CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 1.1122 1.1163 0.0041 0.4% 1.0950
High 1.1188 1.1189 0.0002 0.0% 1.1058
Low 1.1116 1.1125 0.0009 0.1% 1.0920
Close 1.1160 1.1169 0.0009 0.1% 1.1047
Range 0.0072 0.0065 -0.0007 -9.8% 0.0138
ATR 0.0071 0.0070 0.0000 -0.6% 0.0000
Volume 2,967 379 -2,588 -87.2% 4,031
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1354 1.1326 1.1204
R3 1.1290 1.1262 1.1187
R2 1.1225 1.1225 1.1181
R1 1.1197 1.1197 1.1175 1.1211
PP 1.1161 1.1161 1.1161 1.1168
S1 1.1133 1.1133 1.1163 1.1147
S2 1.1096 1.1096 1.1157
S3 1.1032 1.1068 1.1151
S4 1.0967 1.1004 1.1134
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 1.1189 1.0960 0.0229 2.1% 0.0080 0.7% 91% True False 1,149
10 1.1189 1.0920 0.0270 2.4% 0.0069 0.6% 93% True False 1,090
20 1.1280 1.0920 0.0361 3.2% 0.0072 0.6% 69% False False 1,094
40 1.1371 1.0920 0.0452 4.0% 0.0068 0.6% 55% False False 1,091
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1463
2.618 1.1358
1.618 1.1293
1.000 1.1254
0.618 1.1229
HIGH 1.1189
0.618 1.1164
0.500 1.1157
0.382 1.1149
LOW 1.1125
0.618 1.1085
1.000 1.1060
1.618 1.1020
2.618 1.0956
4.250 1.0850
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 1.1165 1.1149
PP 1.1161 1.1128
S1 1.1157 1.1108

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

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