CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.2381 1.2291 -0.0090 -0.7% 1.2655
High 1.2381 1.2291 -0.0090 -0.7% 1.2655
Low 1.2299 1.2267 -0.0032 -0.3% 1.2316
Close 1.2299 1.2267 -0.0032 -0.3% 1.2318
Range 0.0082 0.0024 -0.0058 -70.7% 0.0339
ATR 0.0086 0.0082 -0.0004 -4.5% 0.0000
Volume 5 4 -1 -20.0% 58
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2347 1.2331 1.2280
R3 1.2323 1.2307 1.2274
R2 1.2299 1.2299 1.2271
R1 1.2283 1.2283 1.2269 1.2279
PP 1.2275 1.2275 1.2275 1.2273
S1 1.2259 1.2259 1.2265 1.2255
S2 1.2251 1.2251 1.2263
S3 1.2227 1.2235 1.2260
S4 1.2203 1.2211 1.2254
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3447 1.3221 1.2504
R3 1.3108 1.2882 1.2411
R2 1.2769 1.2769 1.2380
R1 1.2543 1.2543 1.2349 1.2487
PP 1.2430 1.2430 1.2430 1.2401
S1 1.2204 1.2204 1.2287 1.2148
S2 1.2091 1.2091 1.2256
S3 1.1752 1.1865 1.2225
S4 1.1413 1.1526 1.2132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2598 1.2267 0.0331 2.7% 0.0090 0.7% 0% False True 13
10 1.2720 1.2267 0.0453 3.7% 0.0069 0.6% 0% False True 10
20 1.2749 1.2267 0.0482 3.9% 0.0054 0.4% 0% False True 7
40 1.2847 1.2267 0.0580 4.7% 0.0047 0.4% 0% False True 5
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2393
2.618 1.2354
1.618 1.2330
1.000 1.2315
0.618 1.2306
HIGH 1.2291
0.618 1.2282
0.500 1.2279
0.382 1.2276
LOW 1.2267
0.618 1.2252
1.000 1.2243
1.618 1.2228
2.618 1.2204
4.250 1.2165
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.2279 1.2324
PP 1.2275 1.2305
S1 1.2271 1.2286

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.