CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 1.3483 1.3471 -0.0012 -0.1% 1.3475
High 1.3495 1.3480 -0.0015 -0.1% 1.3671
Low 1.3483 1.3470 -0.0013 -0.1% 1.3475
Close 1.3449 1.3524 0.0075 0.6% 1.3495
Range 0.0012 0.0010 -0.0002 -16.7% 0.0196
ATR 0.0082 0.0079 -0.0004 -4.4% 0.0000
Volume 5 20 15 300.0% 19
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3521 1.3533 1.3530
R3 1.3511 1.3523 1.3527
R2 1.3501 1.3501 1.3526
R1 1.3513 1.3513 1.3525 1.3507
PP 1.3491 1.3491 1.3491 1.3489
S1 1.3503 1.3503 1.3523 1.3497
S2 1.3481 1.3481 1.3522
S3 1.3471 1.3493 1.3521
S4 1.3461 1.3483 1.3519
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4135 1.4011 1.3603
R3 1.3939 1.3815 1.3549
R2 1.3743 1.3743 1.3531
R1 1.3619 1.3619 1.3513 1.3681
PP 1.3547 1.3547 1.3547 1.3578
S1 1.3423 1.3423 1.3477 1.3485
S2 1.3351 1.3351 1.3459
S3 1.3155 1.3227 1.3441
S4 1.2959 1.3031 1.3387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3610 1.3395 0.0215 1.6% 0.0039 0.3% 60% False False 9
10 1.3671 1.3395 0.0276 2.0% 0.0039 0.3% 47% False False 6
20 1.3812 1.3395 0.0417 3.1% 0.0034 0.3% 31% False False 5
40 1.3812 1.2838 0.0974 7.2% 0.0030 0.2% 70% False False 4
60 1.3812 1.2838 0.0974 7.2% 0.0022 0.2% 70% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3523
2.618 1.3506
1.618 1.3496
1.000 1.3490
0.618 1.3486
HIGH 1.3480
0.618 1.3476
0.500 1.3475
0.382 1.3474
LOW 1.3470
0.618 1.3464
1.000 1.3460
1.618 1.3454
2.618 1.3444
4.250 1.3428
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 1.3508 1.3498
PP 1.3491 1.3471
S1 1.3475 1.3445

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.