CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 1.3372 1.3360 -0.0012 -0.1% 1.3096
High 1.3372 1.3370 -0.0002 0.0% 1.3275
Low 1.3351 1.3348 -0.0003 0.0% 1.3088
Close 1.3351 1.3367 0.0016 0.1% 1.3246
Range 0.0021 0.0022 0.0001 4.8% 0.0187
ATR 0.0058 0.0055 -0.0003 -4.4% 0.0000
Volume 2 9 7 350.0% 23
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3428 1.3419 1.3379
R3 1.3406 1.3397 1.3373
R2 1.3384 1.3384 1.3371
R1 1.3375 1.3375 1.3369 1.3380
PP 1.3362 1.3362 1.3362 1.3364
S1 1.3353 1.3353 1.3365 1.3358
S2 1.3340 1.3340 1.3363
S3 1.3318 1.3331 1.3361
S4 1.3296 1.3309 1.3355
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3764 1.3692 1.3349
R3 1.3577 1.3505 1.3297
R2 1.3390 1.3390 1.3280
R1 1.3318 1.3318 1.3263 1.3354
PP 1.3203 1.3203 1.3203 1.3221
S1 1.3131 1.3131 1.3229 1.3167
S2 1.3016 1.3016 1.3212
S3 1.2829 1.2944 1.3195
S4 1.2642 1.2757 1.3143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3372 1.3246 0.0126 0.9% 0.0014 0.1% 96% False False 3
10 1.3372 1.3000 0.0372 2.8% 0.0028 0.2% 99% False False 3
20 1.3372 1.2863 0.0509 3.8% 0.0015 0.1% 99% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3464
2.618 1.3428
1.618 1.3406
1.000 1.3392
0.618 1.3384
HIGH 1.3370
0.618 1.3362
0.500 1.3359
0.382 1.3356
LOW 1.3348
0.618 1.3334
1.000 1.3326
1.618 1.3312
2.618 1.3290
4.250 1.3255
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 1.3364 1.3362
PP 1.3362 1.3356
S1 1.3359 1.3351

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.