CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 1.0997 1.0951 -0.0047 -0.4% 1.0980
High 1.1006 1.0970 -0.0036 -0.3% 1.1075
Low 1.0937 1.0926 -0.0011 -0.1% 1.0950
Close 1.0942 1.0934 -0.0008 -0.1% 1.1064
Range 0.0069 0.0044 -0.0025 -36.5% 0.0126
ATR 0.0075 0.0073 -0.0002 -3.0% 0.0000
Volume 1,586 875 -711 -44.8% 3,487
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 1.1074 1.1047 1.0958
R3 1.1030 1.1004 1.0946
R2 1.0987 1.0987 1.0942
R1 1.0960 1.0960 1.0938 1.0952
PP 1.0943 1.0943 1.0943 1.0939
S1 1.0917 1.0917 1.0930 1.0908
S2 1.0900 1.0900 1.0926
S3 1.0856 1.0873 1.0922
S4 1.0813 1.0830 1.0910
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.1406 1.1361 1.1133
R3 1.1281 1.1235 1.1099
R2 1.1155 1.1155 1.1087
R1 1.1110 1.1110 1.1076 1.1132
PP 1.1030 1.1030 1.1030 1.1041
S1 1.0984 1.0984 1.1052 1.1007
S2 1.0904 1.0904 1.1041
S3 1.0779 1.0859 1.1029
S4 1.0653 1.0733 1.0995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1095 1.0926 0.0169 1.5% 0.0075 0.7% 5% False True 1,134
10 1.1095 1.0926 0.0169 1.5% 0.0068 0.6% 5% False True 926
20 1.1095 1.0672 0.0423 3.9% 0.0071 0.6% 62% False False 739
40 1.1095 1.0656 0.0439 4.0% 0.0067 0.6% 63% False False 548
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1154
2.618 1.1083
1.618 1.1040
1.000 1.1013
0.618 1.0996
HIGH 1.0970
0.618 1.0953
0.500 1.0948
0.382 1.0943
LOW 1.0926
0.618 1.0899
1.000 1.0883
1.618 1.0856
2.618 1.0812
4.250 1.0741
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 1.0948 1.1010
PP 1.0943 1.0985
S1 1.0939 1.0959

Download as Excel Spreadsheet

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 / 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 / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.