CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 1.1346 1.1231 -0.0115 -1.0% 1.1387
High 1.1366 1.1244 -0.0122 -1.1% 1.1497
Low 1.1221 1.1152 -0.0069 -0.6% 1.1256
Close 1.1228 1.1169 -0.0059 -0.5% 1.1389
Range 0.0145 0.0092 -0.0053 -36.6% 0.0241
ATR 0.0125 0.0123 -0.0002 -1.9% 0.0000
Volume 255 228 -27 -10.6% 1,611
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1464 1.1409 1.1220
R3 1.1372 1.1317 1.1194
R2 1.1280 1.1280 1.1186
R1 1.1225 1.1225 1.1177 1.1207
PP 1.1188 1.1188 1.1188 1.1179
S1 1.1133 1.1133 1.1161 1.1115
S2 1.1096 1.1096 1.1152
S3 1.1004 1.1041 1.1144
S4 1.0912 1.0949 1.1118
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.2104 1.1987 1.1522
R3 1.1863 1.1746 1.1455
R2 1.1622 1.1622 1.1433
R1 1.1505 1.1505 1.1411 1.1564
PP 1.1381 1.1381 1.1381 1.1410
S1 1.1264 1.1264 1.1367 1.1323
S2 1.1140 1.1140 1.1345
S3 1.0899 1.1023 1.1323
S4 1.0658 1.0782 1.1256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1497 1.1152 0.0345 3.1% 0.0137 1.2% 5% False True 346
10 1.1497 1.1152 0.0345 3.1% 0.0111 1.0% 5% False True 264
20 1.1630 1.1130 0.0500 4.5% 0.0123 1.1% 8% False False 217
40 1.1749 1.0893 0.0856 7.7% 0.0115 1.0% 32% False False 178
60 1.1749 1.0860 0.0889 8.0% 0.0110 1.0% 35% False False 134
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1635
2.618 1.1485
1.618 1.1393
1.000 1.1336
0.618 1.1301
HIGH 1.1244
0.618 1.1209
0.500 1.1198
0.382 1.1187
LOW 1.1152
0.618 1.1095
1.000 1.1060
1.618 1.1003
2.618 1.0911
4.250 1.0761
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 1.1198 1.1325
PP 1.1188 1.1273
S1 1.1179 1.1221

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.