CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 1.3789 1.3626 -0.0163 -1.2% 1.3774
High 1.3798 1.3630 -0.0168 -1.2% 1.3845
Low 1.3600 1.3509 -0.0091 -0.7% 1.3486
Close 1.3619 1.3553 -0.0066 -0.5% 1.3754
Range 0.0198 0.0121 -0.0077 -38.9% 0.0359
ATR 0.0186 0.0181 -0.0005 -2.5% 0.0000
Volume 591 320 -271 -45.9% 3,682
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3927 1.3861 1.3620
R3 1.3806 1.3740 1.3586
R2 1.3685 1.3685 1.3575
R1 1.3619 1.3619 1.3564 1.3592
PP 1.3564 1.3564 1.3564 1.3550
S1 1.3498 1.3498 1.3542 1.3471
S2 1.3443 1.3443 1.3531
S3 1.3322 1.3377 1.3520
S4 1.3201 1.3256 1.3486
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4772 1.4622 1.3951
R3 1.4413 1.4263 1.3853
R2 1.4054 1.4054 1.3820
R1 1.3904 1.3904 1.3787 1.3800
PP 1.3695 1.3695 1.3695 1.3643
S1 1.3545 1.3545 1.3721 1.3441
S2 1.3336 1.3336 1.3688
S3 1.2977 1.3186 1.3655
S4 1.2618 1.2827 1.3557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3844 1.3486 0.0358 2.6% 0.0201 1.5% 19% False False 768
10 1.3874 1.3486 0.0388 2.9% 0.0179 1.3% 17% False False 866
20 1.4231 1.3486 0.0745 5.5% 0.0180 1.3% 9% False False 746
40 1.4231 1.3161 0.1070 7.9% 0.0174 1.3% 37% False False 574
60 1.4472 1.3161 0.1311 9.7% 0.0150 1.1% 30% False False 397
80 1.4472 1.3161 0.1311 9.7% 0.0132 1.0% 30% False False 301
100 1.4472 1.3161 0.1311 9.7% 0.0113 0.8% 30% False False 241
120 1.4556 1.3161 0.1395 10.3% 0.0096 0.7% 28% False False 201
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 False
Bull Hook False
Stretch 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4144
2.618 1.3947
1.618 1.3826
1.000 1.3751
0.618 1.3705
HIGH 1.3630
0.618 1.3584
0.500 1.3570
0.382 1.3555
LOW 1.3509
0.618 1.3434
1.000 1.3388
1.618 1.3313
2.618 1.3192
4.250 1.2995
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 1.3570 1.3654
PP 1.3564 1.3620
S1 1.3559 1.3587

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.