CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	1.0979	1.0946	-0.0033	-0.3%	1.1152
High	1.1012	1.0981	-0.0032	-0.3%	1.1361
Low	1.0924	1.0889	-0.0035	-0.3%	1.0889
Close	1.0951	1.0904	-0.0048	-0.4%	1.0904
Range	0.0089	0.0092	0.0003	3.4%	0.0472
ATR	0.0093	0.0093	0.0000	-0.1%	0.0000
Volume	1,863	1,199	-664	-35.6%	11,953

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1199	1.1143	1.0954
R3	1.1107	1.1051	1.0929
R2	1.1016	1.1016	1.0920
R1	1.0960	1.0960	1.0912	1.0942
PP	1.0924	1.0924	1.0924	1.0916
S1	1.0868	1.0868	1.0895	1.0851
S2	1.0833	1.0833	1.0887
S3	1.0741	1.0777	1.0878
S4	1.0650	1.0685	1.0853

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2466	1.2156	1.1163
R3	1.1994	1.1685	1.1033
R2	1.1523	1.1523	1.0990
R1	1.1213	1.1213	1.0947	1.1132
PP	1.1051	1.1051	1.1051	1.1011
S1	1.0742	1.0742	1.0860	1.0661
S2	1.0580	1.0580	1.0817
S3	1.0108	1.0270	1.0774
S4	0.9637	0.9799	1.0644

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1361	1.0889	0.0472	4.3%	0.0143	1.3%	3%	False	True	2,390
10	1.1361	1.0889	0.0472	4.3%	0.0107	1.0%	3%	False	True	1,768
20	1.1361	1.0889	0.0472	4.3%	0.0087	0.8%	3%	False	True	1,405
40	1.1363	1.0889	0.0474	4.3%	0.0077	0.7%	3%	False	True	1,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1369
2.618	1.1220
1.618	1.1129
1.000	1.1072
0.618	1.1037
HIGH	1.0981
0.618	1.0946
0.500	1.0935
0.382	1.0924
LOW	1.0889
0.618	1.0832
1.000	1.0798
1.618	1.0741
2.618	1.0649
4.250	1.0500

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	1.0935	1.1125
PP	1.0924	1.1051
S1	1.0914	1.0977

Download as Excel Spreadsheet

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

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