CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 1.1067 1.0979 -0.0088 -0.8% 1.1057
High 1.1361 1.1012 -0.0349 -3.1% 1.1206
Low 1.0967 1.0924 -0.0044 -0.4% 1.1003
Close 1.0991 1.0951 -0.0040 -0.4% 1.1183
Range 0.0394 0.0089 -0.0305 -77.5% 0.0203
ATR 0.0093 0.0093 0.0000 -0.4% 0.0000
Volume 5,961 1,863 -4,098 -68.7% 5,728
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1228 1.1178 1.1000
R3 1.1139 1.1089 1.0975
R2 1.1051 1.1051 1.0967
R1 1.1001 1.1001 1.0959 1.0982
PP 1.0962 1.0962 1.0962 1.0953
S1 1.0912 1.0912 1.0943 1.0893
S2 1.0874 1.0874 1.0935
S3 1.0785 1.0824 1.0927
S4 1.0697 1.0735 1.0902
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 1.1361 1.0924 0.0437 4.0% 0.0137 1.2% 6% False True 2,357
10 1.1361 1.0924 0.0437 4.0% 0.0108 1.0% 6% False True 1,753
20 1.1361 1.0920 0.0441 4.0% 0.0087 0.8% 7% False False 1,381
40 1.1363 1.0920 0.0444 4.0% 0.0077 0.7% 7% False False 1,366
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1388
2.618 1.1244
1.618 1.1155
1.000 1.1101
0.618 1.1067
HIGH 1.1012
0.618 1.0978
0.500 1.0968
0.382 1.0957
LOW 1.0924
0.618 1.0869
1.000 1.0835
1.618 1.0780
2.618 1.0692
4.250 1.0547
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 1.0968 1.1142
PP 1.0962 1.1078
S1 1.0957 1.1015

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

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