CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 1.2837 1.2862 0.0025 0.2% 1.3265
High 1.2837 1.2862 0.0025 0.2% 1.3265
Low 1.2837 1.2862 0.0025 0.2% 1.2800
Close 1.2799 1.2870 0.0071 0.6% 1.2743
Range
ATR 0.0069 0.0068 0.0000 -0.6% 0.0000
Volume 7 25 18 257.1% 47
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2865 1.2867 1.2870
R3 1.2865 1.2867 1.2870
R2 1.2865 1.2865 1.2870
R1 1.2867 1.2867 1.2870 1.2866
PP 1.2865 1.2865 1.2865 1.2864
S1 1.2867 1.2867 1.2870 1.2866
S2 1.2865 1.2865 1.2870
S3 1.2865 1.2867 1.2870
S4 1.2865 1.2867 1.2870
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4331 1.4002 1.2999
R3 1.3866 1.3537 1.2871
R2 1.3401 1.3401 1.2828
R1 1.3072 1.3072 1.2786 1.3004
PP 1.2936 1.2936 1.2936 1.2902
S1 1.2607 1.2607 1.2700 1.2539
S2 1.2471 1.2471 1.2658
S3 1.2006 1.2142 1.2615
S4 1.1541 1.1677 1.2487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2983 1.2800 0.0183 1.4% 0.0022 0.2% 38% False False 14
10 1.3285 1.2800 0.0485 3.8% 0.0017 0.1% 14% False False 8
20 1.3285 1.2798 0.0487 3.8% 0.0011 0.1% 15% False False 5
Crabel Price Patterns
NR False
NR4 False
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
Fibonacci Retracements and Extensions
4.250 1.2862
2.618 1.2862
1.618 1.2862
1.000 1.2862
0.618 1.2862
HIGH 1.2862
0.618 1.2862
0.500 1.2862
0.382 1.2862
LOW 1.2862
0.618 1.2862
1.000 1.2862
1.618 1.2862
2.618 1.2862
4.250 1.2862
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 1.2867 1.2857
PP 1.2865 1.2844
S1 1.2862 1.2831

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.