CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.3150 1.3137 -0.0013 -0.1% 1.3099
High 1.3151 1.3171 0.0020 0.2% 1.3225
Low 1.3073 1.3090 0.0017 0.1% 1.3080
Close 1.3141 1.3146 0.0005 0.0% 1.3094
Range 0.0078 0.0081 0.0003 3.8% 0.0145
ATR 0.0094 0.0093 -0.0001 -1.0% 0.0000
Volume 316 600 284 89.9% 650
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3379 1.3343 1.3191
R3 1.3298 1.3262 1.3168
R2 1.3217 1.3217 1.3161
R1 1.3181 1.3181 1.3153 1.3199
PP 1.3136 1.3136 1.3136 1.3145
S1 1.3100 1.3100 1.3139 1.3118
S2 1.3055 1.3055 1.3131
S3 1.2974 1.3019 1.3124
S4 1.2893 1.2938 1.3101
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3568 1.3476 1.3174
R3 1.3423 1.3331 1.3134
R2 1.3278 1.3278 1.3121
R1 1.3186 1.3186 1.3107 1.3160
PP 1.3133 1.3133 1.3133 1.3120
S1 1.3041 1.3041 1.3081 1.3015
S2 1.2988 1.2988 1.3067
S3 1.2843 1.2896 1.3054
S4 1.2698 1.2751 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3186 1.3018 0.0168 1.3% 0.0093 0.7% 76% False False 296
10 1.3225 1.3018 0.0207 1.6% 0.0083 0.6% 62% False False 210
20 1.3396 1.3018 0.0378 2.9% 0.0092 0.7% 34% False False 157
40 1.3500 1.3018 0.0482 3.7% 0.0083 0.6% 27% False False 108
60 1.3500 1.3018 0.0482 3.7% 0.0073 0.6% 27% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3515
2.618 1.3383
1.618 1.3302
1.000 1.3252
0.618 1.3221
HIGH 1.3171
0.618 1.3140
0.500 1.3131
0.382 1.3121
LOW 1.3090
0.618 1.3040
1.000 1.3009
1.618 1.2959
2.618 1.2878
4.250 1.2746
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.3141 1.3140
PP 1.3136 1.3133
S1 1.3131 1.3127

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.