CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 1.3571 1.3528 -0.0043 -0.3% 1.3599
High 1.3574 1.3543 -0.0031 -0.2% 1.3654
Low 1.3523 1.3519 -0.0004 0.0% 1.3579
Close 1.3526 1.3529 0.0003 0.0% 1.3612
Range 0.0051 0.0024 -0.0027 -52.9% 0.0075
ATR 0.0052 0.0050 -0.0002 -3.9% 0.0000
Volume 132,949 118,396 -14,553 -10.9% 623,131
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3602 1.3590 1.3542
R3 1.3578 1.3566 1.3536
R2 1.3554 1.3554 1.3533
R1 1.3542 1.3542 1.3531 1.3548
PP 1.3530 1.3530 1.3530 1.3534
S1 1.3518 1.3518 1.3527 1.3524
S2 1.3506 1.3506 1.3525
S3 1.3482 1.3494 1.3522
S4 1.3458 1.3470 1.3516
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3840 1.3801 1.3653
R3 1.3765 1.3726 1.3633
R2 1.3690 1.3690 1.3626
R1 1.3651 1.3651 1.3619 1.3671
PP 1.3615 1.3615 1.3615 1.3625
S1 1.3576 1.3576 1.3605 1.3596
S2 1.3540 1.3540 1.3598
S3 1.3465 1.3501 1.3591
S4 1.3390 1.3426 1.3571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3644 1.3519 0.0125 0.9% 0.0044 0.3% 8% False True 132,999
10 1.3668 1.3519 0.0149 1.1% 0.0046 0.3% 7% False True 135,322
20 1.3705 1.3519 0.0186 1.4% 0.0050 0.4% 5% False True 135,772
40 1.3721 1.3505 0.0216 1.6% 0.0056 0.4% 11% False False 94,973
60 1.3986 1.3505 0.0481 3.6% 0.0056 0.4% 5% False False 63,734
80 1.3986 1.3505 0.0481 3.6% 0.0056 0.4% 5% False False 47,909
100 1.3986 1.3505 0.0481 3.6% 0.0058 0.4% 5% False False 38,369
120 1.3986 1.3488 0.0498 3.7% 0.0054 0.4% 8% False False 31,984
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 0.0010
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.3645
2.618 1.3606
1.618 1.3582
1.000 1.3567
0.618 1.3558
HIGH 1.3543
0.618 1.3534
0.500 1.3531
0.382 1.3528
LOW 1.3519
0.618 1.3504
1.000 1.3495
1.618 1.3480
2.618 1.3456
4.250 1.3417
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 1.3531 1.3575
PP 1.3530 1.3560
S1 1.3530 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.