CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 1.0898 1.0807 -0.0091 -0.8% 1.1152
High 1.0899 1.0875 -0.0025 -0.2% 1.1361
Low 1.0768 1.0773 0.0005 0.0% 1.0889
Close 1.0784 1.0776 -0.0009 -0.1% 1.0904
Range 0.0131 0.0102 -0.0030 -22.5% 0.0472
ATR 0.0096 0.0096 0.0000 0.4% 0.0000
Volume 2,927 2,163 -764 -26.1% 11,953
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1112 1.1045 1.0831
R3 1.1011 1.0944 1.0803
R2 1.0909 1.0909 1.0794
R1 1.0842 1.0842 1.0785 1.0825
PP 1.0808 1.0808 1.0808 1.0799
S1 1.0741 1.0741 1.0766 1.0724
S2 1.0706 1.0706 1.0757
S3 1.0605 1.0639 1.0748
S4 1.0503 1.0538 1.0720
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 1.0768 0.0593 5.5% 0.0161 1.5% 1% False False 2,822
10 1.1361 1.0768 0.0593 5.5% 0.0114 1.1% 1% False False 2,142
20 1.1361 1.0768 0.0593 5.5% 0.0093 0.9% 1% False False 1,601
40 1.1363 1.0768 0.0595 5.5% 0.0080 0.7% 1% False False 1,505
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1140
1.618 1.1039
1.000 1.0976
0.618 1.0937
HIGH 1.0875
0.618 1.0836
0.500 1.0824
0.382 1.0812
LOW 1.0773
0.618 1.0710
1.000 1.0672
1.618 1.0609
2.618 1.0507
4.250 1.0342
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 1.0824 1.0874
PP 1.0808 1.0841
S1 1.0792 1.0808

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

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