CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 1.1152 1.1105 -0.0047 -0.4% 1.1057
High 1.1174 1.1129 -0.0045 -0.4% 1.1206
Low 1.1091 1.1072 -0.0019 -0.2% 1.1003
Close 1.1102 1.1092 -0.0010 -0.1% 1.1183
Range 0.0083 0.0057 -0.0026 -30.9% 0.0203
ATR 0.0071 0.0070 -0.0001 -1.4% 0.0000
Volume 1,893 1,037 -856 -45.2% 5,728
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1269 1.1237 1.1123
R3 1.1212 1.1180 1.1108
R2 1.1155 1.1155 1.1102
R1 1.1123 1.1123 1.1097 1.1111
PP 1.1098 1.1098 1.1098 1.1091
S1 1.1066 1.1066 1.1087 1.1054
S2 1.1041 1.1041 1.1082
S3 1.0984 1.1009 1.1076
S4 1.0927 1.0952 1.1061
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 1.1072 0.0134 1.2% 0.0067 0.6% 15% False True 1,461
10 1.1206 1.0943 0.0264 2.4% 0.0073 0.7% 57% False False 1,116
20 1.1206 1.0920 0.0287 2.6% 0.0069 0.6% 60% False False 1,131
40 1.1363 1.0920 0.0444 4.0% 0.0068 0.6% 39% False False 1,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1371
2.618 1.1278
1.618 1.1221
1.000 1.1186
0.618 1.1164
HIGH 1.1129
0.618 1.1107
0.500 1.1101
0.382 1.1094
LOW 1.1072
0.618 1.1037
1.000 1.1015
1.618 1.0980
2.618 1.0923
4.250 1.0830
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 1.1101 1.1139
PP 1.1098 1.1123
S1 1.1095 1.1108

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

View Archives - Comment on this page... - Back to Index of Symbols