CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 1.3219 1.3229 0.0010 0.1% 1.3025
High 1.3219 1.3229 0.0010 0.1% 1.3219
Low 1.3219 1.3141 -0.0078 -0.6% 1.2982
Close 1.3219 1.3141 -0.0078 -0.6% 1.3219
Range 0.0000 0.0088 0.0088 0.0237
ATR 0.0083 0.0083 0.0000 0.5% 0.0000
Volume 9 9 0 0.0% 22
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3434 1.3376 1.3189
R3 1.3346 1.3288 1.3165
R2 1.3258 1.3258 1.3157
R1 1.3200 1.3200 1.3149 1.3185
PP 1.3170 1.3170 1.3170 1.3163
S1 1.3112 1.3112 1.3133 1.3097
S2 1.3082 1.3082 1.3125
S3 1.2994 1.3024 1.3117
S4 1.2906 1.2936 1.3093
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3851 1.3772 1.3349
R3 1.3614 1.3535 1.3284
R2 1.3377 1.3377 1.3262
R1 1.3298 1.3298 1.3241 1.3338
PP 1.3140 1.3140 1.3140 1.3160
S1 1.3061 1.3061 1.3197 1.3101
S2 1.2903 1.2903 1.3176
S3 1.2666 1.2824 1.3154
S4 1.2429 1.2587 1.3089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.2982 0.0247 1.9% 0.0056 0.4% 64% True False 4
10 1.3229 1.2745 0.0484 3.7% 0.0036 0.3% 82% True False 5
20 1.3229 1.2690 0.0539 4.1% 0.0024 0.2% 84% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3603
2.618 1.3459
1.618 1.3371
1.000 1.3317
0.618 1.3283
HIGH 1.3229
0.618 1.3195
0.500 1.3185
0.382 1.3175
LOW 1.3141
0.618 1.3087
1.000 1.3053
1.618 1.2999
2.618 1.2911
4.250 1.2767
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 1.3185 1.3169
PP 1.3170 1.3160
S1 1.3156 1.3150

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.