CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 1.3453 1.3450 -0.0003 0.0% 1.3895
High 1.3453 1.3450 -0.0003 0.0% 1.3895
Low 1.3453 1.3450 -0.0003 0.0% 1.3614
Close 1.3453 1.3485 0.0032 0.2% 1.3655
Range
ATR 0.0097 0.0091 -0.0007 -6.9% 0.0000
Volume 12 5 -7 -58.3% 35
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3462 1.3473 1.3485
R3 1.3462 1.3473 1.3485
R2 1.3462 1.3462 1.3485
R1 1.3473 1.3473 1.3485 1.3468
PP 1.3462 1.3462 1.3462 1.3459
S1 1.3473 1.3473 1.3485 1.3468
S2 1.3462 1.3462 1.3485
S3 1.3462 1.3473 1.3485
S4 1.3462 1.3473 1.3485
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4564 1.4391 1.3810
R3 1.4283 1.4110 1.3732
R2 1.4002 1.4002 1.3707
R1 1.3829 1.3829 1.3681 1.3775
PP 1.3721 1.3721 1.3721 1.3695
S1 1.3548 1.3548 1.3629 1.3494
S2 1.3440 1.3440 1.3603
S3 1.3159 1.3267 1.3578
S4 1.2878 1.2986 1.3500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3690 1.3450 0.0240 1.8% 0.0011 0.1% 15% False True 5
10 1.4180 1.3450 0.0730 5.4% 0.0027 0.2% 5% False True 8
20 1.4180 1.3450 0.0730 5.4% 0.0013 0.1% 5% False True 5
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3450
2.618 1.3450
1.618 1.3450
1.000 1.3450
0.618 1.3450
HIGH 1.3450
0.618 1.3450
0.500 1.3450
0.382 1.3450
LOW 1.3450
0.618 1.3450
1.000 1.3450
1.618 1.3450
2.618 1.3450
4.250 1.3450
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 1.3473 1.3525
PP 1.3462 1.3512
S1 1.3450 1.3498

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.