CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.3482 1.3530 0.0048 0.4% 1.3470
High 1.3599 1.3541 -0.0058 -0.4% 1.3700
Low 1.3482 1.3530 0.0048 0.4% 1.3459
Close 1.3599 1.3541 -0.0058 -0.4% 1.3675
Range 0.0117 0.0011 -0.0106 -90.6% 0.0241
ATR 0.0067 0.0068 0.0000 0.2% 0.0000
Volume 15 3 -12 -80.0% 41
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3570 1.3567 1.3547
R3 1.3559 1.3556 1.3544
R2 1.3548 1.3548 1.3543
R1 1.3545 1.3545 1.3542 1.3547
PP 1.3537 1.3537 1.3537 1.3538
S1 1.3534 1.3534 1.3540 1.3536
S2 1.3526 1.3526 1.3539
S3 1.3515 1.3523 1.3538
S4 1.3504 1.3512 1.3535
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4334 1.4246 1.3808
R3 1.4093 1.4005 1.3741
R2 1.3852 1.3852 1.3719
R1 1.3764 1.3764 1.3697 1.3808
PP 1.3611 1.3611 1.3611 1.3634
S1 1.3523 1.3523 1.3653 1.3567
S2 1.3370 1.3370 1.3631
S3 1.3129 1.3282 1.3609
S4 1.2888 1.3041 1.3542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3482 0.0218 1.6% 0.0060 0.4% 27% False False 8
10 1.3700 1.3333 0.0367 2.7% 0.0050 0.4% 57% False False 7
20 1.3700 1.3085 0.0615 4.5% 0.0033 0.2% 74% False False 9
40 1.3700 1.2978 0.0722 5.3% 0.0030 0.2% 78% False False 6
60 1.3700 1.2751 0.0949 7.0% 0.0028 0.2% 83% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3588
2.618 1.3570
1.618 1.3559
1.000 1.3552
0.618 1.3548
HIGH 1.3541
0.618 1.3537
0.500 1.3536
0.382 1.3534
LOW 1.3530
0.618 1.3523
1.000 1.3519
1.618 1.3512
2.618 1.3501
4.250 1.3483
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.3539 1.3562
PP 1.3537 1.3555
S1 1.3536 1.3548

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.