CME Euro FX (E) Future March 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.3799 1.3622 -0.0177 -1.3% 1.3575
High 1.3820 1.3676 -0.0144 -1.0% 1.3856
Low 1.3604 1.3538 -0.0066 -0.5% 1.3538
Close 1.3629 1.3579 -0.0050 -0.4% 1.3579
Range 0.0216 0.0138 -0.0078 -36.1% 0.0318
ATR 0.0153 0.0152 -0.0001 -0.7% 0.0000
Volume 413,474 367,131 -46,343 -11.2% 1,749,476
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4012 1.3933 1.3655
R3 1.3874 1.3795 1.3617
R2 1.3736 1.3736 1.3604
R1 1.3657 1.3657 1.3592 1.3628
PP 1.3598 1.3598 1.3598 1.3583
S1 1.3519 1.3519 1.3566 1.3490
S2 1.3460 1.3460 1.3554
S3 1.3322 1.3381 1.3541
S4 1.3184 1.3243 1.3503
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4612 1.4413 1.3754
R3 1.4294 1.4095 1.3666
R2 1.3976 1.3976 1.3637
R1 1.3777 1.3777 1.3608 1.3877
PP 1.3658 1.3658 1.3658 1.3707
S1 1.3459 1.3459 1.3550 1.3559
S2 1.3340 1.3340 1.3521
S3 1.3022 1.3141 1.3492
S4 1.2704 1.2823 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3856 1.3538 0.0318 2.3% 0.0155 1.1% 13% False True 349,895
10 1.3856 1.3533 0.0323 2.4% 0.0142 1.0% 14% False False 347,952
20 1.3856 1.2870 0.0986 7.3% 0.0153 1.1% 72% False False 345,428
40 1.3856 1.2870 0.0986 7.3% 0.0149 1.1% 72% False False 292,055
60 1.3856 1.2870 0.0986 7.3% 0.0158 1.2% 72% False False 198,435
80 1.4250 1.2870 0.1380 10.2% 0.0162 1.2% 51% False False 148,972
100 1.4250 1.2870 0.1380 10.2% 0.0157 1.2% 51% False False 119,270
120 1.4250 1.2642 0.1608 11.8% 0.0138 1.0% 58% False False 99,396
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4263
2.618 1.4037
1.618 1.3899
1.000 1.3814
0.618 1.3761
HIGH 1.3676
0.618 1.3623
0.500 1.3607
0.382 1.3591
LOW 1.3538
0.618 1.3453
1.000 1.3400
1.618 1.3315
2.618 1.3177
4.250 1.2952
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.3607 1.3697
PP 1.3598 1.3658
S1 1.3588 1.3618

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.