CME Euro FX (E) Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	1.0951	1.0976	0.0025	0.2%	1.1039
High	1.1013	1.1009	-0.0005	0.0%	1.1107
Low	1.0943	1.0950	0.0008	0.1%	1.0928
Close	1.0976	1.0970	-0.0007	-0.1%	1.0943
Range	0.0071	0.0059	-0.0012	-17.0%	0.0179
ATR	0.0067	0.0067	-0.0001	-0.9%	0.0000
Volume	1,060	398	-662	-62.5%	6,391

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.1119	1.1002
R3	1.1093	1.1061	1.0986
R2	1.1035	1.1035	1.0980
R1	1.1002	1.1002	1.0975	1.0989
PP	1.0976	1.0976	1.0976	1.0970
S1	1.0944	1.0944	1.0964	1.0931
S2	1.0918	1.0918	1.0959
S3	1.0859	1.0885	1.0953
S4	1.0801	1.0827	1.0937

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	1.1013	1.0920	0.0094	0.9%	0.0058	0.5%	53%	False	False	1,031
10	1.1130	1.0920	0.0210	1.9%	0.0065	0.6%	24%	False	False	1,010
20	1.1335	1.0920	0.0415	3.8%	0.0070	0.6%	12%	False	False	1,253
40	1.1416	1.0920	0.0496	4.5%	0.0068	0.6%	10%	False	False	962

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	1.1257
2.618	1.1162
1.618	1.1103
1.000	1.1067
0.618	1.1045
HIGH	1.1009
0.618	1.0986
0.500	1.0979
0.382	1.0972
LOW	1.0950
0.618	1.0914
1.000	1.0892
1.618	1.0855
2.618	1.0797
4.250	1.0701

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	1.0979	1.0968
PP	1.0976	1.0967
S1	1.0973	1.0966

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