CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 1.0689 1.0601 -0.0088 -0.8% 1.0644
High 1.0701 1.0683 -0.0019 -0.2% 1.0715
Low 1.0585 1.0575 -0.0010 -0.1% 1.0575
Close 1.0606 1.0648 0.0042 0.4% 1.0648
Range 0.0117 0.0108 -0.0009 -7.3% 0.0140
ATR 0.0095 0.0096 0.0001 1.0% 0.0000
Volume 4,784 2,262 -2,522 -52.7% 11,063
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0959 1.0911 1.0707
R3 1.0851 1.0803 1.0677
R2 1.0743 1.0743 1.0667
R1 1.0695 1.0695 1.0657 1.0719
PP 1.0635 1.0635 1.0635 1.0647
S1 1.0587 1.0587 1.0638 1.0611
S2 1.0527 1.0527 1.0628
S3 1.0419 1.0479 1.0618
S4 1.0311 1.0371 1.0588
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1066 1.0997 1.0725
R3 1.0926 1.0857 1.0686
R2 1.0786 1.0786 1.0673
R1 1.0717 1.0717 1.0660 1.0751
PP 1.0646 1.0646 1.0646 1.0663
S1 1.0577 1.0577 1.0635 1.0611
S2 1.0506 1.0506 1.0622
S3 1.0366 1.0437 1.0609
S4 1.0226 1.0297 1.0571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0715 1.0575 0.0140 1.3% 0.0088 0.8% 52% False True 2,581
10 1.0981 1.0575 0.0406 3.8% 0.0098 0.9% 18% False True 2,255
20 1.1361 1.0575 0.0786 7.4% 0.0103 1.0% 9% False True 2,004
40 1.1361 1.0575 0.0786 7.4% 0.0086 0.8% 9% False True 1,629
60 1.1416 1.0575 0.0841 7.9% 0.0079 0.7% 9% False True 1,309
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1142
2.618 1.0965
1.618 1.0857
1.000 1.0791
0.618 1.0749
HIGH 1.0683
0.618 1.0641
0.500 1.0629
0.382 1.0616
LOW 1.0575
0.618 1.0508
1.000 1.0467
1.618 1.0400
2.618 1.0292
4.250 1.0116
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 1.0641 1.0647
PP 1.0635 1.0646
S1 1.0629 1.0645

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

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