CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 1.1200 1.1135 -0.0066 -0.6% 1.1317
High 1.1216 1.1141 -0.0075 -0.7% 1.1326
Low 1.1123 1.1078 -0.0045 -0.4% 1.1181
Close 1.1124 1.1084 -0.0040 -0.4% 1.1255
Range 0.0094 0.0063 -0.0031 -32.6% 0.0145
ATR 0.0070 0.0069 0.0000 -0.7% 0.0000
Volume 760 1,295 535 70.4% 9,019
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1290 1.1250 1.1119
R3 1.1227 1.1187 1.1101
R2 1.1164 1.1164 1.1096
R1 1.1124 1.1124 1.1090 1.1113
PP 1.1101 1.1101 1.1101 1.1095
S1 1.1061 1.1061 1.1078 1.1050
S2 1.1038 1.1038 1.1072
S3 1.0975 1.0998 1.1067
S4 1.0912 1.0935 1.1049
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 1.1285 1.1078 0.0207 1.9% 0.0079 0.7% 3% False True 1,167
10 1.1335 1.1078 0.0257 2.3% 0.0072 0.7% 2% False True 1,447
20 1.1363 1.1078 0.0285 2.6% 0.0067 0.6% 2% False True 1,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1409
2.618 1.1306
1.618 1.1243
1.000 1.1204
0.618 1.1180
HIGH 1.1141
0.618 1.1117
0.500 1.1110
0.382 1.1102
LOW 1.1078
0.618 1.1039
1.000 1.1015
1.618 1.0976
2.618 1.0913
4.250 1.0810
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 1.1110 1.1176
PP 1.1101 1.1145
S1 1.1093 1.1115

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

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