CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 1.3043 1.2982 -0.0061 -0.5% 1.2765
High 1.3043 1.3103 0.0060 0.5% 1.2956
Low 1.3043 1.2982 -0.0061 -0.5% 1.2745
Close 1.3043 1.3103 0.0060 0.5% 1.2945
Range 0.0000 0.0121 0.0121 0.0211
ATR 0.0079 0.0082 0.0003 3.8% 0.0000
Volume 2 2 0 0.0% 28
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3426 1.3385 1.3170
R3 1.3305 1.3264 1.3136
R2 1.3184 1.3184 1.3125
R1 1.3143 1.3143 1.3114 1.3164
PP 1.3063 1.3063 1.3063 1.3073
S1 1.3022 1.3022 1.3092 1.3043
S2 1.2942 1.2942 1.3081
S3 1.2821 1.2901 1.3070
S4 1.2700 1.2780 1.3036
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3515 1.3441 1.3061
R3 1.3304 1.3230 1.3003
R2 1.3093 1.3093 1.2984
R1 1.3019 1.3019 1.2964 1.3056
PP 1.2882 1.2882 1.2882 1.2901
S1 1.2808 1.2808 1.2926 1.2845
S2 1.2671 1.2671 1.2906
S3 1.2460 1.2597 1.2887
S4 1.2249 1.2386 1.2829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3103 1.2945 0.0158 1.2% 0.0028 0.2% 100% True False 5
10 1.3103 1.2690 0.0413 3.2% 0.0027 0.2% 100% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3617
2.618 1.3420
1.618 1.3299
1.000 1.3224
0.618 1.3178
HIGH 1.3103
0.618 1.3057
0.500 1.3043
0.382 1.3028
LOW 1.2982
0.618 1.2907
1.000 1.2861
1.618 1.2786
2.618 1.2665
4.250 1.2468
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 1.3083 1.3083
PP 1.3063 1.3063
S1 1.3043 1.3043

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.