CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1.3415 1.3394 -0.0021 -0.2% 1.3427
High 1.3415 1.3394 -0.0021 -0.2% 1.3440
Low 1.3388 1.3345 -0.0043 -0.3% 1.3343
Close 1.3390 1.3375 -0.0015 -0.1% 1.3418
Range 0.0027 0.0049 0.0022 81.5% 0.0097
ATR 0.0046 0.0046 0.0000 0.5% 0.0000
Volume 1,193 397 -796 -66.7% 5,221
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3518 1.3496 1.3402
R3 1.3469 1.3447 1.3388
R2 1.3420 1.3420 1.3384
R1 1.3398 1.3398 1.3379 1.3385
PP 1.3371 1.3371 1.3371 1.3365
S1 1.3349 1.3349 1.3371 1.3336
S2 1.3322 1.3322 1.3366
S3 1.3273 1.3300 1.3362
S4 1.3224 1.3251 1.3348
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3691 1.3652 1.3471
R3 1.3594 1.3555 1.3445
R2 1.3497 1.3497 1.3436
R1 1.3458 1.3458 1.3427 1.3429
PP 1.3400 1.3400 1.3400 1.3386
S1 1.3361 1.3361 1.3409 1.3332
S2 1.3303 1.3303 1.3400
S3 1.3206 1.3264 1.3391
S4 1.3109 1.3167 1.3365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3440 1.3343 0.0097 0.7% 0.0053 0.4% 33% False False 1,035
10 1.3451 1.3343 0.0108 0.8% 0.0049 0.4% 30% False False 1,717
20 1.3576 1.3343 0.0233 1.7% 0.0043 0.3% 14% False False 1,342
40 1.3709 1.3343 0.0366 2.7% 0.0044 0.3% 9% False False 915
60 1.3735 1.3343 0.0392 2.9% 0.0046 0.3% 8% False False 767
80 1.3980 1.3343 0.0637 4.8% 0.0045 0.3% 5% False False 585
100 1.3980 1.3343 0.0637 4.8% 0.0042 0.3% 5% False False 474
120 1.3980 1.3343 0.0637 4.8% 0.0039 0.3% 5% False False 397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3602
2.618 1.3522
1.618 1.3473
1.000 1.3443
0.618 1.3424
HIGH 1.3394
0.618 1.3375
0.500 1.3370
0.382 1.3364
LOW 1.3345
0.618 1.3315
1.000 1.3296
1.618 1.3266
2.618 1.3217
4.250 1.3137
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1.3373 1.3393
PP 1.3371 1.3387
S1 1.3370 1.3381

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.