CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.3537 1.3534 -0.0003 0.0% 1.3613
High 1.3555 1.3534 -0.0021 -0.2% 1.3648
Low 1.3522 1.3468 -0.0054 -0.4% 1.3501
Close 1.3530 1.3473 -0.0057 -0.4% 1.3533
Range 0.0033 0.0066 0.0033 100.0% 0.0147
ATR 0.0045 0.0046 0.0002 3.4% 0.0000
Volume 567 107 -460 -81.1% 2,021
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3690 1.3647 1.3509
R3 1.3624 1.3581 1.3491
R2 1.3558 1.3558 1.3485
R1 1.3515 1.3515 1.3479 1.3504
PP 1.3492 1.3492 1.3492 1.3486
S1 1.3449 1.3449 1.3467 1.3438
S2 1.3426 1.3426 1.3461
S3 1.3360 1.3383 1.3455
S4 1.3294 1.3317 1.3437
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.4002 1.3914 1.3614
R3 1.3855 1.3767 1.3573
R2 1.3708 1.3708 1.3560
R1 1.3620 1.3620 1.3546 1.3591
PP 1.3561 1.3561 1.3561 1.3546
S1 1.3473 1.3473 1.3520 1.3444
S2 1.3414 1.3414 1.3506
S3 1.3267 1.3326 1.3493
S4 1.3120 1.3179 1.3452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3576 1.3468 0.0108 0.8% 0.0041 0.3% 5% False True 436
10 1.3657 1.3468 0.0189 1.4% 0.0044 0.3% 3% False True 377
20 1.3709 1.3468 0.0241 1.8% 0.0043 0.3% 2% False True 529
40 1.3709 1.3468 0.0241 1.8% 0.0048 0.4% 2% False True 429
60 1.3980 1.3468 0.0512 3.8% 0.0047 0.3% 1% False True 368
80 1.3980 1.3468 0.0512 3.8% 0.0042 0.3% 1% False True 283
100 1.3980 1.3468 0.0512 3.8% 0.0039 0.3% 1% False True 229
120 1.3980 1.3468 0.0512 3.8% 0.0038 0.3% 1% False True 198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3815
2.618 1.3707
1.618 1.3641
1.000 1.3600
0.618 1.3575
HIGH 1.3534
0.618 1.3509
0.500 1.3501
0.382 1.3493
LOW 1.3468
0.618 1.3427
1.000 1.3402
1.618 1.3361
2.618 1.3295
4.250 1.3188
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.3501 1.3512
PP 1.3492 1.3499
S1 1.3482 1.3486

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.