CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.3099 1.3106 0.0007 0.1% 1.3156
High 1.3136 1.3161 0.0025 0.2% 1.3180
Low 1.3045 1.3106 0.0061 0.5% 1.3045
Close 1.3104 1.3133 0.0029 0.2% 1.3104
Range 0.0091 0.0055 -0.0036 -39.6% 0.0135
ATR 0.0115 0.0111 -0.0004 -3.6% 0.0000
Volume 404 386 -18 -4.5% 904
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3298 1.3271 1.3163
R3 1.3243 1.3216 1.3148
R2 1.3188 1.3188 1.3143
R1 1.3161 1.3161 1.3138 1.3175
PP 1.3133 1.3133 1.3133 1.3140
S1 1.3106 1.3106 1.3128 1.3120
S2 1.3078 1.3078 1.3123
S3 1.3023 1.3051 1.3118
S4 1.2968 1.2996 1.3103
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3515 1.3444 1.3178
R3 1.3380 1.3309 1.3141
R2 1.3245 1.3245 1.3129
R1 1.3174 1.3174 1.3116 1.3142
PP 1.3110 1.3110 1.3110 1.3094
S1 1.3039 1.3039 1.3092 1.3007
S2 1.2975 1.2975 1.3079
S3 1.2840 1.2904 1.3067
S4 1.2705 1.2769 1.3030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3180 1.3045 0.0135 1.0% 0.0085 0.6% 65% False False 258
10 1.3484 1.3045 0.0439 3.3% 0.0121 0.9% 20% False False 197
20 1.3484 1.2960 0.0524 4.0% 0.0109 0.8% 33% False False 109
40 1.4180 1.2960 0.1220 9.3% 0.0066 0.5% 14% False False 58
60 1.4180 1.2960 0.1220 9.3% 0.0046 0.4% 14% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3395
2.618 1.3305
1.618 1.3250
1.000 1.3216
0.618 1.3195
HIGH 1.3161
0.618 1.3140
0.500 1.3134
0.382 1.3127
LOW 1.3106
0.618 1.3072
1.000 1.3051
1.618 1.3017
2.618 1.2962
4.250 1.2872
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.3134 1.3123
PP 1.3133 1.3113
S1 1.3133 1.3104

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.