CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 1.3798 1.3709 -0.0089 -0.6% 1.3951
High 1.3798 1.3709 -0.0089 -0.6% 1.3951
Low 1.3798 1.3709 -0.0089 -0.6% 1.3694
Close 1.3798 1.3709 -0.0089 -0.6% 1.3879
Range
ATR 0.0079 0.0080 0.0001 0.9% 0.0000
Volume 1 1 0 0.0% 22
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3709 1.3709 1.3709
R3 1.3709 1.3709 1.3709
R2 1.3709 1.3709 1.3709
R1 1.3709 1.3709 1.3709 1.3709
PP 1.3709 1.3709 1.3709 1.3709
S1 1.3709 1.3709 1.3709 1.3709
S2 1.3709 1.3709 1.3709
S3 1.3709 1.3709 1.3709
S4 1.3709 1.3709 1.3709
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4612 1.4503 1.4020
R3 1.4355 1.4246 1.3950
R2 1.4098 1.4098 1.3926
R1 1.3989 1.3989 1.3903 1.3915
PP 1.3841 1.3841 1.3841 1.3805
S1 1.3732 1.3732 1.3855 1.3658
S2 1.3584 1.3584 1.3832
S3 1.3327 1.3475 1.3808
S4 1.3070 1.3218 1.3738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3927 1.3709 0.0218 1.6% 0.0000 0.0% 0% False True 2
10 1.4020 1.3694 0.0326 2.4% 0.0000 0.0% 5% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3709
2.618 1.3709
1.618 1.3709
1.000 1.3709
0.618 1.3709
HIGH 1.3709
0.618 1.3709
0.500 1.3709
0.382 1.3709
LOW 1.3709
0.618 1.3709
1.000 1.3709
1.618 1.3709
2.618 1.3709
4.250 1.3709
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 1.3709 1.3818
PP 1.3709 1.3782
S1 1.3709 1.3745

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.