CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.3461 1.3487 0.0026 0.2% 1.3363
High 1.3507 1.3542 0.0035 0.3% 1.3507
Low 1.3434 1.3479 0.0045 0.3% 1.3357
Close 1.3492 1.3502 0.0010 0.1% 1.3492
Range 0.0073 0.0063 -0.0010 -13.7% 0.0150
ATR 0.0087 0.0086 -0.0002 -2.0% 0.0000
Volume 676 348 -328 -48.5% 2,849
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3697 1.3662 1.3537
R3 1.3634 1.3599 1.3519
R2 1.3571 1.3571 1.3514
R1 1.3536 1.3536 1.3508 1.3554
PP 1.3508 1.3508 1.3508 1.3516
S1 1.3473 1.3473 1.3496 1.3491
S2 1.3445 1.3445 1.3490
S3 1.3382 1.3410 1.3485
S4 1.3319 1.3347 1.3467
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3902 1.3847 1.3575
R3 1.3752 1.3697 1.3533
R2 1.3602 1.3602 1.3520
R1 1.3547 1.3547 1.3506 1.3575
PP 1.3452 1.3452 1.3452 1.3466
S1 1.3397 1.3397 1.3478 1.3425
S2 1.3302 1.3302 1.3465
S3 1.3152 1.3247 1.3451
S4 1.3002 1.3097 1.3410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3542 1.3362 0.0180 1.3% 0.0080 0.6% 78% True False 496
10 1.3548 1.3300 0.0248 1.8% 0.0097 0.7% 81% False False 643
20 1.3834 1.3300 0.0534 4.0% 0.0090 0.7% 38% False False 621
40 1.3834 1.3300 0.0534 4.0% 0.0079 0.6% 38% False False 462
60 1.3834 1.3123 0.0711 5.3% 0.0070 0.5% 53% False False 324
80 1.3834 1.3123 0.0711 5.3% 0.0061 0.5% 53% False False 245
100 1.3834 1.2781 0.1053 7.8% 0.0058 0.4% 68% False False 199
120 1.3834 1.2781 0.1053 7.8% 0.0055 0.4% 68% False False 166
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3810
2.618 1.3707
1.618 1.3644
1.000 1.3605
0.618 1.3581
HIGH 1.3542
0.618 1.3518
0.500 1.3511
0.382 1.3503
LOW 1.3479
0.618 1.3440
1.000 1.3416
1.618 1.3377
2.618 1.3314
4.250 1.3211
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.3511 1.3496
PP 1.3508 1.3489
S1 1.3505 1.3483

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.