CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 1.3410 1.3363 -0.0047 -0.4% 1.3414
High 1.3410 1.3365 -0.0045 -0.3% 1.3420
Low 1.3371 1.3331 -0.0040 -0.3% 1.3363
Close 1.3376 1.3335 -0.0041 -0.3% 1.3412
Range 0.0039 0.0034 -0.0005 -12.8% 0.0057
ATR 0.0034 0.0035 0.0001 2.2% 0.0000
Volume 15 34 19 126.7% 1,598
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3446 1.3424 1.3354
R3 1.3412 1.3390 1.3344
R2 1.3378 1.3378 1.3341
R1 1.3356 1.3356 1.3338 1.3350
PP 1.3344 1.3344 1.3344 1.3341
S1 1.3322 1.3322 1.3332 1.3316
S2 1.3310 1.3310 1.3329
S3 1.3276 1.3288 1.3326
S4 1.3242 1.3254 1.3316
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3569 1.3548 1.3443
R3 1.3512 1.3491 1.3428
R2 1.3455 1.3455 1.3422
R1 1.3434 1.3434 1.3417 1.3416
PP 1.3398 1.3398 1.3398 1.3390
S1 1.3377 1.3377 1.3407 1.3359
S2 1.3341 1.3341 1.3402
S3 1.3284 1.3320 1.3396
S4 1.3227 1.3263 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3420 1.3331 0.0089 0.7% 0.0033 0.2% 4% False True 267
10 1.3436 1.3331 0.0105 0.8% 0.0033 0.2% 4% False True 185
20 1.3478 1.3331 0.0147 1.1% 0.0025 0.2% 3% False True 116
40 1.3710 1.3331 0.0379 2.8% 0.0021 0.2% 1% False True 71
60 1.3710 1.3331 0.0379 2.8% 0.0022 0.2% 1% False True 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3510
2.618 1.3454
1.618 1.3420
1.000 1.3399
0.618 1.3386
HIGH 1.3365
0.618 1.3352
0.500 1.3348
0.382 1.3344
LOW 1.3331
0.618 1.3310
1.000 1.3297
1.618 1.3276
2.618 1.3242
4.250 1.3187
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 1.3348 1.3372
PP 1.3344 1.3359
S1 1.3339 1.3347

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.