CME Euro FX (E) Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.2945 1.2950 0.0005 0.0% 1.3034
High 1.2962 1.2950 -0.0012 -0.1% 1.3090
Low 1.2887 1.2890 0.0003 0.0% 1.2887
Close 1.2939 1.2910 -0.0029 -0.2% 1.2939
Range 0.0075 0.0060 -0.0015 -20.0% 0.0203
ATR 0.0095 0.0093 -0.0003 -2.6% 0.0000
Volume 261,817 121,660 -140,157 -53.5% 1,167,684
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3097 1.3063 1.2943
R3 1.3037 1.3003 1.2927
R2 1.2977 1.2977 1.2921
R1 1.2943 1.2943 1.2916 1.2930
PP 1.2917 1.2917 1.2917 1.2910
S1 1.2883 1.2883 1.2905 1.2870
S2 1.2857 1.2857 1.2899
S3 1.2797 1.2823 1.2894
S4 1.2737 1.2763 1.2877
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3581 1.3463 1.3051
R3 1.3378 1.3260 1.2995
R2 1.3175 1.3175 1.2976
R1 1.3057 1.3057 1.2958 1.3015
PP 1.2972 1.2972 1.2972 1.2951
S1 1.2854 1.2854 1.2920 1.2812
S2 1.2769 1.2769 1.2902
S3 1.2566 1.2651 1.2883
S4 1.2363 1.2448 1.2827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3082 1.2887 0.0195 1.5% 0.0087 0.7% 12% False False 216,841
10 1.3147 1.2887 0.0260 2.0% 0.0086 0.7% 9% False False 225,471
20 1.3147 1.2833 0.0314 2.4% 0.0090 0.7% 25% False False 228,904
40 1.3183 1.2520 0.0663 5.1% 0.0102 0.8% 59% False False 205,270
60 1.3183 1.2270 0.0913 7.1% 0.0096 0.7% 70% False False 137,169
80 1.3183 1.2069 0.1114 8.6% 0.0100 0.8% 75% False False 103,030
100 1.3183 1.2069 0.1114 8.6% 0.0103 0.8% 75% False False 82,455
120 1.3183 1.2069 0.1114 8.6% 0.0099 0.8% 75% False False 68,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3205
2.618 1.3107
1.618 1.3047
1.000 1.3010
0.618 1.2987
HIGH 1.2950
0.618 1.2927
0.500 1.2920
0.382 1.2913
LOW 1.2890
0.618 1.2853
1.000 1.2830
1.618 1.2793
2.618 1.2733
4.250 1.2635
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.2920 1.2958
PP 1.2917 1.2942
S1 1.2913 1.2926

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.