CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1.3282 1.3325 0.0043 0.3% 1.3183
High 1.3282 1.3325 0.0043 0.3% 1.3222
Low 1.3282 1.3324 0.0042 0.3% 1.3131
Close 1.3282 1.3324 0.0042 0.3% 1.3197
Range 0.0000 0.0001 0.0001 0.0091
ATR 0.0046 0.0046 0.0000 -0.5% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3327 1.3327 1.3325
R3 1.3326 1.3326 1.3324
R2 1.3325 1.3325 1.3324
R1 1.3325 1.3325 1.3324 1.3325
PP 1.3324 1.3324 1.3324 1.3324
S1 1.3324 1.3324 1.3324 1.3324
S2 1.3323 1.3323 1.3324
S3 1.3322 1.3323 1.3324
S4 1.3321 1.3322 1.3323
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3456 1.3418 1.3247
R3 1.3365 1.3327 1.3222
R2 1.3274 1.3274 1.3214
R1 1.3236 1.3236 1.3205 1.3255
PP 1.3183 1.3183 1.3183 1.3193
S1 1.3145 1.3145 1.3189 1.3164
S2 1.3092 1.3092 1.3180
S3 1.3001 1.3054 1.3172
S4 1.2910 1.2963 1.3147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3325 1.3131 0.0194 1.5% 0.0029 0.2% 99% True False 3
10 1.3353 1.3131 0.0222 1.7% 0.0021 0.2% 87% False False 2
20 1.3435 1.3131 0.0304 2.3% 0.0012 0.1% 63% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3329
2.618 1.3328
1.618 1.3327
1.000 1.3326
0.618 1.3326
HIGH 1.3325
0.618 1.3325
0.500 1.3325
0.382 1.3324
LOW 1.3324
0.618 1.3323
1.000 1.3323
1.618 1.3322
2.618 1.3321
4.250 1.3320
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 1.3325 1.3304
PP 1.3324 1.3283
S1 1.3324 1.3263

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.