CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1.3275 1.3257 -0.0018 -0.1% 1.3226
High 1.3275 1.3257 -0.0018 -0.1% 1.3275
Low 1.3275 1.3257 -0.0018 -0.1% 1.3226
Close 1.3275 1.3257 -0.0018 -0.1% 1.3257
Range
ATR 0.0045 0.0043 -0.0002 -4.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3257 1.3257 1.3257
R3 1.3257 1.3257 1.3257
R2 1.3257 1.3257 1.3257
R1 1.3257 1.3257 1.3257 1.3257
PP 1.3257 1.3257 1.3257 1.3257
S1 1.3257 1.3257 1.3257 1.3257
S2 1.3257 1.3257 1.3257
S3 1.3257 1.3257 1.3257
S4 1.3257 1.3257 1.3257
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3400 1.3377 1.3284
R3 1.3351 1.3328 1.3270
R2 1.3302 1.3302 1.3266
R1 1.3279 1.3279 1.3261 1.3291
PP 1.3253 1.3253 1.3253 1.3258
S1 1.3230 1.3230 1.3253 1.3242
S2 1.3204 1.3204 1.3248
S3 1.3155 1.3181 1.3244
S4 1.3106 1.3132 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3275 1.3201 0.0074 0.6% 0.0008 0.1% 76% False False 1
10 1.3338 1.3103 0.0235 1.8% 0.0024 0.2% 66% False False 3
20 1.3338 1.2939 0.0399 3.0% 0.0028 0.2% 80% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0021 0.2% 86% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3257
2.618 1.3257
1.618 1.3257
1.000 1.3257
0.618 1.3257
HIGH 1.3257
0.618 1.3257
0.500 1.3257
0.382 1.3257
LOW 1.3257
0.618 1.3257
1.000 1.3257
1.618 1.3257
2.618 1.3257
4.250 1.3257
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1.3257 1.3266
PP 1.3257 1.3263
S1 1.3257 1.3260

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.