CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 1.1163 1.1155 -0.0008 -0.1% 1.1057
High 1.1189 1.1206 0.0017 0.2% 1.1206
Low 1.1125 1.1145 0.0020 0.2% 1.1003
Close 1.1169 1.1183 0.0014 0.1% 1.1183
Range 0.0065 0.0062 -0.0003 -4.7% 0.0203
ATR 0.0070 0.0070 -0.0001 -0.9% 0.0000
Volume 379 1,031 652 172.0% 5,728
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1362 1.1334 1.1217
R3 1.1301 1.1273 1.1200
R2 1.1239 1.1239 1.1194
R1 1.1211 1.1211 1.1189 1.1225
PP 1.1178 1.1178 1.1178 1.1185
S1 1.1150 1.1150 1.1177 1.1164
S2 1.1116 1.1116 1.1172
S3 1.1055 1.1088 1.1166
S4 1.0993 1.1027 1.1149
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1740 1.1664 1.1295
R3 1.1537 1.1461 1.1239
R2 1.1334 1.1334 1.1220
R1 1.1258 1.1258 1.1202 1.1296
PP 1.1131 1.1131 1.1131 1.1150
S1 1.1055 1.1055 1.1164 1.1093
S2 1.0928 1.0928 1.1146
S3 1.0725 1.0852 1.1127
S4 1.0522 1.0649 1.1071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1206 1.1003 0.0203 1.8% 0.0072 0.6% 89% True False 1,145
10 1.1206 1.0920 0.0287 2.6% 0.0068 0.6% 92% True False 975
20 1.1274 1.0920 0.0355 3.2% 0.0070 0.6% 74% False False 1,055
40 1.1363 1.0920 0.0444 4.0% 0.0067 0.6% 59% False False 1,116
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1467
2.618 1.1367
1.618 1.1306
1.000 1.1268
0.618 1.1244
HIGH 1.1206
0.618 1.1183
0.500 1.1175
0.382 1.1168
LOW 1.1145
0.618 1.1106
1.000 1.1083
1.618 1.1045
2.618 1.0983
4.250 1.0883
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 1.1180 1.1176
PP 1.1178 1.1168
S1 1.1175 1.1161

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

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