CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	1.1297	1.1284	-0.0013	-0.1%	1.1321
High	1.1319	1.1312	-0.0008	-0.1%	1.1363
Low	1.1218	1.1269	0.0051	0.5%	1.1237
Close	1.1277	1.1292	0.0015	0.1%	1.1322
Range	0.0101	0.0043	-0.0058	-57.4%	0.0126
ATR	0.0066	0.0064	-0.0002	-2.5%	0.0000
Volume	2,807	2,580	-227	-8.1%	11,954

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1420	1.1399	1.1316
R3	1.1377	1.1356	1.1304
R2	1.1334	1.1334	1.1300
R1	1.1313	1.1313	1.1296	1.1323
PP	1.1291	1.1291	1.1291	1.1296
S1	1.1270	1.1270	1.1288	1.1280
S2	1.1248	1.1248	1.1284
S3	1.1205	1.1227	1.1280
S4	1.1162	1.1184	1.1268

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1685	1.1629	1.1391
R3	1.1559	1.1503	1.1356
R2	1.1433	1.1433	1.1345
R1	1.1377	1.1377	1.1333	1.1405
PP	1.1307	1.1307	1.1307	1.1321
S1	1.1251	1.1251	1.1310	1.1279
S2	1.1181	1.1181	1.1298
S3	1.1055	1.1125	1.1287
S4	1.0929	1.0999	1.1252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1335	1.1218	0.0117	1.0%	0.0066	0.6%	64%	False	False	1,727
10	1.1363	1.1218	0.0145	1.3%	0.0063	0.6%	51%	False	False	1,870
20	1.1416	1.1209	0.0207	1.8%	0.0064	0.6%	40%	False	False	1,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1494
2.618	1.1424
1.618	1.1381
1.000	1.1355
0.618	1.1338
HIGH	1.1312
0.618	1.1295
0.500	1.1290
0.382	1.1285
LOW	1.1269
0.618	1.1242
1.000	1.1226
1.618	1.1199
2.618	1.1156
4.250	1.1086

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	1.1291	1.1285
PP	1.1291	1.1279
S1	1.1290	1.1272

Download as Excel Spreadsheet

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

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