CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1.3153 1.3163 0.0010 0.1% 1.3212
High 1.3159 1.3189 0.0030 0.2% 1.3240
Low 1.3149 1.3163 0.0014 0.1% 1.3165
Close 1.3159 1.3176 0.0017 0.1% 1.3165
Range 0.0010 0.0026 0.0016 160.0% 0.0075
ATR 0.0032 0.0032 0.0000 -0.4% 0.0000
Volume 3 3 0 0.0% 54
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3254 1.3241 1.3190
R3 1.3228 1.3215 1.3183
R2 1.3202 1.3202 1.3181
R1 1.3189 1.3189 1.3178 1.3196
PP 1.3176 1.3176 1.3176 1.3179
S1 1.3163 1.3163 1.3174 1.3170
S2 1.3150 1.3150 1.3171
S3 1.3124 1.3137 1.3169
S4 1.3098 1.3111 1.3162
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3415 1.3365 1.3206
R3 1.3340 1.3290 1.3186
R2 1.3265 1.3265 1.3179
R1 1.3215 1.3215 1.3172 1.3203
PP 1.3190 1.3190 1.3190 1.3184
S1 1.3140 1.3140 1.3158 1.3128
S2 1.3115 1.3115 1.3151
S3 1.3040 1.3065 1.3144
S4 1.2965 1.2990 1.3124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3240 1.3149 0.0091 0.7% 0.0032 0.2% 30% False False 5
10 1.3306 1.3149 0.0157 1.2% 0.0027 0.2% 17% False False 6
20 1.3434 1.3149 0.0285 2.2% 0.0018 0.1% 9% False False 7
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3300
2.618 1.3257
1.618 1.3231
1.000 1.3215
0.618 1.3205
HIGH 1.3189
0.618 1.3179
0.500 1.3176
0.382 1.3173
LOW 1.3163
0.618 1.3147
1.000 1.3137
1.618 1.3121
2.618 1.3095
4.250 1.3053
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1.3176 1.3185
PP 1.3176 1.3182
S1 1.3176 1.3179

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.