CME Euro FX (E) Future June 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 1.3948 1.3969 0.0021 0.2% 1.3971
High 1.3984 1.3995 0.0011 0.1% 1.4014
Low 1.3886 1.3836 -0.0050 -0.4% 1.3733
Close 1.3973 1.3978 0.0005 0.0% 1.3869
Range 0.0098 0.0159 0.0061 62.2% 0.0281
ATR 0.0123 0.0126 0.0003 2.1% 0.0000
Volume 271,947 376,811 104,864 38.6% 705,022
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4413 1.4355 1.4065
R3 1.4254 1.4196 1.4022
R2 1.4095 1.4095 1.4007
R1 1.4037 1.4037 1.3993 1.4066
PP 1.3936 1.3936 1.3936 1.3951
S1 1.3878 1.3878 1.3963 1.3907
S2 1.3777 1.3777 1.3949
S3 1.3618 1.3719 1.3934
S4 1.3459 1.3560 1.3891
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4715 1.4573 1.4024
R3 1.4434 1.4292 1.3946
R2 1.4153 1.4153 1.3921
R1 1.4011 1.4011 1.3895 1.3942
PP 1.3872 1.3872 1.3872 1.3837
S1 1.3730 1.3730 1.3843 1.3661
S2 1.3591 1.3591 1.3817
S3 1.3310 1.3449 1.3792
S4 1.3029 1.3168 1.3714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3995 1.3733 0.0262 1.9% 0.0131 0.9% 94% True False 251,956
10 1.4014 1.3729 0.0285 2.0% 0.0121 0.9% 87% False False 138,809
20 1.4014 1.3441 0.0573 4.1% 0.0121 0.9% 94% False False 70,296
40 1.4014 1.3217 0.0797 5.7% 0.0128 0.9% 95% False False 35,554
60 1.4014 1.2864 0.1150 8.2% 0.0128 0.9% 97% False False 23,821
80 1.4014 1.2864 0.1150 8.2% 0.0118 0.8% 97% False False 17,876
100 1.4180 1.2864 0.1316 9.4% 0.0097 0.7% 85% False False 14,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4671
2.618 1.4411
1.618 1.4252
1.000 1.4154
0.618 1.4093
HIGH 1.3995
0.618 1.3934
0.500 1.3916
0.382 1.3897
LOW 1.3836
0.618 1.3738
1.000 1.3677
1.618 1.3579
2.618 1.3420
4.250 1.3160
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 1.3957 1.3940
PP 1.3936 1.3902
S1 1.3916 1.3864

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.