CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 1.2757 1.2688 -0.0069 -0.5% 1.2834
High 1.2768 1.2722 -0.0046 -0.4% 1.2908
Low 1.2683 1.2670 -0.0013 -0.1% 1.2683
Close 1.2689 1.2700 0.0011 0.1% 1.2689
Range 0.0085 0.0052 -0.0033 -38.8% 0.0225
ATR 0.0076 0.0075 -0.0002 -2.3% 0.0000
Volume 215,880 181,938 -33,942 -15.7% 1,076,682
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2853 1.2829 1.2729
R3 1.2801 1.2777 1.2714
R2 1.2749 1.2749 1.2710
R1 1.2725 1.2725 1.2705 1.2737
PP 1.2697 1.2697 1.2697 1.2704
S1 1.2673 1.2673 1.2695 1.2685
S2 1.2645 1.2645 1.2690
S3 1.2593 1.2621 1.2686
S4 1.2541 1.2569 1.2671
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3435 1.3287 1.2813
R3 1.3210 1.3062 1.2751
R2 1.2985 1.2985 1.2730
R1 1.2837 1.2837 1.2710 1.2799
PP 1.2760 1.2760 1.2760 1.2741
S1 1.2612 1.2612 1.2668 1.2574
S2 1.2535 1.2535 1.2648
S3 1.2310 1.2387 1.2627
S4 1.2085 1.2162 1.2565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2908 1.2670 0.0238 1.9% 0.0074 0.6% 13% False True 214,759
10 1.3006 1.2670 0.0336 2.6% 0.0083 0.7% 9% False True 221,768
20 1.3170 1.2670 0.0500 3.9% 0.0082 0.6% 6% False True 165,588
40 1.3440 1.2670 0.0770 6.1% 0.0068 0.5% 4% False True 83,900
60 1.3657 1.2670 0.0987 7.8% 0.0058 0.5% 3% False True 56,357
80 1.3709 1.2670 0.1039 8.2% 0.0056 0.4% 3% False True 42,362
100 1.3980 1.2670 0.1310 10.3% 0.0055 0.4% 2% False True 33,957
120 1.3980 1.2670 0.1310 10.3% 0.0051 0.4% 2% False True 28,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2943
2.618 1.2858
1.618 1.2806
1.000 1.2774
0.618 1.2754
HIGH 1.2722
0.618 1.2702
0.500 1.2696
0.382 1.2690
LOW 1.2670
0.618 1.2638
1.000 1.2618
1.618 1.2586
2.618 1.2534
4.250 1.2449
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 1.2699 1.2730
PP 1.2697 1.2720
S1 1.2696 1.2710

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.