CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 1.3770 1.3786 0.0016 0.1% 1.3600
High 1.3787 1.3820 0.0033 0.2% 1.3706
Low 1.3770 1.3786 0.0016 0.1% 1.3491
Close 1.3784 1.3806 0.0022 0.2% 1.3685
Range 0.0017 0.0034 0.0017 100.0% 0.0215
ATR 0.0049 0.0048 -0.0001 -1.9% 0.0000
Volume 16 4 -12 -75.0% 33
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3906 1.3890 1.3825
R3 1.3872 1.3856 1.3815
R2 1.3838 1.3838 1.3812
R1 1.3822 1.3822 1.3809 1.3830
PP 1.3804 1.3804 1.3804 1.3808
S1 1.3788 1.3788 1.3803 1.3796
S2 1.3770 1.3770 1.3800
S3 1.3736 1.3754 1.3797
S4 1.3702 1.3720 1.3787
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4194 1.3803
R3 1.4057 1.3979 1.3744
R2 1.3842 1.3842 1.3724
R1 1.3764 1.3764 1.3705 1.3803
PP 1.3627 1.3627 1.3627 1.3647
S1 1.3549 1.3549 1.3665 1.3588
S2 1.3412 1.3412 1.3646
S3 1.3197 1.3334 1.3626
S4 1.2982 1.3119 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3649 0.0171 1.2% 0.0043 0.3% 92% True False 8
10 1.3820 1.3491 0.0329 2.4% 0.0041 0.3% 96% True False 7
20 1.3820 1.3491 0.0329 2.4% 0.0025 0.2% 96% True False 4
40 1.3820 1.3131 0.0689 5.0% 0.0025 0.2% 98% True False 3
60 1.3820 1.3131 0.0689 5.0% 0.0018 0.1% 98% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3965
2.618 1.3909
1.618 1.3875
1.000 1.3854
0.618 1.3841
HIGH 1.3820
0.618 1.3807
0.500 1.3803
0.382 1.3799
LOW 1.3786
0.618 1.3765
1.000 1.3752
1.618 1.3731
2.618 1.3697
4.250 1.3642
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 1.3805 1.3790
PP 1.3804 1.3773
S1 1.3803 1.3757

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.