CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 1.1223 1.1271 0.0048 0.4% 1.1317
High 1.1280 1.1274 -0.0006 -0.1% 1.1326
Low 1.1181 1.1207 0.0026 0.2% 1.1181
Close 1.1255 1.1214 -0.0042 -0.4% 1.1255
Range 0.0099 0.0068 -0.0032 -31.8% 0.0145
ATR 0.0068 0.0068 0.0000 0.0% 0.0000
Volume 1,803 655 -1,148 -63.7% 9,019
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1434 1.1391 1.1251
R3 1.1366 1.1324 1.1232
R2 1.1299 1.1299 1.1226
R1 1.1256 1.1256 1.1220 1.1244
PP 1.1231 1.1231 1.1231 1.1225
S1 1.1189 1.1189 1.1207 1.1176
S2 1.1164 1.1164 1.1201
S3 1.1096 1.1121 1.1195
S4 1.1029 1.1054 1.1176
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1687 1.1616 1.1334
R3 1.1543 1.1471 1.1295
R2 1.1398 1.1398 1.1281
R1 1.1327 1.1327 1.1268 1.1290
PP 1.1254 1.1254 1.1254 1.1236
S1 1.1182 1.1182 1.1242 1.1146
S2 1.1109 1.1109 1.1229
S3 1.0965 1.1038 1.1215
S4 1.0820 1.0893 1.1176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1319 1.1181 0.0138 1.2% 0.0076 0.7% 24% False False 1,834
10 1.1344 1.1181 0.0163 1.5% 0.0069 0.6% 20% False False 1,685
20 1.1363 1.1181 0.0182 1.6% 0.0065 0.6% 18% False False 1,209
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1561
2.618 1.1451
1.618 1.1383
1.000 1.1342
0.618 1.1316
HIGH 1.1274
0.618 1.1248
0.500 1.1240
0.382 1.1232
LOW 1.1207
0.618 1.1165
1.000 1.1139
1.618 1.1097
2.618 1.1030
4.250 1.0920
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 1.1240 1.1233
PP 1.1231 1.1227
S1 1.1222 1.1220

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

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