CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.4191 1.4290 0.0099 0.7% 1.4289
High 1.4191 1.4290 0.0099 0.7% 1.4306
Low 1.4191 1.4290 0.0099 0.7% 1.4033
Close 1.4191 1.4301 0.0110 0.8% 1.4201
Range
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4294 1.4297 1.4301
R3 1.4294 1.4297 1.4301
R2 1.4294 1.4294 1.4301
R1 1.4297 1.4297 1.4301 1.4296
PP 1.4294 1.4294 1.4294 1.4293
S1 1.4297 1.4297 1.4301 1.4296
S2 1.4294 1.4294 1.4301
S3 1.4294 1.4297 1.4301
S4 1.4294 1.4297 1.4301
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4999 1.4873 1.4351
R3 1.4726 1.4600 1.4276
R2 1.4453 1.4453 1.4251
R1 1.4327 1.4327 1.4226 1.4254
PP 1.4180 1.4180 1.4180 1.4143
S1 1.4054 1.4054 1.4176 1.3981
S2 1.3907 1.3907 1.4151
S3 1.3634 1.3781 1.4126
S4 1.3361 1.3508 1.4051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.4033 0.0257 1.8% 0.0024 0.2% 104% True False 2
10 1.4553 1.4033 0.0520 3.6% 0.0020 0.1% 52% False False 2
20 1.4556 1.3940 0.0616 4.3% 0.0010 0.1% 59% False False 2
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 1.4290
2.618 1.4290
1.618 1.4290
1.000 1.4290
0.618 1.4290
HIGH 1.4290
0.618 1.4290
0.500 1.4290
0.382 1.4290
LOW 1.4290
0.618 1.4290
1.000 1.4290
1.618 1.4290
2.618 1.4290
4.250 1.4290
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.4297 1.4273
PP 1.4294 1.4245
S1 1.4290 1.4218

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.