CME Euro FX (E) Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 1.2321 1.2290 -0.0031 -0.3% 1.2149
High 1.2327 1.2348 0.0021 0.2% 1.2407
Low 1.2251 1.2275 0.0024 0.2% 1.2069
Close 1.2285 1.2329 0.0044 0.4% 1.2333
Range 0.0076 0.0073 -0.0003 -3.9% 0.0338
ATR 0.0110 0.0107 -0.0003 -2.4% 0.0000
Volume 1,610 522 -1,088 -67.6% 3,721
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2536 1.2506 1.2369
R3 1.2463 1.2433 1.2349
R2 1.2390 1.2390 1.2342
R1 1.2360 1.2360 1.2336 1.2375
PP 1.2317 1.2317 1.2317 1.2325
S1 1.2287 1.2287 1.2322 1.2302
S2 1.2244 1.2244 1.2316
S3 1.2171 1.2214 1.2309
S4 1.2098 1.2141 1.2289
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3284 1.3146 1.2519
R3 1.2946 1.2808 1.2426
R2 1.2608 1.2608 1.2395
R1 1.2470 1.2470 1.2364 1.2539
PP 1.2270 1.2270 1.2270 1.2304
S1 1.2132 1.2132 1.2302 1.2201
S2 1.1932 1.1932 1.2271
S3 1.1594 1.1794 1.2240
S4 1.1256 1.1456 1.2147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2407 1.2088 0.0319 2.6% 0.0120 1.0% 76% False False 821
10 1.2407 1.2069 0.0338 2.7% 0.0107 0.9% 77% False False 829
20 1.2648 1.2069 0.0579 4.7% 0.0104 0.8% 45% False False 557
40 1.2805 1.2069 0.0736 6.0% 0.0106 0.9% 35% False False 353
60 1.3077 1.2069 0.1008 8.2% 0.0094 0.8% 26% False False 253
80 1.3300 1.2069 0.1231 10.0% 0.0077 0.6% 21% False False 192
100 1.3364 1.2069 0.1295 10.5% 0.0066 0.5% 20% False False 155
120 1.3491 1.2069 0.1422 11.5% 0.0058 0.5% 18% False False 130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2658
2.618 1.2539
1.618 1.2466
1.000 1.2421
0.618 1.2393
HIGH 1.2348
0.618 1.2320
0.500 1.2312
0.382 1.2303
LOW 1.2275
0.618 1.2230
1.000 1.2202
1.618 1.2157
2.618 1.2084
4.250 1.1965
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 1.2323 1.2329
PP 1.2317 1.2329
S1 1.2312 1.2329

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.