CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 1.3266 1.3125 -0.0141 -1.1% 1.3106
High 1.3278 1.3125 -0.0153 -1.2% 1.3410
Low 1.3122 1.2989 -0.0133 -1.0% 1.3081
Close 1.3138 1.3001 -0.0137 -1.0% 1.3357
Range 0.0156 0.0136 -0.0020 -12.8% 0.0329
ATR 0.0123 0.0125 0.0002 1.5% 0.0000
Volume 421 262 -159 -37.8% 864
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3446 1.3360 1.3076
R3 1.3310 1.3224 1.3038
R2 1.3174 1.3174 1.3026
R1 1.3088 1.3088 1.3013 1.3063
PP 1.3038 1.3038 1.3038 1.3026
S1 1.2952 1.2952 1.2989 1.2927
S2 1.2902 1.2902 1.2976
S3 1.2766 1.2816 1.2964
S4 1.2630 1.2680 1.2926
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4270 1.4142 1.3538
R3 1.3941 1.3813 1.3447
R2 1.3612 1.3612 1.3417
R1 1.3484 1.3484 1.3387 1.3548
PP 1.3283 1.3283 1.3283 1.3315
S1 1.3155 1.3155 1.3327 1.3219
S2 1.2954 1.2954 1.3297
S3 1.2625 1.2826 1.3267
S4 1.2296 1.2497 1.3176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.2989 0.0432 3.3% 0.0133 1.0% 3% False True 268
10 1.3421 1.2989 0.0432 3.3% 0.0121 0.9% 3% False True 242
20 1.3484 1.2989 0.0495 3.8% 0.0122 0.9% 2% False True 183
40 1.3690 1.2960 0.0730 5.6% 0.0088 0.7% 6% False False 97
60 1.4180 1.2960 0.1220 9.4% 0.0062 0.5% 3% False False 66
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3703
2.618 1.3481
1.618 1.3345
1.000 1.3261
0.618 1.3209
HIGH 1.3125
0.618 1.3073
0.500 1.3057
0.382 1.3041
LOW 1.2989
0.618 1.2905
1.000 1.2853
1.618 1.2769
2.618 1.2633
4.250 1.2411
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 1.3057 1.3205
PP 1.3038 1.3137
S1 1.3020 1.3069

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.