CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 1.0988 1.1000 0.0012 0.1% 1.1169
High 1.1008 1.1059 0.0051 0.5% 1.1240
Low 1.0920 1.1000 0.0080 0.7% 1.0878
Close 1.0951 1.1045 0.0094 0.9% 1.0895
Range 0.0088 0.0059 -0.0029 -33.0% 0.0362
ATR 0.0099 0.0099 0.0001 0.7% 0.0000
Volume 39 68 29 74.4% 175
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1212 1.1187 1.1077
R3 1.1153 1.1128 1.1061
R2 1.1094 1.1094 1.1056
R1 1.1069 1.1069 1.1050 1.1082
PP 1.1035 1.1035 1.1035 1.1041
S1 1.1010 1.1010 1.1040 1.1023
S2 1.0976 1.0976 1.1034
S3 1.0917 1.0951 1.1029
S4 1.0858 1.0892 1.1013
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2090 1.1855 1.1094
R3 1.1728 1.1493 1.0995
R2 1.1366 1.1366 1.0961
R1 1.1131 1.1131 1.0928 1.1068
PP 1.1004 1.1004 1.1004 1.0973
S1 1.0769 1.0769 1.0862 1.0706
S2 1.0642 1.0642 1.0829
S3 1.0280 1.0407 1.0795
S4 0.9918 1.0045 1.0696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0860 0.0199 1.8% 0.0082 0.7% 93% True False 41
10 1.1241 1.0860 0.0381 3.4% 0.0098 0.9% 49% False False 62
20 1.1311 1.0860 0.0451 4.1% 0.0092 0.8% 41% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1310
2.618 1.1213
1.618 1.1154
1.000 1.1118
0.618 1.1095
HIGH 1.1059
0.618 1.1036
0.500 1.1030
0.382 1.1023
LOW 1.1000
0.618 1.0964
1.000 1.0941
1.618 1.0905
2.618 1.0846
4.250 1.0749
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 1.1040 1.1017
PP 1.1035 1.0988
S1 1.1030 1.0960

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.