CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.3310 1.3272 -0.0038 -0.3% 1.3414
High 1.3310 1.3298 -0.0012 -0.1% 1.3420
Low 1.3275 1.3258 -0.0017 -0.1% 1.3363
Close 1.3279 1.3295 0.0016 0.1% 1.3412
Range 0.0035 0.0040 0.0005 14.3% 0.0057
ATR 0.0037 0.0037 0.0000 0.6% 0.0000
Volume 36 46 10 27.8% 1,598
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3404 1.3389 1.3317
R3 1.3364 1.3349 1.3306
R2 1.3324 1.3324 1.3302
R1 1.3309 1.3309 1.3299 1.3317
PP 1.3284 1.3284 1.3284 1.3287
S1 1.3269 1.3269 1.3291 1.3277
S2 1.3244 1.3244 1.3288
S3 1.3204 1.3229 1.3284
S4 1.3164 1.3189 1.3273
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3569 1.3548 1.3443
R3 1.3512 1.3491 1.3428
R2 1.3455 1.3455 1.3422
R1 1.3434 1.3434 1.3417 1.3416
PP 1.3398 1.3398 1.3398 1.3390
S1 1.3377 1.3377 1.3407 1.3359
S2 1.3341 1.3341 1.3402
S3 1.3284 1.3320 1.3396
S4 1.3227 1.3263 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3412 1.3258 0.0154 1.2% 0.0033 0.2% 24% False True 273
10 1.3436 1.3258 0.0178 1.3% 0.0035 0.3% 21% False True 173
20 1.3458 1.3258 0.0200 1.5% 0.0029 0.2% 19% False True 118
40 1.3710 1.3258 0.0452 3.4% 0.0023 0.2% 8% False True 73
60 1.3710 1.3258 0.0452 3.4% 0.0023 0.2% 8% False True 52
80 1.3989 1.3258 0.0731 5.5% 0.0026 0.2% 5% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3468
2.618 1.3403
1.618 1.3363
1.000 1.3338
0.618 1.3323
HIGH 1.3298
0.618 1.3283
0.500 1.3278
0.382 1.3273
LOW 1.3258
0.618 1.3233
1.000 1.3218
1.618 1.3193
2.618 1.3153
4.250 1.3088
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.3289 1.3312
PP 1.3284 1.3306
S1 1.3278 1.3301

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.