CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1.1022 1.1024 0.0003 0.0% 1.1122
High 1.1055 1.0932 -0.0123 -1.1% 1.1131
Low 1.0992 1.0932 -0.0060 -0.5% 1.0932
Close 1.1045 1.0932 -0.0114 -1.0% 1.0932
Range 0.0063 0.0000 -0.0063 -100.0% 0.0200
ATR 0.0106 0.0107 0.0001 0.5% 0.0000
Volume 166,637 240,182 73,545 44.1% 967,260
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0932 1.0932 1.0932
R3 1.0932 1.0932 1.0932
R2 1.0932 1.0932 1.0932
R1 1.0932 1.0932 1.0932 1.0932
PP 1.0932 1.0932 1.0932 1.0932
S1 1.0932 1.0932 1.0932 1.0932
S2 1.0932 1.0932 1.0932
S3 1.0932 1.0932 1.0932
S4 1.0932 1.0932 1.0932
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1597 1.1464 1.1041
R3 1.1397 1.1264 1.0986
R2 1.1198 1.1198 1.0968
R1 1.1065 1.1065 1.0950 1.1031
PP 1.0998 1.0998 1.0998 1.0981
S1 1.0865 1.0865 1.0913 1.0832
S2 1.0799 1.0799 1.0895
S3 1.0599 1.0666 1.0877
S4 1.0400 1.0466 1.0822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1131 1.0932 0.0200 1.8% 0.0068 0.6% 0% False True 193,452
10 1.1342 1.0932 0.0411 3.8% 0.0081 0.7% 0% False True 196,289
20 1.1386 1.0821 0.0565 5.2% 0.0112 1.0% 20% False False 229,229
40 1.1386 1.0728 0.0658 6.0% 0.0107 1.0% 31% False False 213,860
60 1.1386 1.0540 0.0846 7.7% 0.0109 1.0% 46% False False 189,519
80 1.1386 1.0540 0.0846 7.7% 0.0103 0.9% 46% False False 142,956
100 1.1524 1.0540 0.0984 9.0% 0.0102 0.9% 40% False False 114,460
120 1.1524 1.0540 0.0984 9.0% 0.0103 0.9% 40% False False 95,444
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 1.0932
2.618 1.0932
1.618 1.0932
1.000 1.0932
0.618 1.0932
HIGH 1.0932
0.618 1.0932
0.500 1.0932
0.382 1.0932
LOW 1.0932
0.618 1.0932
1.000 1.0932
1.618 1.0932
2.618 1.0932
4.250 1.0932
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1.0932 1.0993
PP 1.0932 1.0973
S1 1.0932 1.0952

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.