CME Euro FX (E) Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 1.4050 1.4115 0.0065 0.5% 1.4123
High 1.4152 1.4122 -0.0030 -0.2% 1.4188
Low 1.4011 1.4009 -0.0002 0.0% 1.4009
Close 1.4131 1.4018 -0.0113 -0.8% 1.4018
Range 0.0141 0.0113 -0.0028 -19.9% 0.0179
ATR 0.0100 0.0102 0.0002 1.5% 0.0000
Volume 210 489 279 132.9% 2,237
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4389 1.4316 1.4080
R3 1.4276 1.4203 1.4049
R2 1.4163 1.4163 1.4039
R1 1.4090 1.4090 1.4028 1.4070
PP 1.4050 1.4050 1.4050 1.4040
S1 1.3977 1.3977 1.4008 1.3957
S2 1.3937 1.3937 1.3997
S3 1.3824 1.3864 1.3987
S4 1.3711 1.3751 1.3956
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4609 1.4492 1.4116
R3 1.4430 1.4313 1.4067
R2 1.4251 1.4251 1.4051
R1 1.4134 1.4134 1.4034 1.4103
PP 1.4072 1.4072 1.4072 1.4056
S1 1.3955 1.3955 1.4002 1.3924
S2 1.3893 1.3893 1.3985
S3 1.3714 1.3776 1.3969
S4 1.3535 1.3597 1.3920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4188 1.4009 0.0179 1.3% 0.0105 0.7% 5% False True 447
10 1.4188 1.3814 0.0374 2.7% 0.0117 0.8% 55% False False 362
20 1.4188 1.3720 0.0468 3.3% 0.0084 0.6% 64% False False 204
40 1.4188 1.3395 0.0793 5.7% 0.0063 0.5% 79% False False 109
60 1.4188 1.2838 0.1350 9.6% 0.0051 0.4% 87% False False 74
80 1.4188 1.2838 0.1350 9.6% 0.0041 0.3% 87% False False 56
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4602
2.618 1.4418
1.618 1.4305
1.000 1.4235
0.618 1.4192
HIGH 1.4122
0.618 1.4079
0.500 1.4066
0.382 1.4052
LOW 1.4009
0.618 1.3939
1.000 1.3896
1.618 1.3826
2.618 1.3713
4.250 1.3529
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 1.4066 1.4083
PP 1.4050 1.4061
S1 1.4034 1.4040

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.