CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 1.3513 1.3533 0.0020 0.1% 1.3368
High 1.3573 1.3552 -0.0021 -0.2% 1.3573
Low 1.3505 1.3501 -0.0004 0.0% 1.3329
Close 1.3530 1.3524 -0.0006 0.0% 1.3524
Range 0.0068 0.0051 -0.0017 -25.0% 0.0244
ATR 0.0088 0.0085 -0.0003 -3.0% 0.0000
Volume 224,931 166,089 -58,842 -26.2% 888,758
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3679 1.3652 1.3552
R3 1.3628 1.3601 1.3538
R2 1.3577 1.3577 1.3533
R1 1.3550 1.3550 1.3529 1.3538
PP 1.3526 1.3526 1.3526 1.3520
S1 1.3499 1.3499 1.3519 1.3487
S2 1.3475 1.3475 1.3515
S3 1.3424 1.3448 1.3510
S4 1.3373 1.3397 1.3496
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4207 1.4110 1.3658
R3 1.3963 1.3866 1.3591
R2 1.3719 1.3719 1.3569
R1 1.3622 1.3622 1.3546 1.3671
PP 1.3475 1.3475 1.3475 1.3500
S1 1.3378 1.3378 1.3502 1.3427
S2 1.3231 1.3231 1.3479
S3 1.2987 1.3134 1.3457
S4 1.2743 1.2890 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3573 1.3329 0.0244 1.8% 0.0086 0.6% 80% False False 177,751
10 1.3573 1.3171 0.0402 3.0% 0.0081 0.6% 88% False False 139,170
20 1.3573 1.3110 0.0463 3.4% 0.0082 0.6% 89% False False 72,523
40 1.3573 1.3110 0.0463 3.4% 0.0081 0.6% 89% False False 36,635
60 1.3573 1.2760 0.0813 6.0% 0.0088 0.7% 94% False False 24,531
80 1.3573 1.2760 0.0813 6.0% 0.0087 0.6% 94% False False 18,440
100 1.3573 1.2760 0.0813 6.0% 0.0084 0.6% 94% False False 14,758
120 1.3573 1.2760 0.0813 6.0% 0.0082 0.6% 94% False False 12,302
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3769
2.618 1.3686
1.618 1.3635
1.000 1.3603
0.618 1.3584
HIGH 1.3552
0.618 1.3533
0.500 1.3527
0.382 1.3520
LOW 1.3501
0.618 1.3469
1.000 1.3450
1.618 1.3418
2.618 1.3367
4.250 1.3284
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 1.3527 1.3502
PP 1.3526 1.3480
S1 1.3525 1.3458

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.