CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.2944 1.2880 -0.0064 -0.5% 1.2873
High 1.3003 1.2897 -0.0106 -0.8% 1.3006
Low 1.2934 1.2868 -0.0066 -0.5% 1.2839
Close 1.2934 1.2893 -0.0041 -0.3% 1.2934
Range 0.0069 0.0029 -0.0040 -58.0% 0.0167
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 17 25 8 47.1% 109
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.2973 1.2962 1.2909
R3 1.2944 1.2933 1.2901
R2 1.2915 1.2915 1.2898
R1 1.2904 1.2904 1.2896 1.2910
PP 1.2886 1.2886 1.2886 1.2889
S1 1.2875 1.2875 1.2890 1.2881
S2 1.2857 1.2857 1.2888
S3 1.2828 1.2846 1.2885
S4 1.2799 1.2817 1.2877
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.3427 1.3348 1.3026
R3 1.3260 1.3181 1.2980
R2 1.3093 1.3093 1.2965
R1 1.3014 1.3014 1.2949 1.3054
PP 1.2926 1.2926 1.2926 1.2946
S1 1.2847 1.2847 1.2919 1.2887
S2 1.2759 1.2759 1.2903
S3 1.2592 1.2680 1.2888
S4 1.2425 1.2513 1.2842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2839 0.0167 1.3% 0.0077 0.6% 32% False False 25
10 1.3042 1.2823 0.0219 1.7% 0.0067 0.5% 32% False False 33
20 1.3250 1.2823 0.0427 3.3% 0.0069 0.5% 16% False False 30
40 1.3250 1.2775 0.0475 3.7% 0.0069 0.5% 25% False False 23
60 1.3250 1.2775 0.0475 3.7% 0.0067 0.5% 25% False False 21
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3020
2.618 1.2973
1.618 1.2944
1.000 1.2926
0.618 1.2915
HIGH 1.2897
0.618 1.2886
0.500 1.2883
0.382 1.2879
LOW 1.2868
0.618 1.2850
1.000 1.2839
1.618 1.2821
2.618 1.2792
4.250 1.2745
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.2890 1.2921
PP 1.2886 1.2912
S1 1.2883 1.2902

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.