CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 1.2888 1.2797 -0.0091 -0.7% 1.3050
High 1.2888 1.2847 -0.0041 -0.3% 1.3077
Low 1.2842 1.2758 -0.0084 -0.7% 1.2948
Close 1.2874 1.2766 -0.0108 -0.8% 1.2950
Range 0.0046 0.0089 0.0043 93.5% 0.0129
ATR 0.0059 0.0063 0.0004 7.0% 0.0000
Volume 1 15 14 1,400.0% 235
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.3057 1.3001 1.2815
R3 1.2968 1.2912 1.2790
R2 1.2879 1.2879 1.2782
R1 1.2823 1.2823 1.2774 1.2807
PP 1.2790 1.2790 1.2790 1.2782
S1 1.2734 1.2734 1.2758 1.2718
S2 1.2701 1.2701 1.2750
S3 1.2612 1.2645 1.2742
S4 1.2523 1.2556 1.2717
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.3379 1.3293 1.3021
R3 1.3250 1.3164 1.2985
R2 1.3121 1.3121 1.2974
R1 1.3035 1.3035 1.2962 1.3014
PP 1.2992 1.2992 1.2992 1.2981
S1 1.2906 1.2906 1.2938 1.2885
S2 1.2863 1.2863 1.2926
S3 1.2734 1.2777 1.2915
S4 1.2605 1.2648 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3009 1.2758 0.0251 2.0% 0.0042 0.3% 3% False True 47
10 1.3233 1.2758 0.0475 3.7% 0.0046 0.4% 2% False True 34
20 1.3300 1.2758 0.0542 4.2% 0.0038 0.3% 1% False True 21
40 1.3364 1.2758 0.0606 4.7% 0.0029 0.2% 1% False True 13
60 1.3491 1.2758 0.0733 5.7% 0.0026 0.2% 1% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.3225
2.618 1.3080
1.618 1.2991
1.000 1.2936
0.618 1.2902
HIGH 1.2847
0.618 1.2813
0.500 1.2803
0.382 1.2792
LOW 1.2758
0.618 1.2703
1.000 1.2669
1.618 1.2614
2.618 1.2525
4.250 1.2380
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 1.2803 1.2854
PP 1.2790 1.2825
S1 1.2778 1.2795

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.