CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 1.2862 1.2791 -0.0071 -0.6% 1.2979
High 1.2878 1.2792 -0.0086 -0.7% 1.3010
Low 1.2790 1.2716 -0.0074 -0.6% 1.2848
Close 1.2796 1.2764 -0.0032 -0.3% 1.2854
Range 0.0088 0.0076 -0.0012 -13.6% 0.0162
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 301 503 202 67.1% 2,779
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2985 1.2951 1.2806
R3 1.2909 1.2875 1.2785
R2 1.2833 1.2833 1.2778
R1 1.2799 1.2799 1.2771 1.2778
PP 1.2757 1.2757 1.2757 1.2747
S1 1.2723 1.2723 1.2757 1.2702
S2 1.2681 1.2681 1.2750
S3 1.2605 1.2647 1.2743
S4 1.2529 1.2571 1.2722
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3390 1.3284 1.2943
R3 1.3228 1.3122 1.2899
R2 1.3066 1.3066 1.2884
R1 1.2960 1.2960 1.2869 1.2932
PP 1.2904 1.2904 1.2904 1.2890
S1 1.2798 1.2798 1.2839 1.2770
S2 1.2742 1.2742 1.2824
S3 1.2580 1.2636 1.2809
S4 1.2418 1.2474 1.2765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2940 1.2716 0.0224 1.8% 0.0071 0.6% 21% False True 322
10 1.3010 1.2716 0.0294 2.3% 0.0073 0.6% 16% False True 428
20 1.3201 1.2716 0.0485 3.8% 0.0070 0.5% 10% False True 301
40 1.3446 1.2716 0.0730 5.7% 0.0051 0.4% 7% False True 211
60 1.3696 1.2716 0.0980 7.7% 0.0040 0.3% 5% False True 151
80 1.3710 1.2716 0.0994 7.8% 0.0036 0.3% 5% False True 116
100 1.3989 1.2716 0.1273 10.0% 0.0034 0.3% 4% False True 95
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3115
2.618 1.2991
1.618 1.2915
1.000 1.2868
0.618 1.2839
HIGH 1.2792
0.618 1.2763
0.500 1.2754
0.382 1.2745
LOW 1.2716
0.618 1.2669
1.000 1.2640
1.618 1.2593
2.618 1.2517
4.250 1.2393
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 1.2761 1.2816
PP 1.2757 1.2799
S1 1.2754 1.2781

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.