CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 1.3715 1.3927 0.0212 1.5% 1.3979
High 1.3960 1.4012 0.0052 0.4% 1.4154
Low 1.3683 1.3846 0.0163 1.2% 1.3760
Close 1.3929 1.3903 -0.0026 -0.2% 1.3939
Range 0.0277 0.0166 -0.0111 -40.1% 0.0394
ATR 0.0158 0.0159 0.0001 0.4% 0.0000
Volume 666 674 8 1.2% 1,897
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4418 1.4327 1.3994
R3 1.4252 1.4161 1.3949
R2 1.4086 1.4086 1.3933
R1 1.3995 1.3995 1.3918 1.3958
PP 1.3920 1.3920 1.3920 1.3902
S1 1.3829 1.3829 1.3888 1.3792
S2 1.3754 1.3754 1.3873
S3 1.3588 1.3663 1.3857
S4 1.3422 1.3497 1.3812
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5133 1.4930 1.4156
R3 1.4739 1.4536 1.4047
R2 1.4345 1.4345 1.4011
R1 1.4142 1.4142 1.3975 1.4047
PP 1.3951 1.3951 1.3951 1.3903
S1 1.3748 1.3748 1.3903 1.3653
S2 1.3557 1.3557 1.3867
S3 1.3163 1.3354 1.3831
S4 1.2769 1.2960 1.3722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4154 1.3683 0.0471 3.4% 0.0223 1.6% 47% False False 622
10 1.4154 1.3683 0.0471 3.4% 0.0178 1.3% 47% False False 529
20 1.4154 1.3282 0.0872 6.3% 0.0163 1.2% 71% False False 577
40 1.4154 1.2650 0.1504 10.8% 0.0124 0.9% 83% False False 333
60 1.4154 1.2642 0.1512 10.9% 0.0086 0.6% 83% False False 225
Crabel Price Patterns
NR True
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 0.0043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4718
2.618 1.4447
1.618 1.4281
1.000 1.4178
0.618 1.4115
HIGH 1.4012
0.618 1.3949
0.500 1.3929
0.382 1.3909
LOW 1.3846
0.618 1.3743
1.000 1.3680
1.618 1.3577
2.618 1.3411
4.250 1.3141
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 1.3929 1.3885
PP 1.3920 1.3866
S1 1.3912 1.3848

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.