CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 1.3747 1.3889 0.0142 1.0% 1.3920
High 1.3919 1.3925 0.0006 0.0% 1.4053
Low 1.3745 1.3782 0.0037 0.3% 1.3710
Close 1.3898 1.3868 -0.0030 -0.2% 1.3868
Range 0.0174 0.0143 -0.0031 -17.8% 0.0343
ATR 0.0155 0.0155 -0.0001 -0.6% 0.0000
Volume 558 396 -162 -29.0% 2,320
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4287 1.4221 1.3947
R3 1.4144 1.4078 1.3907
R2 1.4001 1.4001 1.3894
R1 1.3935 1.3935 1.3881 1.3897
PP 1.3858 1.3858 1.3858 1.3839
S1 1.3792 1.3792 1.3855 1.3754
S2 1.3715 1.3715 1.3842
S3 1.3572 1.3649 1.3829
S4 1.3429 1.3506 1.3789
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4906 1.4730 1.4057
R3 1.4563 1.4387 1.3962
R2 1.4220 1.4220 1.3931
R1 1.4044 1.4044 1.3899 1.3961
PP 1.3877 1.3877 1.3877 1.3835
S1 1.3701 1.3701 1.3837 1.3618
S2 1.3534 1.3534 1.3805
S3 1.3191 1.3358 1.3774
S4 1.2848 1.3015 1.3679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4053 1.3710 0.0343 2.5% 0.0148 1.1% 46% False False 464
10 1.4053 1.3683 0.0370 2.7% 0.0173 1.2% 50% False False 525
20 1.4154 1.3629 0.0525 3.8% 0.0162 1.2% 46% False False 550
40 1.4154 1.2650 0.1504 10.8% 0.0142 1.0% 81% False False 400
60 1.4154 1.2642 0.1512 10.9% 0.0100 0.7% 81% False False 270
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4533
2.618 1.4299
1.618 1.4156
1.000 1.4068
0.618 1.4013
HIGH 1.3925
0.618 1.3870
0.500 1.3854
0.382 1.3837
LOW 1.3782
0.618 1.3694
1.000 1.3639
1.618 1.3551
2.618 1.3408
4.250 1.3174
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 1.3863 1.3851
PP 1.3858 1.3834
S1 1.3854 1.3818

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.