CME Euro FX (E) Future June 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1.3125 1.3265 0.0140 1.1% 1.3188
High 1.3280 1.3290 0.0010 0.1% 1.3225
Low 1.3099 1.3239 0.0140 1.1% 1.3035
Close 1.3254 1.3258 0.0004 0.0% 1.3159
Range 0.0181 0.0051 -0.0130 -71.8% 0.0190
ATR 0.0134 0.0128 -0.0006 -4.4% 0.0000
Volume 523 451 -72 -13.8% 2,059
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3415 1.3388 1.3286
R3 1.3364 1.3337 1.3272
R2 1.3313 1.3313 1.3267
R1 1.3286 1.3286 1.3263 1.3274
PP 1.3262 1.3262 1.3262 1.3257
S1 1.3235 1.3235 1.3253 1.3223
S2 1.3211 1.3211 1.3249
S3 1.3160 1.3184 1.3244
S4 1.3109 1.3133 1.3230
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3710 1.3624 1.3264
R3 1.3520 1.3434 1.3211
R2 1.3330 1.3330 1.3194
R1 1.3244 1.3244 1.3176 1.3192
PP 1.3140 1.3140 1.3140 1.3114
S1 1.3054 1.3054 1.3142 1.3002
S2 1.2950 1.2950 1.3124
S3 1.2760 1.2864 1.3107
S4 1.2570 1.2674 1.3055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3290 1.3039 0.0251 1.9% 0.0114 0.9% 87% True False 363
10 1.3290 1.3035 0.0255 1.9% 0.0127 1.0% 87% True False 426
20 1.3290 1.2645 0.0645 4.9% 0.0136 1.0% 95% True False 426
40 1.3290 1.2645 0.0645 4.9% 0.0117 0.9% 95% True False 294
60 1.3785 1.2645 0.1140 8.6% 0.0107 0.8% 54% False False 207
80 1.4188 1.2645 0.1543 11.6% 0.0085 0.6% 40% False False 156
100 1.4188 1.2645 0.1543 11.6% 0.0069 0.5% 40% False False 126
120 1.4458 1.2645 0.1813 13.7% 0.0059 0.4% 34% False False 105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0031
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3507
2.618 1.3424
1.618 1.3373
1.000 1.3341
0.618 1.3322
HIGH 1.3290
0.618 1.3271
0.500 1.3265
0.382 1.3258
LOW 1.3239
0.618 1.3207
1.000 1.3188
1.618 1.3156
2.618 1.3105
4.250 1.3022
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.3265 1.3227
PP 1.3262 1.3196
S1 1.3260 1.3165

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.