CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 1.0601 1.0656 0.0055 0.5% 1.0644
High 1.0683 1.0741 0.0058 0.5% 1.0715
Low 1.0575 1.0621 0.0046 0.4% 1.0575
Close 1.0648 1.0653 0.0005 0.0% 1.0648
Range 0.0108 0.0120 0.0012 11.1% 0.0140
ATR 0.0096 0.0097 0.0002 1.8% 0.0000
Volume 2,262 3,858 1,596 70.6% 11,063
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1031 1.0962 1.0719
R3 1.0911 1.0842 1.0686
R2 1.0791 1.0791 1.0675
R1 1.0722 1.0722 1.0664 1.0697
PP 1.0671 1.0671 1.0671 1.0659
S1 1.0602 1.0602 1.0642 1.0577
S2 1.0551 1.0551 1.0631
S3 1.0431 1.0482 1.0620
S4 1.0311 1.0362 1.0587
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 1.0741 1.0575 0.0166 1.6% 0.0097 0.9% 47% True False 2,984
10 1.0899 1.0575 0.0325 3.0% 0.0101 0.9% 24% False False 2,521
20 1.1361 1.0575 0.0786 7.4% 0.0104 1.0% 10% False False 2,144
40 1.1361 1.0575 0.0786 7.4% 0.0087 0.8% 10% False False 1,682
60 1.1416 1.0575 0.0841 7.9% 0.0080 0.8% 9% False False 1,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1251
2.618 1.1055
1.618 1.0935
1.000 1.0861
0.618 1.0815
HIGH 1.0741
0.618 1.0695
0.500 1.0681
0.382 1.0666
LOW 1.0621
0.618 1.0546
1.000 1.0501
1.618 1.0426
2.618 1.0306
4.250 1.0111
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 1.0681 1.0658
PP 1.0671 1.0656
S1 1.0662 1.0654

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

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