CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 1.0942 1.0951 0.0009 0.1% 1.1039
High 1.0973 1.1013 0.0041 0.4% 1.1107
Low 1.0920 1.0943 0.0023 0.2% 1.0928
Close 1.0958 1.0976 0.0018 0.2% 1.0943
Range 0.0053 0.0071 0.0018 33.0% 0.0179
ATR 0.0067 0.0067 0.0000 0.4% 0.0000
Volume 1,297 1,060 -237 -18.3% 6,391
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1189 1.1153 1.1015
R3 1.1118 1.1082 1.0995
R2 1.1048 1.1048 1.0989
R1 1.1012 1.1012 1.0982 1.1030
PP 1.0977 1.0977 1.0977 1.0986
S1 1.0941 1.0941 1.0970 1.0959
S2 1.0907 1.0907 1.0963
S3 1.0836 1.0871 1.0957
S4 1.0766 1.0800 1.0937
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1530 1.1415 1.1041
R3 1.1351 1.1236 1.0992
R2 1.1172 1.1172 1.0975
R1 1.1057 1.1057 1.0959 1.1025
PP 1.0993 1.0993 1.0993 1.0976
S1 1.0878 1.0878 1.0926 1.0846
S2 1.0814 1.0814 1.0910
S3 1.0635 1.0699 1.0893
S4 1.0456 1.0520 1.0844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1107 1.0920 0.0188 1.7% 0.0071 0.6% 30% False False 1,452
10 1.1130 1.0920 0.0210 1.9% 0.0066 0.6% 27% False False 1,123
20 1.1335 1.0920 0.0415 3.8% 0.0069 0.6% 14% False False 1,285
40 1.1416 1.0920 0.0496 4.5% 0.0067 0.6% 11% False False 954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1313
2.618 1.1198
1.618 1.1127
1.000 1.1084
0.618 1.1057
HIGH 1.1013
0.618 1.0986
0.500 1.0978
0.382 1.0969
LOW 1.0943
0.618 1.0899
1.000 1.0872
1.618 1.0828
2.618 1.0758
4.250 1.0643
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 1.0978 1.0973
PP 1.0977 1.0970
S1 1.0977 1.0966

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

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