CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.4719 1.4780 0.0061 0.4% 1.4504
High 1.4813 1.4808 -0.0005 0.0% 1.4813
Low 1.4710 1.4738 0.0028 0.2% 1.4437
Close 1.4756 1.4774 0.0018 0.1% 1.4774
Range 0.0103 0.0070 -0.0033 -32.0% 0.0376
ATR 0.0128 0.0124 -0.0004 -3.2% 0.0000
Volume 734 915 181 24.7% 3,174
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4983 1.4949 1.4813
R3 1.4913 1.4879 1.4793
R2 1.4843 1.4843 1.4787
R1 1.4809 1.4809 1.4780 1.4791
PP 1.4773 1.4773 1.4773 1.4765
S1 1.4739 1.4739 1.4768 1.4721
S2 1.4703 1.4703 1.4761
S3 1.4633 1.4669 1.4755
S4 1.4563 1.4599 1.4736
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5803 1.5664 1.4981
R3 1.5427 1.5288 1.4877
R2 1.5051 1.5051 1.4843
R1 1.4912 1.4912 1.4808 1.4982
PP 1.4675 1.4675 1.4675 1.4709
S1 1.4536 1.4536 1.4740 1.4606
S2 1.4299 1.4299 1.4705
S3 1.3923 1.4160 1.4671
S4 1.3547 1.3784 1.4567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4813 1.4437 0.0376 2.5% 0.0116 0.8% 90% False False 634
10 1.4813 1.4100 0.0713 4.8% 0.0140 0.9% 95% False False 572
20 1.4813 1.4013 0.0800 5.4% 0.0122 0.8% 95% False False 462
40 1.4813 1.3720 0.1093 7.4% 0.0108 0.7% 96% False False 364
60 1.4813 1.3395 0.1418 9.6% 0.0086 0.6% 97% False False 247
80 1.4813 1.2838 0.1975 13.4% 0.0072 0.5% 98% False False 186
100 1.4813 1.2838 0.1975 13.4% 0.0061 0.4% 98% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5106
2.618 1.4991
1.618 1.4921
1.000 1.4878
0.618 1.4851
HIGH 1.4808
0.618 1.4781
0.500 1.4773
0.382 1.4765
LOW 1.4738
0.618 1.4695
1.000 1.4668
1.618 1.4625
2.618 1.4555
4.250 1.4441
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.4774 1.4747
PP 1.4773 1.4719
S1 1.4773 1.4692

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.