CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 1.1603 1.1580 -0.0023 -0.2% 1.1900
High 1.1649 1.1580 -0.0069 -0.6% 1.1900
Low 1.1602 1.1385 -0.0217 -1.9% 1.1500
Close 1.1628 1.1413 -0.0215 -1.8% 1.1619
Range 0.0047 0.0195 0.0148 314.9% 0.0400
ATR 0.0087 0.0098 0.0011 12.8% 0.0000
Volume 213 26 -187 -87.8% 457
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2044 1.1924 1.1520
R3 1.1849 1.1729 1.1467
R2 1.1654 1.1654 1.1449
R1 1.1534 1.1534 1.1431 1.1497
PP 1.1459 1.1459 1.1459 1.1441
S1 1.1339 1.1339 1.1395 1.1302
S2 1.1264 1.1264 1.1377
S3 1.1069 1.1144 1.1359
S4 1.0874 1.0949 1.1306
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2873 1.2646 1.1839
R3 1.2473 1.2246 1.1729
R2 1.2073 1.2073 1.1692
R1 1.1846 1.1846 1.1656 1.1760
PP 1.1673 1.1673 1.1673 1.1630
S1 1.1446 1.1446 1.1582 1.1360
S2 1.1273 1.1273 1.1546
S3 1.0873 1.1046 1.1509
S4 1.0473 1.0646 1.1399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1777 1.1385 0.0392 3.4% 0.0131 1.1% 7% False True 130
10 1.1900 1.1385 0.0515 4.5% 0.0102 0.9% 5% False True 106
20 1.2251 1.1385 0.0866 7.6% 0.0076 0.7% 3% False True 73
40 1.2564 1.1385 0.1179 10.3% 0.0059 0.5% 2% False True 40
60 1.2800 1.1385 0.1415 12.4% 0.0054 0.5% 2% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.2409
2.618 1.2091
1.618 1.1896
1.000 1.1775
0.618 1.1701
HIGH 1.1580
0.618 1.1506
0.500 1.1483
0.382 1.1459
LOW 1.1385
0.618 1.1264
1.000 1.1190
1.618 1.1069
2.618 1.0874
4.250 1.0556
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 1.1483 1.1529
PP 1.1459 1.1490
S1 1.1436 1.1452

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.