CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1.3528 1.3530 0.0002 0.0% 1.3537
High 1.3595 1.3605 0.0010 0.1% 1.3565
Low 1.3526 1.3515 -0.0011 -0.1% 1.3469
Close 1.3536 1.3588 0.0052 0.4% 1.3524
Range 0.0069 0.0090 0.0021 30.4% 0.0096
ATR 0.0062 0.0064 0.0002 3.2% 0.0000
Volume 570 229 -341 -59.8% 725
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3839 1.3804 1.3638
R3 1.3749 1.3714 1.3613
R2 1.3659 1.3659 1.3605
R1 1.3624 1.3624 1.3596 1.3642
PP 1.3569 1.3569 1.3569 1.3578
S1 1.3534 1.3534 1.3580 1.3552
S2 1.3479 1.3479 1.3572
S3 1.3389 1.3444 1.3563
S4 1.3299 1.3354 1.3539
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3807 1.3762 1.3577
R3 1.3711 1.3666 1.3550
R2 1.3615 1.3615 1.3542
R1 1.3570 1.3570 1.3533 1.3545
PP 1.3519 1.3519 1.3519 1.3507
S1 1.3474 1.3474 1.3515 1.3449
S2 1.3423 1.3423 1.3506
S3 1.3327 1.3378 1.3498
S4 1.3231 1.3282 1.3471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3605 1.3477 0.0128 0.9% 0.0070 0.5% 87% True False 285
10 1.3605 1.3469 0.0136 1.0% 0.0062 0.5% 88% True False 211
20 1.3605 1.3123 0.0482 3.5% 0.0062 0.5% 96% True False 131
40 1.3605 1.3123 0.0482 3.5% 0.0047 0.3% 96% True False 68
60 1.3605 1.2901 0.0704 5.2% 0.0042 0.3% 98% True False 49
80 1.3605 1.2781 0.0824 6.1% 0.0045 0.3% 98% True False 39
100 1.3605 1.2781 0.0824 6.1% 0.0039 0.3% 98% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3988
2.618 1.3841
1.618 1.3751
1.000 1.3695
0.618 1.3661
HIGH 1.3605
0.618 1.3571
0.500 1.3560
0.382 1.3549
LOW 1.3515
0.618 1.3459
1.000 1.3425
1.618 1.3369
2.618 1.3279
4.250 1.3133
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1.3579 1.3575
PP 1.3569 1.3561
S1 1.3560 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.