CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.3890 1.3950 0.0060 0.4% 1.3755
High 1.3890 1.3950 0.0060 0.4% 1.3890
Low 1.3890 1.3950 0.0060 0.4% 1.3691
Close 1.3890 1.3872 -0.0018 -0.1% 1.3890
Range
ATR 0.0058 0.0058 0.0000 0.3% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3924 1.3898 1.3872
R3 1.3924 1.3898 1.3872
R2 1.3924 1.3924 1.3872
R1 1.3898 1.3898 1.3872 1.3911
PP 1.3924 1.3924 1.3924 1.3931
S1 1.3898 1.3898 1.3872 1.3911
S2 1.3924 1.3924 1.3872
S3 1.3924 1.3898 1.3872
S4 1.3924 1.3898 1.3872
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4421 1.4354 1.3999
R3 1.4222 1.4155 1.3945
R2 1.4023 1.4023 1.3926
R1 1.3956 1.3956 1.3908 1.3990
PP 1.3824 1.3824 1.3824 1.3840
S1 1.3757 1.3757 1.3872 1.3791
S2 1.3625 1.3625 1.3854
S3 1.3426 1.3558 1.3835
S4 1.3227 1.3359 1.3781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3691 0.0259 1.9% 0.0000 0.0% 70% True False 1
10 1.3950 1.3582 0.0368 2.7% 0.0000 0.0% 79% True False 1
20 1.3950 1.3415 0.0535 3.9% 0.0000 0.0% 85% True False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3950
2.618 1.3950
1.618 1.3950
1.000 1.3950
0.618 1.3950
HIGH 1.3950
0.618 1.3950
0.500 1.3950
0.382 1.3950
LOW 1.3950
0.618 1.3950
1.000 1.3950
1.618 1.3950
2.618 1.3950
4.250 1.3950
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.3950 1.3902
PP 1.3924 1.3892
S1 1.3898 1.3882

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.