CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 1.3568 1.3604 0.0036 0.3% 1.3507
High 1.3630 1.3643 0.0013 0.1% 1.3630
Low 1.3568 1.3604 0.0036 0.3% 1.3490
Close 1.3630 1.3643 0.0013 0.1% 1.3630
Range 0.0062 0.0039 -0.0023 -37.1% 0.0140
ATR 0.0057 0.0055 -0.0001 -2.2% 0.0000
Volume 43 24 -19 -44.2% 225
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3747 1.3734 1.3664
R3 1.3708 1.3695 1.3654
R2 1.3669 1.3669 1.3650
R1 1.3656 1.3656 1.3647 1.3663
PP 1.3630 1.3630 1.3630 1.3633
S1 1.3617 1.3617 1.3639 1.3624
S2 1.3591 1.3591 1.3636
S3 1.3552 1.3578 1.3632
S4 1.3513 1.3539 1.3622
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4003 1.3957 1.3707
R3 1.3863 1.3817 1.3669
R2 1.3723 1.3723 1.3656
R1 1.3677 1.3677 1.3643 1.3700
PP 1.3583 1.3583 1.3583 1.3595
S1 1.3537 1.3537 1.3617 1.3560
S2 1.3443 1.3443 1.3604
S3 1.3303 1.3397 1.3592
S4 1.3163 1.3257 1.3553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3643 1.3490 0.0153 1.1% 0.0055 0.4% 100% True False 34
10 1.3666 1.3488 0.0178 1.3% 0.0050 0.4% 87% False False 88
20 1.3727 1.3488 0.0239 1.8% 0.0042 0.3% 65% False False 277
40 1.3820 1.3488 0.0332 2.4% 0.0033 0.2% 47% False False 142
60 1.3820 1.3429 0.0391 2.9% 0.0030 0.2% 55% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3809
2.618 1.3745
1.618 1.3706
1.000 1.3682
0.618 1.3667
HIGH 1.3643
0.618 1.3628
0.500 1.3624
0.382 1.3619
LOW 1.3604
0.618 1.3580
1.000 1.3565
1.618 1.3541
2.618 1.3502
4.250 1.3438
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 1.3637 1.3618
PP 1.3630 1.3592
S1 1.3624 1.3567

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.