CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.4268 1.4291 0.0023 0.2% 1.4026
High 1.4268 1.4291 0.0023 0.2% 1.4268
Low 1.4268 1.4291 0.0023 0.2% 1.4026
Close 1.4268 1.4291 0.0023 0.2% 1.4268
Range
ATR 0.0078 0.0074 -0.0004 -5.0% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4291 1.4291 1.4291
R3 1.4291 1.4291 1.4291
R2 1.4291 1.4291 1.4291
R1 1.4291 1.4291 1.4291 1.4291
PP 1.4291 1.4291 1.4291 1.4291
S1 1.4291 1.4291 1.4291 1.4291
S2 1.4291 1.4291 1.4291
S3 1.4291 1.4291 1.4291
S4 1.4291 1.4291 1.4291
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4913 1.4833 1.4401
R3 1.4671 1.4591 1.4335
R2 1.4429 1.4429 1.4312
R1 1.4349 1.4349 1.4290 1.4389
PP 1.4187 1.4187 1.4187 1.4208
S1 1.4107 1.4107 1.4246 1.4147
S2 1.3945 1.3945 1.4224
S3 1.3703 1.3865 1.4201
S4 1.3461 1.3623 1.4135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4291 1.4027 0.0264 1.8% 0.0028 0.2% 100% True False 2
10 1.4291 1.3830 0.0461 3.2% 0.0038 0.3% 100% True False 3
20 1.4404 1.3830 0.0574 4.0% 0.0039 0.3% 80% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0024 0.2% 63% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.4291
2.618 1.4291
1.618 1.4291
1.000 1.4291
0.618 1.4291
HIGH 1.4291
0.618 1.4291
0.500 1.4291
0.382 1.4291
LOW 1.4291
0.618 1.4291
1.000 1.4291
1.618 1.4291
2.618 1.4291
4.250 1.4291
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.4291 1.4263
PP 1.4291 1.4236
S1 1.4291 1.4208

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.