CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 1.3553 1.3507 -0.0046 -0.3% 1.3666
High 1.3553 1.3535 -0.0018 -0.1% 1.3666
Low 1.3488 1.3501 0.0013 0.1% 1.3488
Close 1.3488 1.3535 0.0047 0.3% 1.3488
Range 0.0065 0.0034 -0.0031 -47.7% 0.0178
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 589 78 -511 -86.8% 637
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3626 1.3614 1.3554
R3 1.3592 1.3580 1.3544
R2 1.3558 1.3558 1.3541
R1 1.3546 1.3546 1.3538 1.3552
PP 1.3524 1.3524 1.3524 1.3527
S1 1.3512 1.3512 1.3532 1.3518
S2 1.3490 1.3490 1.3529
S3 1.3456 1.3478 1.3526
S4 1.3422 1.3444 1.3516
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4081 1.3963 1.3586
R3 1.3903 1.3785 1.3537
R2 1.3725 1.3725 1.3521
R1 1.3607 1.3607 1.3504 1.3577
PP 1.3547 1.3547 1.3547 1.3533
S1 1.3429 1.3429 1.3472 1.3399
S2 1.3369 1.3369 1.3455
S3 1.3191 1.3251 1.3439
S4 1.3013 1.3073 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3666 1.3488 0.0178 1.3% 0.0044 0.3% 26% False False 142
10 1.3727 1.3488 0.0239 1.8% 0.0046 0.3% 20% False False 530
20 1.3727 1.3488 0.0239 1.8% 0.0038 0.3% 20% False False 270
40 1.3820 1.3488 0.0332 2.5% 0.0032 0.2% 14% False False 138
60 1.3820 1.3318 0.0502 3.7% 0.0030 0.2% 43% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3680
2.618 1.3624
1.618 1.3590
1.000 1.3569
0.618 1.3556
HIGH 1.3535
0.618 1.3522
0.500 1.3518
0.382 1.3514
LOW 1.3501
0.618 1.3480
1.000 1.3467
1.618 1.3446
2.618 1.3412
4.250 1.3357
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 1.3529 1.3546
PP 1.3524 1.3542
S1 1.3518 1.3539

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.