CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 1.3550 1.3530 -0.0020 -0.1% 1.3762
High 1.3555 1.3536 -0.0019 -0.1% 1.3762
Low 1.3465 1.3530 0.0065 0.5% 1.3465
Close 1.3489 1.3536 0.0047 0.3% 1.3536
Range 0.0090 0.0006 -0.0084 -93.3% 0.0297
ATR 0.0113 0.0108 -0.0005 -4.2% 0.0000
Volume 9 25 16 177.8% 97
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3552 1.3550 1.3539
R3 1.3546 1.3544 1.3538
R2 1.3540 1.3540 1.3537
R1 1.3538 1.3538 1.3537 1.3539
PP 1.3534 1.3534 1.3534 1.3535
S1 1.3532 1.3532 1.3535 1.3533
S2 1.3528 1.3528 1.3535
S3 1.3522 1.3526 1.3534
S4 1.3516 1.3520 1.3533
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4479 1.4304 1.3699
R3 1.4182 1.4007 1.3618
R2 1.3885 1.3885 1.3590
R1 1.3710 1.3710 1.3563 1.3649
PP 1.3588 1.3588 1.3588 1.3557
S1 1.3413 1.3413 1.3509 1.3352
S2 1.3291 1.3291 1.3482
S3 1.2994 1.3116 1.3454
S4 1.2697 1.2819 1.3373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3762 1.3465 0.0297 2.2% 0.0090 0.7% 24% False False 19
10 1.3843 1.3465 0.0378 2.8% 0.0091 0.7% 19% False False 14
20 1.4188 1.3465 0.0723 5.3% 0.0050 0.4% 10% False False 10
40 1.4188 1.3221 0.0967 7.1% 0.0025 0.2% 33% False False 6
60 1.4458 1.3221 0.1237 9.1% 0.0020 0.1% 25% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3562
2.618 1.3552
1.618 1.3546
1.000 1.3542
0.618 1.3540
HIGH 1.3536
0.618 1.3534
0.500 1.3533
0.382 1.3532
LOW 1.3530
0.618 1.3526
1.000 1.3524
1.618 1.3520
2.618 1.3514
4.250 1.3505
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 1.3535 1.3527
PP 1.3534 1.3519
S1 1.3533 1.3510

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.