CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 1.1105 1.1067 -0.0038 -0.3% 1.1057
High 1.1129 1.1361 0.0232 2.1% 1.1206
Low 1.1072 1.0967 -0.0105 -0.9% 1.1003
Close 1.1092 1.0991 -0.0101 -0.9% 1.1183
Range 0.0057 0.0394 0.0337 590.4% 0.0203
ATR 0.0070 0.0093 0.0023 32.8% 0.0000
Volume 1,037 5,961 4,924 474.8% 5,728
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2287 1.2032 1.1207
R3 1.1893 1.1639 1.1099
R2 1.1500 1.1500 1.1063
R1 1.1245 1.1245 1.1027 1.1176
PP 1.1106 1.1106 1.1106 1.1071
S1 1.0852 1.0852 1.0955 1.0782
S2 1.0713 1.0713 1.0919
S3 1.0319 1.0458 1.0883
S4 0.9926 1.0065 1.0775
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1740 1.1664 1.1295
R3 1.1537 1.1461 1.1239
R2 1.1334 1.1334 1.1220
R1 1.1258 1.1258 1.1202 1.1296
PP 1.1131 1.1131 1.1131 1.1150
S1 1.1055 1.1055 1.1164 1.1093
S2 1.0928 1.0928 1.1146
S3 1.0725 1.0852 1.1127
S4 1.0522 1.0649 1.1071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1361 1.0967 0.0394 3.6% 0.0132 1.2% 6% True True 2,060
10 1.1361 1.0950 0.0411 3.7% 0.0105 1.0% 10% True False 1,606
20 1.1361 1.0920 0.0441 4.0% 0.0086 0.8% 16% True False 1,364
40 1.1363 1.0920 0.0444 4.0% 0.0076 0.7% 16% False False 1,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.3033
2.618 1.2391
1.618 1.1997
1.000 1.1754
0.618 1.1604
HIGH 1.1361
0.618 1.1210
0.500 1.1164
0.382 1.1117
LOW 1.0967
0.618 1.0724
1.000 1.0574
1.618 1.0330
2.618 0.9937
4.250 0.9295
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 1.1164 1.1164
PP 1.1106 1.1106
S1 1.1049 1.1049

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.