CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 1.0761 1.0667 -0.0094 -0.9% 1.0898
High 1.0803 1.0700 -0.0103 -0.9% 1.0899
Low 1.0678 1.0627 -0.0051 -0.5% 1.0627
Close 1.0685 1.0658 -0.0028 -0.3% 1.0658
Range 0.0125 0.0073 -0.0052 -41.6% 0.0272
ATR 0.0098 0.0096 -0.0002 -1.8% 0.0000
Volume 1,460 1,844 384 26.3% 10,290
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0881 1.0842 1.0698
R3 1.0808 1.0769 1.0678
R2 1.0735 1.0735 1.0671
R1 1.0696 1.0696 1.0664 1.0679
PP 1.0662 1.0662 1.0662 1.0653
S1 1.0623 1.0623 1.0651 1.0606
S2 1.0589 1.0589 1.0644
S3 1.0516 1.0550 1.0637
S4 1.0443 1.0477 1.0617
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1544 1.1373 1.0807
R3 1.1272 1.1101 1.0732
R2 1.1000 1.1000 1.0707
R1 1.0829 1.0829 1.0682 1.0778
PP 1.0728 1.0728 1.0728 1.0703
S1 1.0557 1.0557 1.0633 1.0506
S2 1.0456 1.0456 1.0608
S3 1.0184 1.0285 1.0583
S4 0.9912 1.0013 1.0508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0899 1.0627 0.0272 2.6% 0.0105 1.0% 11% False True 2,058
10 1.1361 1.0627 0.0734 6.9% 0.0124 1.2% 4% False True 2,224
20 1.1361 1.0627 0.0734 6.9% 0.0096 0.9% 4% False True 1,600
40 1.1363 1.0627 0.0736 6.9% 0.0083 0.8% 4% False True 1,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0891
1.618 1.0818
1.000 1.0773
0.618 1.0745
HIGH 1.0700
0.618 1.0672
0.500 1.0664
0.382 1.0655
LOW 1.0627
0.618 1.0582
1.000 1.0554
1.618 1.0509
2.618 1.0436
4.250 1.0317
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 1.0664 1.0722
PP 1.0662 1.0701
S1 1.0660 1.0679

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

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