CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 1.3275 1.3200 -0.0075 -0.6% 1.3269
High 1.3275 1.3418 0.0143 1.1% 1.3369
Low 1.3170 1.3199 0.0029 0.2% 1.3170
Close 1.3214 1.3386 0.0172 1.3% 1.3214
Range 0.0105 0.0219 0.0114 108.6% 0.0199
ATR 0.0106 0.0114 0.0008 7.7% 0.0000
Volume 41 71 30 73.2% 95
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3991 1.3908 1.3506
R3 1.3772 1.3689 1.3446
R2 1.3553 1.3553 1.3426
R1 1.3470 1.3470 1.3406 1.3512
PP 1.3334 1.3334 1.3334 1.3355
S1 1.3251 1.3251 1.3366 1.3293
S2 1.3115 1.3115 1.3346
S3 1.2896 1.3032 1.3326
S4 1.2677 1.2813 1.3266
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3848 1.3730 1.3323
R3 1.3649 1.3531 1.3269
R2 1.3450 1.3450 1.3250
R1 1.3332 1.3332 1.3232 1.3292
PP 1.3251 1.3251 1.3251 1.3231
S1 1.3133 1.3133 1.3196 1.3093
S2 1.3052 1.3052 1.3178
S3 1.2853 1.2934 1.3159
S4 1.2654 1.2735 1.3105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3418 1.3170 0.0248 1.9% 0.0114 0.9% 87% True False 31
10 1.3418 1.2960 0.0458 3.4% 0.0100 0.7% 93% True False 26
20 1.3640 1.2960 0.0680 5.1% 0.0072 0.5% 63% False False 18
40 1.4180 1.2960 0.1220 9.1% 0.0041 0.3% 35% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.4349
2.618 1.3991
1.618 1.3772
1.000 1.3637
0.618 1.3553
HIGH 1.3418
0.618 1.3334
0.500 1.3309
0.382 1.3283
LOW 1.3199
0.618 1.3064
1.000 1.2980
1.618 1.2845
2.618 1.2626
4.250 1.2268
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 1.3360 1.3355
PP 1.3334 1.3325
S1 1.3309 1.3294

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.