O|R of CL : Hot Topic

CME Euro FX (E) Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.2746 1.2787 0.0041 0.3% 1.2719
High 1.2824 1.2832 0.0008 0.1% 1.2807
Low 1.2743 1.2768 0.0025 0.2% 1.2665
Close 1.2811 1.2809 -0.0002 0.0% 1.2730
Range 0.0081 0.0064 -0.0017 -21.0% 0.0142
ATR 0.0087 0.0085 -0.0002 -1.9% 0.0000
Volume 215,057 238,921 23,864 11.1% 1,224,713
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2995 1.2966 1.2844
R3 1.2931 1.2902 1.2827
R2 1.2867 1.2867 1.2821
R1 1.2838 1.2838 1.2815 1.2853
PP 1.2803 1.2803 1.2803 1.2810
S1 1.2774 1.2774 1.2803 1.2789
S2 1.2739 1.2739 1.2797
S3 1.2675 1.2710 1.2791
S4 1.2611 1.2646 1.2774
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3160 1.3087 1.2808
R3 1.3018 1.2945 1.2769
R2 1.2876 1.2876 1.2756
R1 1.2803 1.2803 1.2743 1.2840
PP 1.2734 1.2734 1.2734 1.2752
S1 1.2661 1.2661 1.2717 1.2698
S2 1.2592 1.2592 1.2704
S3 1.2450 1.2519 1.2691
S4 1.2308 1.2377 1.2652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2832 1.2693 0.0139 1.1% 0.0081 0.6% 83% True False 244,388
10 1.2881 1.2665 0.0216 1.7% 0.0082 0.6% 67% False False 262,519
20 1.3029 1.2665 0.0364 2.8% 0.0081 0.6% 40% False False 235,850
40 1.3147 1.2665 0.0482 3.8% 0.0089 0.7% 30% False False 239,371
60 1.3183 1.2484 0.0699 5.5% 0.0096 0.7% 46% False False 201,597
80 1.3183 1.2160 0.1023 8.0% 0.0097 0.8% 63% False False 151,380
100 1.3183 1.2069 0.1114 8.7% 0.0099 0.8% 66% False False 121,212
120 1.3183 1.2069 0.1114 8.7% 0.0100 0.8% 66% False False 101,034
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 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3104
2.618 1.3000
1.618 1.2936
1.000 1.2896
0.618 1.2872
HIGH 1.2832
0.618 1.2808
0.500 1.2800
0.382 1.2792
LOW 1.2768
0.618 1.2728
1.000 1.2704
1.618 1.2664
2.618 1.2600
4.250 1.2496
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.2806 1.2794
PP 1.2803 1.2778
S1 1.2800 1.2763

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.