CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 1.0807 1.0786 -0.0022 -0.2% 1.1152
High 1.0875 1.0818 -0.0057 -0.5% 1.1361
Low 1.0773 1.0726 -0.0048 -0.4% 1.0889
Close 1.0776 1.0741 -0.0035 -0.3% 1.0904
Range 0.0102 0.0092 -0.0010 -9.4% 0.0472
ATR 0.0096 0.0096 0.0000 -0.3% 0.0000
Volume 2,163 1,896 -267 -12.3% 11,953
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1037 1.0981 1.0791
R3 1.0945 1.0889 1.0766
R2 1.0853 1.0853 1.0757
R1 1.0797 1.0797 1.0749 1.0779
PP 1.0761 1.0761 1.0761 1.0752
S1 1.0705 1.0705 1.0732 1.0687
S2 1.0669 1.0669 1.0724
S3 1.0577 1.0613 1.0715
S4 1.0485 1.0521 1.0690
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 1.1012 1.0726 0.0287 2.7% 0.0101 0.9% 5% False True 2,009
10 1.1361 1.0726 0.0635 5.9% 0.0116 1.1% 2% False True 2,034
20 1.1361 1.0726 0.0635 5.9% 0.0096 0.9% 2% False True 1,668
40 1.1363 1.0726 0.0638 5.9% 0.0081 0.8% 2% False True 1,547
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1209
2.618 1.1058
1.618 1.0966
1.000 1.0910
0.618 1.0874
HIGH 1.0818
0.618 1.0782
0.500 1.0772
0.382 1.0761
LOW 1.0726
0.618 1.0669
1.000 1.0634
1.618 1.0577
2.618 1.0485
4.250 1.0335
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 1.0772 1.0812
PP 1.0761 1.0788
S1 1.0751 1.0764

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

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