CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.3054 1.3111 0.0057 0.4% 1.3164
High 1.3140 1.3194 0.0054 0.4% 1.3194
Low 1.3054 1.3063 0.0009 0.1% 1.3032
Close 1.3111 1.3188 0.0077 0.6% 1.3188
Range 0.0086 0.0131 0.0045 52.3% 0.0162
ATR 0.0088 0.0091 0.0003 3.4% 0.0000
Volume 12 58 46 383.3% 209
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3541 1.3496 1.3260
R3 1.3410 1.3365 1.3224
R2 1.3279 1.3279 1.3212
R1 1.3234 1.3234 1.3200 1.3257
PP 1.3148 1.3148 1.3148 1.3160
S1 1.3103 1.3103 1.3176 1.3126
S2 1.3017 1.3017 1.3164
S3 1.2886 1.2972 1.3152
S4 1.2755 1.2841 1.3116
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3624 1.3568 1.3277
R3 1.3462 1.3406 1.3233
R2 1.3300 1.3300 1.3218
R1 1.3244 1.3244 1.3203 1.3272
PP 1.3138 1.3138 1.3138 1.3152
S1 1.3082 1.3082 1.3173 1.3110
S2 1.2976 1.2976 1.3158
S3 1.2814 1.2920 1.3143
S4 1.2652 1.2758 1.3099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3194 1.3032 0.0162 1.2% 0.0075 0.6% 96% True False 41
10 1.3292 1.3032 0.0260 2.0% 0.0077 0.6% 60% False False 32
20 1.3500 1.3032 0.0468 3.5% 0.0068 0.5% 33% False False 31
40 1.3500 1.2945 0.0555 4.2% 0.0058 0.4% 44% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3751
2.618 1.3537
1.618 1.3406
1.000 1.3325
0.618 1.3275
HIGH 1.3194
0.618 1.3144
0.500 1.3129
0.382 1.3113
LOW 1.3063
0.618 1.2982
1.000 1.2932
1.618 1.2851
2.618 1.2720
4.250 1.2506
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.3168 1.3163
PP 1.3148 1.3138
S1 1.3129 1.3113

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.