CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.2770 1.2755 -0.0015 -0.1% 1.2816
High 1.2806 1.2758 -0.0048 -0.4% 1.2894
Low 1.2742 1.2740 -0.0002 0.0% 1.2742
Close 1.2742 1.2743 0.0001 0.0% 1.2742
Range 0.0064 0.0018 -0.0046 -71.9% 0.0152
ATR 0.0054 0.0052 -0.0003 -4.8% 0.0000
Volume 106 9 -97 -91.5% 131
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2801 1.2790 1.2753
R3 1.2783 1.2772 1.2748
R2 1.2765 1.2765 1.2746
R1 1.2754 1.2754 1.2745 1.2751
PP 1.2747 1.2747 1.2747 1.2745
S1 1.2736 1.2736 1.2741 1.2733
S2 1.2729 1.2729 1.2740
S3 1.2711 1.2718 1.2738
S4 1.2693 1.2700 1.2733
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3249 1.3147 1.2826
R3 1.3097 1.2995 1.2784
R2 1.2945 1.2945 1.2770
R1 1.2843 1.2843 1.2756 1.2818
PP 1.2793 1.2793 1.2793 1.2780
S1 1.2691 1.2691 1.2728 1.2666
S2 1.2641 1.2641 1.2714
S3 1.2489 1.2539 1.2700
S4 1.2337 1.2387 1.2658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2894 1.2740 0.0154 1.2% 0.0051 0.4% 2% False True 27
10 1.3022 1.2740 0.0282 2.2% 0.0041 0.3% 1% False True 17
20 1.3158 1.2740 0.0418 3.3% 0.0025 0.2% 1% False True 9
40 1.3158 1.2740 0.0418 3.3% 0.0019 0.1% 1% False True 6
60 1.3200 1.2403 0.0797 6.3% 0.0028 0.2% 43% False False 9
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2835
2.618 1.2805
1.618 1.2787
1.000 1.2776
0.618 1.2769
HIGH 1.2758
0.618 1.2751
0.500 1.2749
0.382 1.2747
LOW 1.2740
0.618 1.2729
1.000 1.2722
1.618 1.2711
2.618 1.2693
4.250 1.2664
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.2749 1.2773
PP 1.2747 1.2763
S1 1.2745 1.2753

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.