CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.2132 1.2125 -0.0007 -0.1% 1.2256
High 1.2154 1.2147 -0.0007 -0.1% 1.2335
Low 1.2076 1.2051 -0.0025 -0.2% 1.2153
Close 1.2135 1.2071 -0.0064 -0.5% 1.2168
Range 0.0078 0.0096 0.0018 23.1% 0.0182
ATR 0.0114 0.0113 -0.0001 -1.1% 0.0000
Volume 281,651 240,338 -41,313 -14.7% 1,180,567
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2378 1.2320 1.2124
R3 1.2282 1.2224 1.2097
R2 1.2186 1.2186 1.2089
R1 1.2128 1.2128 1.2080 1.2109
PP 1.2090 1.2090 1.2090 1.2080
S1 1.2032 1.2032 1.2062 1.2013
S2 1.1994 1.1994 1.2053
S3 1.1898 1.1936 1.2045
S4 1.1802 1.1840 1.2018
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2765 1.2648 1.2268
R3 1.2583 1.2466 1.2218
R2 1.2401 1.2401 1.2201
R1 1.2284 1.2284 1.2185 1.2252
PP 1.2219 1.2219 1.2219 1.2202
S1 1.2102 1.2102 1.2151 1.2070
S2 1.2037 1.2037 1.2135
S3 1.1855 1.1920 1.2118
S4 1.1673 1.1738 1.2068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2335 1.2051 0.0284 2.4% 0.0101 0.8% 7% False True 245,631
10 1.2335 1.2051 0.0284 2.4% 0.0101 0.8% 7% False True 235,760
20 1.2703 1.2051 0.0652 5.4% 0.0114 0.9% 3% False True 249,789
40 1.2759 1.2051 0.0708 5.9% 0.0121 1.0% 3% False True 186,351
60 1.3292 1.2051 0.1241 10.3% 0.0110 0.9% 2% False True 124,425
80 1.3390 1.2051 0.1339 11.1% 0.0105 0.9% 1% False True 93,371
100 1.3396 1.2051 0.1345 11.1% 0.0100 0.8% 1% False True 74,711
120 1.3500 1.2051 0.1449 12.0% 0.0093 0.8% 1% False True 62,262
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2555
2.618 1.2398
1.618 1.2302
1.000 1.2243
0.618 1.2206
HIGH 1.2147
0.618 1.2110
0.500 1.2099
0.382 1.2088
LOW 1.2051
0.618 1.1992
1.000 1.1955
1.618 1.1896
2.618 1.1800
4.250 1.1643
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.2099 1.2172
PP 1.2090 1.2138
S1 1.2080 1.2105

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.