CME Euro FX (E) Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.4504 1.4496 -0.0008 -0.1% 1.4348
High 1.4560 1.4593 0.0033 0.2% 1.4584
Low 1.4469 1.4437 -0.0032 -0.2% 1.4100
Close 1.4525 1.4572 0.0047 0.3% 1.4512
Range 0.0091 0.0156 0.0065 71.4% 0.0484
ATR 0.0122 0.0125 0.0002 2.0% 0.0000
Volume 488 256 -232 -47.5% 2,245
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5002 1.4943 1.4658
R3 1.4846 1.4787 1.4615
R2 1.4690 1.4690 1.4601
R1 1.4631 1.4631 1.4586 1.4661
PP 1.4534 1.4534 1.4534 1.4549
S1 1.4475 1.4475 1.4558 1.4505
S2 1.4378 1.4378 1.4543
S3 1.4222 1.4319 1.4529
S4 1.4066 1.4163 1.4486
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5851 1.5665 1.4778
R3 1.5367 1.5181 1.4645
R2 1.4883 1.4883 1.4601
R1 1.4697 1.4697 1.4556 1.4790
PP 1.4399 1.4399 1.4399 1.4445
S1 1.4213 1.4213 1.4468 1.4306
S2 1.3915 1.3915 1.4423
S3 1.3431 1.3729 1.4379
S4 1.2947 1.3245 1.4246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4593 1.4148 0.0445 3.1% 0.0143 1.0% 95% True False 554
10 1.4593 1.4100 0.0493 3.4% 0.0144 1.0% 96% True False 425
20 1.4593 1.3999 0.0594 4.1% 0.0119 0.8% 96% True False 390
40 1.4593 1.3720 0.0873 6.0% 0.0103 0.7% 98% True False 304
60 1.4593 1.3395 0.1198 8.2% 0.0082 0.6% 98% True False 207
80 1.4593 1.2838 0.1755 12.0% 0.0069 0.5% 99% True False 156
100 1.4593 1.2838 0.1755 12.0% 0.0057 0.4% 99% True False 125
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 False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5256
2.618 1.5001
1.618 1.4845
1.000 1.4749
0.618 1.4689
HIGH 1.4593
0.618 1.4533
0.500 1.4515
0.382 1.4497
LOW 1.4437
0.618 1.4341
1.000 1.4281
1.618 1.4185
2.618 1.4029
4.250 1.3774
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.4553 1.4553
PP 1.4534 1.4534
S1 1.4515 1.4515

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.