CME Euro FX (E) Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 1.2559 1.2544 -0.0015 -0.1% 1.2739
High 1.2568 1.2555 -0.0013 -0.1% 1.2805
Low 1.2506 1.2478 -0.0028 -0.2% 1.2545
Close 1.2520 1.2520 0.0000 0.0% 1.2585
Range 0.0062 0.0077 0.0015 24.2% 0.0260
ATR 0.0101 0.0099 -0.0002 -1.7% 0.0000
Volume 267 196 -71 -26.6% 420
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2749 1.2711 1.2562
R3 1.2672 1.2634 1.2541
R2 1.2595 1.2595 1.2534
R1 1.2557 1.2557 1.2527 1.2538
PP 1.2518 1.2518 1.2518 1.2508
S1 1.2480 1.2480 1.2513 1.2461
S2 1.2441 1.2441 1.2506
S3 1.2364 1.2403 1.2499
S4 1.2287 1.2326 1.2478
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3425 1.3265 1.2728
R3 1.3165 1.3005 1.2657
R2 1.2905 1.2905 1.2633
R1 1.2745 1.2745 1.2609 1.2695
PP 1.2645 1.2645 1.2645 1.2620
S1 1.2485 1.2485 1.2561 1.2435
S2 1.2385 1.2385 1.2537
S3 1.2125 1.2225 1.2514
S4 1.1865 1.1965 1.2442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2745 1.2478 0.0267 2.1% 0.0086 0.7% 16% False True 153
10 1.2805 1.2478 0.0327 2.6% 0.0103 0.8% 13% False True 125
20 1.2805 1.2325 0.0480 3.8% 0.0103 0.8% 41% False False 126
40 1.3300 1.2325 0.0975 7.8% 0.0082 0.7% 20% False False 86
60 1.3300 1.2325 0.0975 7.8% 0.0061 0.5% 20% False False 60
80 1.3364 1.2325 0.1039 8.3% 0.0051 0.4% 19% False False 46
100 1.3491 1.2325 0.1166 9.3% 0.0045 0.4% 17% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2882
2.618 1.2757
1.618 1.2680
1.000 1.2632
0.618 1.2603
HIGH 1.2555
0.618 1.2526
0.500 1.2517
0.382 1.2507
LOW 1.2478
0.618 1.2430
1.000 1.2401
1.618 1.2353
2.618 1.2276
4.250 1.2151
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 1.2519 1.2542
PP 1.2518 1.2535
S1 1.2517 1.2527

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.