CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.4030 1.4105 0.0075 0.5% 1.4137
High 1.4030 1.4105 0.0075 0.5% 1.4137
Low 1.4030 1.4105 0.0075 0.5% 1.3990
Close 1.4030 1.4106 0.0076 0.5% 1.3983
Range
ATR 0.0063 0.0064 0.0001 1.4% 0.0000
Volume 2 2 0 0.0% 103
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4105 1.4106 1.4106
R3 1.4105 1.4106 1.4106
R2 1.4105 1.4105 1.4106
R1 1.4106 1.4106 1.4106 1.4106
PP 1.4105 1.4105 1.4105 1.4105
S1 1.4106 1.4106 1.4106 1.4106
S2 1.4105 1.4105 1.4106
S3 1.4105 1.4106 1.4106
S4 1.4105 1.4106 1.4106
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4478 1.4377 1.4064
R3 1.4331 1.4230 1.4023
R2 1.4184 1.4184 1.4010
R1 1.4083 1.4083 1.3996 1.4060
PP 1.4037 1.4037 1.4037 1.4025
S1 1.3936 1.3936 1.3970 1.3913
S2 1.3890 1.3890 1.3956
S3 1.3743 1.3789 1.3943
S4 1.3596 1.3642 1.3902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4105 1.3990 0.0115 0.8% 0.0000 0.0% 101% True False 4
10 1.4137 1.3990 0.0147 1.0% 0.0007 0.0% 79% False False 12
20 1.4137 1.3705 0.0432 3.1% 0.0011 0.1% 93% False False 8
40 1.4137 1.3415 0.0722 5.1% 0.0006 0.0% 96% False False 5
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4105
2.618 1.4105
1.618 1.4105
1.000 1.4105
0.618 1.4105
HIGH 1.4105
0.618 1.4105
0.500 1.4105
0.382 1.4105
LOW 1.4105
0.618 1.4105
1.000 1.4105
1.618 1.4105
2.618 1.4105
4.250 1.4105
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.4106 1.4088
PP 1.4105 1.4070
S1 1.4105 1.4052

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.