CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 1.3032 1.2945 -0.0087 -0.7% 1.3100
High 1.3042 1.2945 -0.0097 -0.7% 1.3206
Low 1.2950 1.2869 -0.0081 -0.6% 1.2967
Close 1.2955 1.2893 -0.0062 -0.5% 1.3001
Range 0.0092 0.0076 -0.0016 -17.4% 0.0239
ATR 0.0077 0.0078 0.0001 0.8% 0.0000
Volume 15 85 70 466.7% 63
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 1.3130 1.3088 1.2935
R3 1.3054 1.3012 1.2914
R2 1.2978 1.2978 1.2907
R1 1.2936 1.2936 1.2900 1.2919
PP 1.2902 1.2902 1.2902 1.2894
S1 1.2860 1.2860 1.2886 1.2843
S2 1.2826 1.2826 1.2879
S3 1.2750 1.2784 1.2872
S4 1.2674 1.2708 1.2851
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3627 1.3132
R3 1.3536 1.3388 1.3067
R2 1.3297 1.3297 1.3045
R1 1.3149 1.3149 1.3023 1.3104
PP 1.3058 1.3058 1.3058 1.3035
S1 1.2910 1.2910 1.2979 1.2865
S2 1.2819 1.2819 1.2957
S3 1.2580 1.2671 1.2935
S4 1.2341 1.2432 1.2870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3177 1.2869 0.0308 2.4% 0.0084 0.7% 8% False True 45
10 1.3234 1.2869 0.0365 2.8% 0.0070 0.5% 7% False True 35
20 1.3250 1.2869 0.0381 3.0% 0.0061 0.5% 6% False True 24
40 1.3250 1.2775 0.0475 3.7% 0.0071 0.5% 25% False False 21
60 1.3443 1.2775 0.0668 5.2% 0.0068 0.5% 18% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3268
2.618 1.3144
1.618 1.3068
1.000 1.3021
0.618 1.2992
HIGH 1.2945
0.618 1.2916
0.500 1.2907
0.382 1.2898
LOW 1.2869
0.618 1.2822
1.000 1.2793
1.618 1.2746
2.618 1.2670
4.250 1.2546
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 1.2907 1.2956
PP 1.2902 1.2935
S1 1.2898 1.2914

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.