CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 1.0970 1.1057 0.0087 0.8% 1.0950
High 1.1058 1.1059 0.0002 0.0% 1.1058
Low 1.0960 1.1003 0.0043 0.4% 1.0920
Close 1.1047 1.1032 -0.0015 -0.1% 1.1047
Range 0.0098 0.0056 -0.0042 -42.6% 0.0138
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 1,050 536 -514 -49.0% 4,031
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1199 1.1171 1.1062
R3 1.1143 1.1115 1.1047
R2 1.1087 1.1087 1.1042
R1 1.1059 1.1059 1.1037 1.1045
PP 1.1031 1.1031 1.1031 1.1024
S1 1.1003 1.1003 1.1026 1.0989
S2 1.0975 1.0975 1.1021
S3 1.0919 1.0947 1.1016
S4 1.0863 1.0891 1.1001
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1422 1.1372 1.1122
R3 1.1284 1.1234 1.1084
R2 1.1146 1.1146 1.1072
R1 1.1096 1.1096 1.1059 1.1121
PP 1.1008 1.1008 1.1008 1.1020
S1 1.0958 1.0958 1.1034 1.0983
S2 1.0870 1.0870 1.1021
S3 1.0732 1.0820 1.1009
S4 1.0594 1.0682 1.0971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0920 0.0140 1.3% 0.0067 0.6% 80% True False 868
10 1.1107 1.0920 0.0188 1.7% 0.0067 0.6% 60% False False 1,083
20 1.1319 1.0920 0.0400 3.6% 0.0071 0.6% 28% False False 1,221
40 1.1416 1.0920 0.0496 4.5% 0.0067 0.6% 23% False False 998
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1297
2.618 1.1206
1.618 1.1150
1.000 1.1115
0.618 1.1094
HIGH 1.1059
0.618 1.1038
0.500 1.1031
0.382 1.1024
LOW 1.1003
0.618 1.0968
1.000 1.0947
1.618 1.0912
2.618 1.0856
4.250 1.0765
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 1.1031 1.1023
PP 1.1031 1.1014
S1 1.1031 1.1005

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

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