CFD Trading Benefits : Hot Topic

CME Euro FX (E) Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.3942 1.4189 0.0247 1.8% 1.4512
High 1.4165 1.4256 0.0091 0.6% 1.4547
Low 1.3923 1.4087 0.0164 1.2% 1.4176
Close 1.4117 1.4108 -0.0009 -0.1% 1.4214
Range 0.0242 0.0169 -0.0073 -30.2% 0.0371
ATR 0.0176 0.0175 0.0000 -0.3% 0.0000
Volume 433,901 367,091 -66,810 -15.4% 1,001,647
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4657 1.4552 1.4201
R3 1.4488 1.4383 1.4154
R2 1.4319 1.4319 1.4139
R1 1.4214 1.4214 1.4123 1.4182
PP 1.4150 1.4150 1.4150 1.4135
S1 1.4045 1.4045 1.4093 1.4013
S2 1.3981 1.3981 1.4077
S3 1.3812 1.3876 1.4062
S4 1.3643 1.3707 1.4015
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5425 1.5191 1.4418
R3 1.5054 1.4820 1.4316
R2 1.4683 1.4683 1.4282
R1 1.4449 1.4449 1.4248 1.4381
PP 1.4312 1.4312 1.4312 1.4278
S1 1.4078 1.4078 1.4180 1.4010
S2 1.3941 1.3941 1.4146
S3 1.3570 1.3707 1.4112
S4 1.3199 1.3336 1.4010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4340 1.3811 0.0529 3.7% 0.0209 1.5% 56% False False 430,518
10 1.4547 1.3811 0.0736 5.2% 0.0179 1.3% 40% False False 332,339
20 1.4547 1.3811 0.0736 5.2% 0.0168 1.2% 40% False False 324,972
40 1.4652 1.3811 0.0841 6.0% 0.0161 1.1% 35% False False 201,184
60 1.4875 1.3811 0.1064 7.5% 0.0164 1.2% 28% False False 134,410
80 1.4875 1.3811 0.1064 7.5% 0.0150 1.1% 28% False False 100,896
100 1.4875 1.3587 0.1288 9.1% 0.0133 0.9% 40% False False 80,741
120 1.4875 1.3395 0.1480 10.5% 0.0118 0.8% 48% False False 67,286
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4974
2.618 1.4698
1.618 1.4529
1.000 1.4425
0.618 1.4360
HIGH 1.4256
0.618 1.4191
0.500 1.4172
0.382 1.4152
LOW 1.4087
0.618 1.3983
1.000 1.3918
1.618 1.3814
2.618 1.3645
4.250 1.3369
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.4172 1.4083
PP 1.4150 1.4058
S1 1.4129 1.4034

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.