CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 1.0951 1.0976 0.0025 0.2% 1.1039
High 1.1013 1.1009 -0.0005 0.0% 1.1107
Low 1.0943 1.0950 0.0008 0.1% 1.0928
Close 1.0976 1.0970 -0.0007 -0.1% 1.0943
Range 0.0071 0.0059 -0.0012 -17.0% 0.0179
ATR 0.0067 0.0067 -0.0001 -0.9% 0.0000
Volume 1,060 398 -662 -62.5% 6,391
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1152 1.1119 1.1002
R3 1.1093 1.1061 1.0986
R2 1.1035 1.1035 1.0980
R1 1.1002 1.1002 1.0975 1.0989
PP 1.0976 1.0976 1.0976 1.0970
S1 1.0944 1.0944 1.0964 1.0931
S2 1.0918 1.0918 1.0959
S3 1.0859 1.0885 1.0953
S4 1.0801 1.0827 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 1.1013 1.0920 0.0094 0.9% 0.0058 0.5% 53% False False 1,031
10 1.1130 1.0920 0.0210 1.9% 0.0065 0.6% 24% False False 1,010
20 1.1335 1.0920 0.0415 3.8% 0.0070 0.6% 12% False False 1,253
40 1.1416 1.0920 0.0496 4.5% 0.0068 0.6% 10% False False 962
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1257
2.618 1.1162
1.618 1.1103
1.000 1.1067
0.618 1.1045
HIGH 1.1009
0.618 1.0986
0.500 1.0979
0.382 1.0972
LOW 1.0950
0.618 1.0914
1.000 1.0892
1.618 1.0855
2.618 1.0797
4.250 1.0701
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 1.0979 1.0968
PP 1.0976 1.0967
S1 1.0973 1.0966

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

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