False False 1,536
10 1.1363 1.1209 0.0154 1.4% 0.0062 0.5% 59% False False 1,377
20 1.1416 1.1209 0.0207 1.8% 0.0064 0.6% 44% False False 775
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1479
2.618 1.1420
1.618 1.1384
1.000 1.1362
0.618 1.1348
HIGH 1.1326
0.618 1.1312
0.500 1.1308
0.382 1.1303
LOW 1.1290
0.618 1.1267
1.000 1.1254
1.618 1.1231
2.618 1.1195
4.250 1.1137
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 1.1308 1.1295
PP 1.1305 1.1291
S1 1.1303 1.1286

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

View Archives - Comment on this page... - Back to Index of Symbols