CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 1.1038 1.1122 0.0085 0.8% 1.0950
High 1.1135 1.1188 0.0053 0.5% 1.1058
Low 1.1027 1.1116 0.0089 0.8% 1.0920
Close 1.1127 1.1160 0.0034 0.3% 1.1047
Range 0.0108 0.0072 -0.0037 -33.8% 0.0138
ATR 0.0071 0.0071 0.0000 0.1% 0.0000
Volume 815 2,967 2,152 264.0% 4,031
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1369 1.1336 1.1199
R3 1.1298 1.1265 1.1180
R2 1.1226 1.1226 1.1173
R1 1.1193 1.1193 1.1167 1.1210
PP 1.1155 1.1155 1.1155 1.1163
S1 1.1122 1.1122 1.1153 1.1138
S2 1.1083 1.1083 1.1147
S3 1.1012 1.1050 1.1140
S4 1.0940 1.0979 1.1121
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 1.1188 1.0950 0.0238 2.1% 0.0078 0.7% 88% True False 1,153
10 1.1188 1.0920 0.0268 2.4% 0.0075 0.7% 90% True False 1,302
20 1.1285 1.0920 0.0366 3.3% 0.0072 0.6% 66% False False 1,141
40 1.1416 1.0920 0.0496 4.4% 0.0068 0.6% 48% False False 1,086
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1491
2.618 1.1375
1.618 1.1303
1.000 1.1259
0.618 1.1232
HIGH 1.1188
0.618 1.1160
0.500 1.1152
0.382 1.1143
LOW 1.1116
0.618 1.1072
1.000 1.1045
1.618 1.1000
2.618 1.0929
4.250 1.0812
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 1.1157 1.1138
PP 1.1155 1.1117
S1 1.1152 1.1095

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

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