CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 1.1501 1.1380 -0.0121 -1.1% 1.1350
High 1.1503 1.1380 -0.0123 -1.1% 1.1560
Low 1.1354 1.1310 -0.0044 -0.4% 1.1338
Close 1.1354 1.1372 0.0018 0.2% 1.1354
Range 0.0149 0.0070 -0.0079 -53.0% 0.0222
ATR 0.0119 0.0116 -0.0004 -2.9% 0.0000
Volume 29 72 43 148.3% 514
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1564 1.1538 1.1411
R3 1.1494 1.1468 1.1391
R2 1.1424 1.1424 1.1385
R1 1.1398 1.1398 1.1378 1.1376
PP 1.1354 1.1354 1.1354 1.1343
S1 1.1328 1.1328 1.1366 1.1306
S2 1.1284 1.1284 1.1359
S3 1.1214 1.1258 1.1353
S4 1.1144 1.1188 1.1334
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.2083 1.1941 1.1476
R3 1.1861 1.1719 1.1415
R2 1.1639 1.1639 1.1395
R1 1.1497 1.1497 1.1374 1.1568
PP 1.1417 1.1417 1.1417 1.1453
S1 1.1275 1.1275 1.1334 1.1346
S2 1.1195 1.1195 1.1313
S3 1.0973 1.1053 1.1293
S4 1.0751 1.0831 1.1232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1310 0.0250 2.2% 0.0135 1.2% 25% False True 97
10 1.1560 1.1290 0.0270 2.4% 0.0111 1.0% 30% False False 129
20 1.1900 1.1135 0.0765 6.7% 0.0122 1.1% 31% False False 127
40 1.2564 1.1135 0.1429 12.6% 0.0088 0.8% 17% False False 81
60 1.2610 1.1135 0.1475 13.0% 0.0071 0.6% 16% False False 55
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1678
2.618 1.1563
1.618 1.1493
1.000 1.1450
0.618 1.1423
HIGH 1.1380
0.618 1.1353
0.500 1.1345
0.382 1.1337
LOW 1.1310
0.618 1.1267
1.000 1.1240
1.618 1.1197
2.618 1.1127
4.250 1.1013
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 1.1363 1.1411
PP 1.1354 1.1398
S1 1.1345 1.1385

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.