CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.3584 1.3600 0.0016 0.1% 1.3565
High 1.3607 1.3617 0.0010 0.1% 1.3617
Low 1.3569 1.3588 0.0019 0.1% 1.3495
Close 1.3577 1.3591 0.0014 0.1% 1.3591
Range 0.0038 0.0029 -0.0009 -23.7% 0.0122
ATR 0.0065 0.0063 -0.0002 -2.7% 0.0000
Volume 27 26 -1 -3.7% 113
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3686 1.3667 1.3607
R3 1.3657 1.3638 1.3599
R2 1.3628 1.3628 1.3596
R1 1.3609 1.3609 1.3594 1.3604
PP 1.3599 1.3599 1.3599 1.3596
S1 1.3580 1.3580 1.3588 1.3575
S2 1.3570 1.3570 1.3586
S3 1.3541 1.3551 1.3583
S4 1.3512 1.3522 1.3575
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3934 1.3884 1.3658
R3 1.3812 1.3762 1.3625
R2 1.3690 1.3690 1.3613
R1 1.3640 1.3640 1.3602 1.3665
PP 1.3568 1.3568 1.3568 1.3580
S1 1.3518 1.3518 1.3580 1.3543
S2 1.3446 1.3446 1.3569
S3 1.3324 1.3396 1.3557
S4 1.3202 1.3274 1.3524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3617 1.3495 0.0122 0.9% 0.0049 0.4% 79% True False 34
10 1.3617 1.3405 0.0212 1.6% 0.0053 0.4% 88% True False 22
20 1.3617 1.3302 0.0315 2.3% 0.0056 0.4% 92% True False 18
40 1.3820 1.3302 0.0518 3.8% 0.0046 0.3% 56% False False 13
60 1.3820 1.3131 0.0689 5.1% 0.0038 0.3% 67% False False 10
80 1.3820 1.3131 0.0689 5.1% 0.0030 0.2% 67% False False 8
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 0.0006
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3740
2.618 1.3693
1.618 1.3664
1.000 1.3646
0.618 1.3635
HIGH 1.3617
0.618 1.3606
0.500 1.3603
0.382 1.3599
LOW 1.3588
0.618 1.3570
1.000 1.3559
1.618 1.3541
2.618 1.3512
4.250 1.3465
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.3603 1.3584
PP 1.3599 1.3578
S1 1.3595 1.3571

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.