CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 1.0950 1.0942 -0.0008 -0.1% 1.1039
High 1.0967 1.0973 0.0006 0.1% 1.1107
Low 1.0928 1.0920 -0.0009 -0.1% 1.0928
Close 1.0946 1.0958 0.0013 0.1% 1.0943
Range 0.0039 0.0053 0.0014 35.9% 0.0179
ATR 0.0068 0.0067 -0.0001 -1.6% 0.0000
Volume 226 1,297 1,071 473.9% 6,391
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1109 1.1087 1.0987
R3 1.1056 1.1034 1.0973
R2 1.1003 1.1003 1.0968
R1 1.0981 1.0981 1.0963 1.0992
PP 1.0950 1.0950 1.0950 1.0956
S1 1.0928 1.0928 1.0953 1.0939
S2 1.0897 1.0897 1.0948
S3 1.0844 1.0875 1.0943
S4 1.0791 1.0822 1.0929
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1530 1.1415 1.1041
R3 1.1351 1.1236 1.0992
R2 1.1172 1.1172 1.0975
R1 1.1057 1.1057 1.0959 1.1025
PP 1.0993 1.0993 1.0993 1.0976
S1 1.0878 1.0878 1.0926 1.0846
S2 1.0814 1.0814 1.0910
S3 1.0635 1.0699 1.0893
S4 1.0456 1.0520 1.0844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1107 1.0920 0.0188 1.7% 0.0067 0.6% 21% False True 1,349
10 1.1141 1.0920 0.0222 2.0% 0.0066 0.6% 17% False True 1,146
20 1.1335 1.0920 0.0415 3.8% 0.0068 0.6% 9% False True 1,307
40 1.1416 1.0920 0.0496 4.5% 0.0067 0.6% 8% False True 929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1198
2.618 1.1111
1.618 1.1058
1.000 1.1026
0.618 1.1005
HIGH 1.0973
0.618 1.0952
0.500 1.0946
0.382 1.0940
LOW 1.0920
0.618 1.0887
1.000 1.0867
1.618 1.0834
2.618 1.0781
4.250 1.0694
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 1.0954 1.0959
PP 1.0950 1.0959
S1 1.0946 1.0958

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

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