CME Euro FX (E) Future June 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 1.3350 1.3355 0.0005 0.0% 1.3485
High 1.3400 1.3500 0.0100 0.7% 1.3543
Low 1.3350 1.3355 0.0005 0.0% 1.3260
Close 1.3375 1.3462 0.0087 0.7% 1.3278
Range 0.0050 0.0145 0.0095 190.0% 0.0283
ATR 0.0107 0.0110 0.0003 2.6% 0.0000
Volume 49 6 -43 -87.8% 34
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3874 1.3813 1.3542
R3 1.3729 1.3668 1.3502
R2 1.3584 1.3584 1.3489
R1 1.3523 1.3523 1.3475 1.3554
PP 1.3439 1.3439 1.3439 1.3454
S1 1.3378 1.3378 1.3449 1.3409
S2 1.3294 1.3294 1.3435
S3 1.3149 1.3233 1.3422
S4 1.3004 1.3088 1.3382
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4209 1.4027 1.3434
R3 1.3926 1.3744 1.3356
R2 1.3643 1.3643 1.3330
R1 1.3461 1.3461 1.3304 1.3411
PP 1.3360 1.3360 1.3360 1.3335
S1 1.3178 1.3178 1.3252 1.3128
S2 1.3077 1.3077 1.3226
S3 1.2794 1.2895 1.3200
S4 1.2511 1.2612 1.3122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3500 1.3260 0.0240 1.8% 0.0096 0.7% 84% True False 15
10 1.3555 1.3260 0.0295 2.2% 0.0073 0.5% 68% False False 15
20 1.3843 1.3260 0.0583 4.3% 0.0075 0.6% 35% False False 12
40 1.4188 1.3260 0.0928 6.9% 0.0039 0.3% 22% False False 8
60 1.4188 1.3221 0.0967 7.2% 0.0028 0.2% 25% False False 6
80 1.4458 1.3221 0.1237 9.2% 0.0023 0.2% 19% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4116
2.618 1.3880
1.618 1.3735
1.000 1.3645
0.618 1.3590
HIGH 1.3500
0.618 1.3445
0.500 1.3428
0.382 1.3410
LOW 1.3355
0.618 1.3265
1.000 1.3210
1.618 1.3120
2.618 1.2975
4.250 1.2739
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 1.3451 1.3448
PP 1.3439 1.3434
S1 1.3428 1.3421

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.