CME Euro FX (E) Future December 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 1.1218 1.1194 -0.0025 -0.2% 1.1279
High 1.1255 1.1238 -0.0017 -0.2% 1.1342
Low 1.1191 1.1164 -0.0027 -0.2% 1.1192
Close 1.1199 1.1218 0.0019 0.2% 1.1193
Range 0.0064 0.0074 0.0010 15.6% 0.0150
ATR 0.0074 0.0074 0.0000 0.0% 0.0000
Volume 131,280 183,371 52,091 39.7% 705,293
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1429 1.1397 1.1258
R3 1.1355 1.1323 1.1238
R2 1.1281 1.1281 1.1231
R1 1.1249 1.1249 1.1224 1.1265
PP 1.1207 1.1207 1.1207 1.1214
S1 1.1175 1.1175 1.1211 1.1191
S2 1.1133 1.1133 1.1204
S3 1.1059 1.1101 1.1197
S4 1.0985 1.1027 1.1177
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1692 1.1593 1.1276
R3 1.1542 1.1443 1.1234
R2 1.1392 1.1392 1.1221
R1 1.1293 1.1293 1.1207 1.1267
PP 1.1242 1.1242 1.1242 1.1229
S1 1.1143 1.1143 1.1179 1.1117
S2 1.1092 1.1092 1.1166
S3 1.0942 1.0993 1.1152
S4 1.0792 1.0843 1.1111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1342 1.1164 0.0178 1.6% 0.0073 0.7% 30% False True 160,354
10 1.1373 1.1164 0.0209 1.9% 0.0072 0.6% 26% False True 119,468
20 1.1395 1.1164 0.0231 2.1% 0.0074 0.7% 23% False True 63,131
40 1.1423 1.1034 0.0389 3.5% 0.0072 0.6% 47% False False 32,096
60 1.1423 1.1020 0.0403 3.6% 0.0074 0.7% 49% False False 21,554
80 1.1498 1.0994 0.0505 4.5% 0.0082 0.7% 44% False False 16,327
100 1.1700 1.0994 0.0707 6.3% 0.0075 0.7% 32% False False 13,071
120 1.1700 1.0994 0.0707 6.3% 0.0068 0.6% 32% False False 10,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1553
2.618 1.1432
1.618 1.1358
1.000 1.1312
0.618 1.1284
HIGH 1.1238
0.618 1.1210
0.500 1.1201
0.382 1.1192
LOW 1.1164
0.618 1.1118
1.000 1.1090
1.618 1.1044
2.618 1.0970
4.250 1.0850
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 1.1212 1.1215
PP 1.1207 1.1212
S1 1.1201 1.1210

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.