CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 1.0499 1.0501 0.0003 0.0% 1.0493
High 1.0509 1.0524 0.0016 0.1% 1.0544
Low 1.0474 1.0421 -0.0054 -0.5% 1.0398
Close 1.0502 1.0458 -0.0044 -0.4% 1.0491
Range 0.0035 0.0104 0.0069 200.0% 0.0146
ATR 0.0098 0.0098 0.0000 0.4% 0.0000
Volume 55,644 127,199 71,555 128.6% 634,065
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0778 1.0722 1.0515
R3 1.0675 1.0618 1.0486
R2 1.0571 1.0571 1.0477
R1 1.0515 1.0515 1.0467 1.0491
PP 1.0468 1.0468 1.0468 1.0456
S1 1.0411 1.0411 1.0449 1.0388
S2 1.0364 1.0364 1.0439
S3 1.0261 1.0308 1.0430
S4 1.0157 1.0204 1.0401
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0914 1.0848 1.0571
R3 1.0769 1.0703 1.0531
R2 1.0623 1.0623 1.0518
R1 1.0557 1.0557 1.0504 1.0517
PP 1.0478 1.0478 1.0478 1.0458
S1 1.0412 1.0412 1.0478 1.0372
S2 1.0332 1.0332 1.0464
S3 1.0187 1.0266 1.0451
S4 1.0041 1.0121 1.0411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0544 1.0421 0.0123 1.2% 0.0065 0.6% 30% False True 102,873
10 1.0718 1.0398 0.0320 3.1% 0.0089 0.8% 19% False False 149,187
20 1.0924 1.0398 0.0526 5.0% 0.0108 1.0% 11% False False 94,210
40 1.1361 1.0398 0.0963 9.2% 0.0107 1.0% 6% False False 48,239
60 1.1361 1.0398 0.0963 9.2% 0.0095 0.9% 6% False False 32,567
80 1.1416 1.0398 0.1018 9.7% 0.0087 0.8% 6% False False 24,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0964
2.618 1.0795
1.618 1.0691
1.000 1.0628
0.618 1.0588
HIGH 1.0524
0.618 1.0484
0.500 1.0472
0.382 1.0460
LOW 1.0421
0.618 1.0357
1.000 1.0317
1.618 1.0253
2.618 1.0150
4.250 0.9981
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 1.0472 1.0472
PP 1.0468 1.0468
S1 1.0463 1.0463

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

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