CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 1.3347 1.3286 -0.0061 -0.5% 1.3126
High 1.3347 1.3286 -0.0061 -0.5% 1.3385
Low 1.3347 1.3286 -0.0061 -0.5% 1.3101
Close 1.3286 1.3130 -0.0156 -1.2% 1.3350
Range
ATR 0.0065 0.0061 -0.0005 -7.1% 0.0000
Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3234 1.3182 1.3130
R3 1.3234 1.3182 1.3130
R2 1.3234 1.3234 1.3130
R1 1.3182 1.3182 1.3130 1.3208
PP 1.3234 1.3234 1.3234 1.3247
S1 1.3182 1.3182 1.3130 1.3208
S2 1.3234 1.3234 1.3130
S3 1.3234 1.3182 1.3130
S4 1.3234 1.3182 1.3130
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4131 1.4024 1.3506
R3 1.3847 1.3740 1.3428
R2 1.3563 1.3563 1.3402
R1 1.3456 1.3456 1.3376 1.3510
PP 1.3279 1.3279 1.3279 1.3305
S1 1.3172 1.3172 1.3324 1.3226
S2 1.2995 1.2995 1.3298
S3 1.2711 1.2888 1.3272
S4 1.2427 1.2604 1.3194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3385 1.3240 0.0145 1.1% 0.0020 0.1% -76% False False 2
10 1.3385 1.3070 0.0315 2.4% 0.0018 0.1% 19% False False 1
20 1.3465 1.3061 0.0404 3.1% 0.0017 0.1% 17% 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 1.3286
2.618 1.3286
1.618 1.3286
1.000 1.3286
0.618 1.3286
HIGH 1.3286
0.618 1.3286
0.500 1.3286
0.382 1.3286
LOW 1.3286
0.618 1.3286
1.000 1.3286
1.618 1.3286
2.618 1.3286
4.250 1.3286
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 1.3286 1.3294
PP 1.3234 1.3239
S1 1.3182 1.3185

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.