CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 1.1387 1.1350 -0.0037 -0.3% 1.1177
High 1.1403 1.1368 -0.0035 -0.3% 1.1387
Low 1.1325 1.1300 -0.0025 -0.2% 1.1169
Close 1.1354 1.1313 -0.0041 -0.4% 1.1375
Range 0.0078 0.0068 -0.0010 -12.8% 0.0218
ATR 0.0117 0.0114 -0.0004 -3.0% 0.0000
Volume 116 245 129 111.2% 705
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1531 1.1490 1.1350
R3 1.1463 1.1422 1.1332
R2 1.1395 1.1395 1.1325
R1 1.1354 1.1354 1.1319 1.1341
PP 1.1327 1.1327 1.1327 1.1320
S1 1.1286 1.1286 1.1307 1.1273
S2 1.1259 1.1259 1.1301
S3 1.1191 1.1218 1.1294
S4 1.1123 1.1150 1.1276
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1964 1.1888 1.1495
R3 1.1746 1.1670 1.1435
R2 1.1528 1.1528 1.1415
R1 1.1452 1.1452 1.1395 1.1490
PP 1.1310 1.1310 1.1310 1.1330
S1 1.1234 1.1234 1.1355 1.1272
S2 1.1092 1.1092 1.1335
S3 1.0874 1.1016 1.1315
S4 1.0656 1.0798 1.1255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1403 1.1173 0.0230 2.0% 0.0086 0.8% 61% False False 181
10 1.1403 1.1130 0.0273 2.4% 0.0095 0.8% 67% False False 193
20 1.1749 1.1063 0.0686 6.1% 0.0127 1.1% 36% False False 173
40 1.1749 1.0860 0.0889 7.9% 0.0111 1.0% 51% False False 140
60 1.1749 1.0860 0.0889 7.9% 0.0104 0.9% 51% False False 108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1546
1.618 1.1478
1.000 1.1436
0.618 1.1410
HIGH 1.1368
0.618 1.1342
0.500 1.1334
0.382 1.1326
LOW 1.1300
0.618 1.1258
1.000 1.1232
1.618 1.1190
2.618 1.1122
4.250 1.1011
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 1.1334 1.1350
PP 1.1327 1.1337
S1 1.1320 1.1325

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.