CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 1.3786 1.3817 0.0031 0.2% 1.3649
High 1.3820 1.3817 -0.0003 0.0% 1.3820
Low 1.3786 1.3791 0.0005 0.0% 1.3649
Close 1.3806 1.3808 0.0002 0.0% 1.3808
Range 0.0034 0.0026 -0.0008 -23.5% 0.0171
ATR 0.0048 0.0046 -0.0002 -3.3% 0.0000
Volume 4 24 20 500.0% 57
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3883 1.3872 1.3822
R3 1.3857 1.3846 1.3815
R2 1.3831 1.3831 1.3813
R1 1.3820 1.3820 1.3810 1.3813
PP 1.3805 1.3805 1.3805 1.3802
S1 1.3794 1.3794 1.3806 1.3787
S2 1.3779 1.3779 1.3803
S3 1.3753 1.3768 1.3801
S4 1.3727 1.3742 1.3794
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4211 1.3902
R3 1.4101 1.4040 1.3855
R2 1.3930 1.3930 1.3839
R1 1.3869 1.3869 1.3824 1.3900
PP 1.3759 1.3759 1.3759 1.3774
S1 1.3698 1.3698 1.3792 1.3729
S2 1.3588 1.3588 1.3777
S3 1.3417 1.3527 1.3761
S4 1.3246 1.3356 1.3714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3649 0.0171 1.2% 0.0041 0.3% 93% False False 11
10 1.3820 1.3491 0.0329 2.4% 0.0043 0.3% 96% False False 9
20 1.3820 1.3491 0.0329 2.4% 0.0027 0.2% 96% False False 5
40 1.3820 1.3131 0.0689 5.0% 0.0025 0.2% 98% False False 4
60 1.3820 1.3131 0.0689 5.0% 0.0018 0.1% 98% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3928
2.618 1.3885
1.618 1.3859
1.000 1.3843
0.618 1.3833
HIGH 1.3817
0.618 1.3807
0.500 1.3804
0.382 1.3801
LOW 1.3791
0.618 1.3775
1.000 1.3765
1.618 1.3749
2.618 1.3723
4.250 1.3681
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 1.3807 1.3804
PP 1.3805 1.3799
S1 1.3804 1.3795

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.