CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	1.1075	1.1126	0.0051	0.5%	1.1271
High	1.1130	1.1130	0.0000	0.0%	1.1274
Low	1.1057	1.1043	-0.0014	-0.1%	1.1043
Close	1.1128	1.1054	-0.0075	-0.7%	1.1054
Range	0.0073	0.0087	0.0014	19.3%	0.0231
ATR	0.0069	0.0071	0.0001	1.8%	0.0000
Volume	1,525	731	-794	-52.1%	4,966

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1335	1.1281	1.1101
R3	1.1248	1.1194	1.1077
R2	1.1162	1.1162	1.1069
R1	1.1108	1.1108	1.1061	1.1092
PP	1.1075	1.1075	1.1075	1.1067
S1	1.1021	1.1021	1.1046	1.1005
S2	1.0989	1.0989	1.1038
S3	1.0902	1.0935	1.1030
S4	1.0816	1.0848	1.1006

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1817	1.1666	1.1181
R3	1.1586	1.1435	1.1117
R2	1.1355	1.1355	1.1096
R1	1.1204	1.1204	1.1075	1.1164
PP	1.1124	1.1124	1.1124	1.1103
S1	1.0973	1.0973	1.1032	1.0933
S2	1.0893	1.0893	1.1011
S3	1.0662	1.0742	1.0990
S4	1.0431	1.0511	1.0926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1274	1.1043	0.0231	2.1%	0.0077	0.7%	5%	False	True	993
10	1.1326	1.1043	0.0283	2.6%	0.0073	0.7%	4%	False	True	1,398
20	1.1363	1.1043	0.0320	2.9%	0.0068	0.6%	3%	False	True	1,366

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1497
2.618	1.1356
1.618	1.1269
1.000	1.1216
0.618	1.1183
HIGH	1.1130
0.618	1.1096
0.500	1.1086
0.382	1.1076
LOW	1.1043
0.618	1.0990
1.000	1.0957
1.618	1.0903
2.618	1.0817
4.250	1.0675

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	1.1086	1.1092
PP	1.1075	1.1079
S1	1.1064	1.1066

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