CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 1.3520 1.3504 -0.0016 -0.1% 1.3794
High 1.3520 1.3523 0.0003 0.0% 1.3809
Low 1.3498 1.3504 0.0006 0.0% 1.3498
Close 1.3498 1.3523 0.0025 0.2% 1.3498
Range 0.0022 0.0019 -0.0003 -13.6% 0.0311
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 26 8 -18 -69.2% 97
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3574 1.3567 1.3533
R3 1.3555 1.3548 1.3528
R2 1.3536 1.3536 1.3526
R1 1.3529 1.3529 1.3525 1.3533
PP 1.3517 1.3517 1.3517 1.3518
S1 1.3510 1.3510 1.3521 1.3514
S2 1.3498 1.3498 1.3520
S3 1.3479 1.3491 1.3518
S4 1.3460 1.3472 1.3513
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4535 1.4327 1.3669
R3 1.4224 1.4016 1.3584
R2 1.3913 1.3913 1.3555
R1 1.3705 1.3705 1.3527 1.3654
PP 1.3602 1.3602 1.3602 1.3576
S1 1.3394 1.3394 1.3469 1.3343
S2 1.3291 1.3291 1.3441
S3 1.2980 1.3083 1.3412
S4 1.2669 1.2772 1.3327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3789 1.3498 0.0291 2.2% 0.0043 0.3% 9% False False 19
10 1.3820 1.3498 0.0322 2.4% 0.0041 0.3% 8% False False 15
20 1.3820 1.3491 0.0329 2.4% 0.0037 0.3% 10% False False 10
40 1.3820 1.3270 0.0550 4.1% 0.0027 0.2% 46% False False 6
60 1.3820 1.3131 0.0689 5.1% 0.0022 0.2% 57% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3604
2.618 1.3573
1.618 1.3554
1.000 1.3542
0.618 1.3535
HIGH 1.3523
0.618 1.3516
0.500 1.3514
0.382 1.3511
LOW 1.3504
0.618 1.3492
1.000 1.3485
1.618 1.3473
2.618 1.3454
4.250 1.3423
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 1.3520 1.3587
PP 1.3517 1.3566
S1 1.3514 1.3544

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.