CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 1.4642 1.4612 -0.0030 -0.2% 1.4807
High 1.4642 1.4612 -0.0030 -0.2% 1.4807
Low 1.4615 1.4612 -0.0003 0.0% 1.4485
Close 1.4613 1.4584 -0.0029 -0.2% 1.4523
Range 0.0027 0.0000 -0.0027 -100.0% 0.0322
ATR
Volume 206 6 -200 -97.1% 221
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4603 1.4593 1.4584
R3 1.4603 1.4593 1.4584
R2 1.4603 1.4603 1.4584
R1 1.4593 1.4593 1.4584 1.4598
PP 1.4603 1.4603 1.4603 1.4605
S1 1.4593 1.4593 1.4584 1.4598
S2 1.4603 1.4603 1.4584
S3 1.4603 1.4593 1.4584
S4 1.4603 1.4593 1.4584
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5571 1.5369 1.4700
R3 1.5249 1.5047 1.4612
R2 1.4927 1.4927 1.4582
R1 1.4725 1.4725 1.4553 1.4665
PP 1.4605 1.4605 1.4605 1.4575
S1 1.4403 1.4403 1.4493 1.4343
S2 1.4283 1.4283 1.4464
S3 1.3961 1.4081 1.4434
S4 1.3639 1.3759 1.4346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4656 1.4485 0.0171 1.2% 0.0036 0.2% 58% False False 45
10 1.5150 1.4485 0.0665 4.6% 0.0044 0.3% 15% False False 44
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4612
2.618 1.4612
1.618 1.4612
1.000 1.4612
0.618 1.4612
HIGH 1.4612
0.618 1.4612
0.500 1.4612
0.382 1.4612
LOW 1.4612
0.618 1.4612
1.000 1.4612
1.618 1.4612
2.618 1.4612
4.250 1.4612
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 1.4612 1.4583
PP 1.4603 1.4581
S1 1.4593 1.4580

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.