CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 1.0667 1.0644 -0.0023 -0.2% 1.0898
High 1.0700 1.0706 0.0006 0.1% 1.0899
Low 1.0627 1.0637 0.0010 0.1% 1.0627
Close 1.0658 1.0667 0.0010 0.1% 1.0658
Range 0.0073 0.0069 -0.0004 -5.5% 0.0272
ATR 0.0096 0.0094 -0.0002 -2.0% 0.0000
Volume 1,844 1,965 121 6.6% 10,290
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0877 1.0841 1.0705
R3 1.0808 1.0772 1.0686
R2 1.0739 1.0739 1.0680
R1 1.0703 1.0703 1.0673 1.0721
PP 1.0670 1.0670 1.0670 1.0679
S1 1.0634 1.0634 1.0661 1.0652
S2 1.0601 1.0601 1.0654
S3 1.0532 1.0565 1.0648
S4 1.0463 1.0496 1.0629
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 1.0875 1.0627 0.0248 2.3% 0.0092 0.9% 16% False False 1,865
10 1.1361 1.0627 0.0734 6.9% 0.0122 1.1% 5% False False 2,231
20 1.1361 1.0627 0.0734 6.9% 0.0097 0.9% 5% False False 1,687
40 1.1361 1.0627 0.0734 6.9% 0.0083 0.8% 5% False False 1,537
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 0.0034
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0886
1.618 1.0817
1.000 1.0775
0.618 1.0748
HIGH 1.0706
0.618 1.0679
0.500 1.0671
0.382 1.0663
LOW 1.0637
0.618 1.0594
1.000 1.0568
1.618 1.0525
2.618 1.0456
4.250 1.0343
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 1.0671 1.0715
PP 1.0670 1.0699
S1 1.0668 1.0683

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

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