CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 1.2260 1.2286 0.0026 0.2% 1.2318
High 1.2260 1.2286 0.0026 0.2% 1.2381
Low 1.2236 1.2286 0.0050 0.4% 1.2236
Close 1.2241 1.2286 0.0045 0.4% 1.2286
Range 0.0024 0.0000 -0.0024 -100.0% 0.0145
ATR 0.0078 0.0076 -0.0002 -3.0% 0.0000
Volume 4 8 4 100.0% 34
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2286 1.2286 1.2286
R3 1.2286 1.2286 1.2286
R2 1.2286 1.2286 1.2286
R1 1.2286 1.2286 1.2286 1.2286
PP 1.2286 1.2286 1.2286 1.2286
S1 1.2286 1.2286 1.2286 1.2286
S2 1.2286 1.2286 1.2286
S3 1.2286 1.2286 1.2286
S4 1.2286 1.2286 1.2286
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2736 1.2656 1.2366
R3 1.2591 1.2511 1.2326
R2 1.2446 1.2446 1.2313
R1 1.2366 1.2366 1.2299 1.2334
PP 1.2301 1.2301 1.2301 1.2285
S1 1.2221 1.2221 1.2273 1.2189
S2 1.2156 1.2156 1.2259
S3 1.2011 1.2076 1.2246
S4 1.1866 1.1931 1.2206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2381 1.2236 0.0145 1.2% 0.0035 0.3% 34% False False 6
10 1.2720 1.2236 0.0484 3.9% 0.0067 0.5% 10% False False 9
20 1.2749 1.2236 0.0513 4.2% 0.0053 0.4% 10% False False 8
40 1.2847 1.2236 0.0611 5.0% 0.0045 0.4% 8% False False 5
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2286
2.618 1.2286
1.618 1.2286
1.000 1.2286
0.618 1.2286
HIGH 1.2286
0.618 1.2286
0.500 1.2286
0.382 1.2286
LOW 1.2286
0.618 1.2286
1.000 1.2286
1.618 1.2286
2.618 1.2286
4.250 1.2286
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.2286 1.2279
PP 1.2286 1.2271
S1 1.2286 1.2264

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.