CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 1.3270 1.3250 -0.0020 -0.2% 1.3299
High 1.3270 1.3358 0.0088 0.7% 1.3405
Low 1.3270 1.3250 -0.0020 -0.2% 1.3243
Close 1.3270 1.3358 0.0088 0.7% 1.3351
Range 0.0000 0.0108 0.0108 0.0162
ATR 0.0056 0.0059 0.0004 6.7% 0.0000
Volume 1 1 0 0.0% 35
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3646 1.3610 1.3417
R3 1.3538 1.3502 1.3388
R2 1.3430 1.3430 1.3378
R1 1.3394 1.3394 1.3368 1.3412
PP 1.3322 1.3322 1.3322 1.3331
S1 1.3286 1.3286 1.3348 1.3304
S2 1.3214 1.3214 1.3338
S3 1.3106 1.3178 1.3328
S4 1.2998 1.3070 1.3299
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3819 1.3747 1.3440
R3 1.3657 1.3585 1.3396
R2 1.3495 1.3495 1.3381
R1 1.3423 1.3423 1.3366 1.3459
PP 1.3333 1.3333 1.3333 1.3351
S1 1.3261 1.3261 1.3336 1.3297
S2 1.3171 1.3171 1.3321
S3 1.3009 1.3099 1.3306
S4 1.2847 1.2937 1.3262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3358 1.3250 0.0108 0.8% 0.0026 0.2% 100% True True 5
10 1.3405 1.3219 0.0186 1.4% 0.0034 0.3% 75% False False 5
20 1.3405 1.3109 0.0296 2.2% 0.0035 0.3% 84% False False 9
40 1.3405 1.2781 0.0624 4.7% 0.0043 0.3% 92% False False 11
60 1.3425 1.2781 0.0644 4.8% 0.0037 0.3% 90% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.3817
2.618 1.3641
1.618 1.3533
1.000 1.3466
0.618 1.3425
HIGH 1.3358
0.618 1.3317
0.500 1.3304
0.382 1.3291
LOW 1.3250
0.618 1.3183
1.000 1.3142
1.618 1.3075
2.618 1.2967
4.250 1.2791
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 1.3340 1.3340
PP 1.3322 1.3322
S1 1.3304 1.3304

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.