CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 1.2940 1.2916 -0.0024 -0.2% 1.3130
High 1.2964 1.2953 -0.0011 -0.1% 1.3161
Low 1.2884 1.2897 0.0013 0.1% 1.2921
Close 1.2906 1.2924 0.0018 0.1% 1.2959
Range 0.0080 0.0056 -0.0024 -30.0% 0.0240
ATR 0.0070 0.0069 -0.0001 -1.4% 0.0000
Volume 370,262 281,865 -88,397 -23.9% 1,118,587
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3093 1.3064 1.2955
R3 1.3037 1.3008 1.2939
R2 1.2981 1.2981 1.2934
R1 1.2952 1.2952 1.2929 1.2967
PP 1.2925 1.2925 1.2925 1.2932
S1 1.2896 1.2896 1.2919 1.2911
S2 1.2869 1.2869 1.2914
S3 1.2813 1.2840 1.2909
S4 1.2757 1.2784 1.2893
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3734 1.3586 1.3091
R3 1.3494 1.3346 1.3025
R2 1.3254 1.3254 1.3003
R1 1.3106 1.3106 1.2981 1.3060
PP 1.3014 1.3014 1.3014 1.2991
S1 1.2866 1.2866 1.2937 1.2820
S2 1.2774 1.2774 1.2915
S3 1.2534 1.2626 1.2893
S4 1.2294 1.2386 1.2827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2992 1.2860 0.0132 1.0% 0.0077 0.6% 48% False False 299,850
10 1.3222 1.2860 0.0362 2.8% 0.0082 0.6% 18% False False 272,707
20 1.3410 1.2860 0.0550 4.3% 0.0069 0.5% 12% False False 214,295
40 1.3552 1.2860 0.0692 5.4% 0.0058 0.4% 9% False False 184,302
60 1.3705 1.2860 0.0845 6.5% 0.0056 0.4% 8% False False 168,955
80 1.3721 1.2860 0.0861 6.7% 0.0057 0.4% 7% False False 138,166
100 1.3986 1.2860 0.1126 8.7% 0.0057 0.4% 6% False False 110,779
120 1.3986 1.2860 0.1126 8.7% 0.0058 0.4% 6% False False 92,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3191
2.618 1.3100
1.618 1.3044
1.000 1.3009
0.618 1.2988
HIGH 1.2953
0.618 1.2932
0.500 1.2925
0.382 1.2918
LOW 1.2897
0.618 1.2862
1.000 1.2841
1.618 1.2806
2.618 1.2750
4.250 1.2659
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 1.2925 1.2920
PP 1.2925 1.2916
S1 1.2924 1.2912

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.