CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.2517 1.2495 -0.0022 -0.2% 1.2600
High 1.2553 1.2495 -0.0058 -0.5% 1.2600
Low 1.2517 1.2495 -0.0022 -0.2% 1.2381
Close 1.2550 1.2495 -0.0055 -0.4% 1.2472
Range 0.0036 0.0000 -0.0036 -100.0% 0.0219
ATR 0.0065 0.0064 -0.0001 -1.1% 0.0000
Volume 6 3 -3 -50.0% 6
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2495 1.2495 1.2495
R3 1.2495 1.2495 1.2495
R2 1.2495 1.2495 1.2495
R1 1.2495 1.2495 1.2495 1.2495
PP 1.2495 1.2495 1.2495 1.2495
S1 1.2495 1.2495 1.2495 1.2495
S2 1.2495 1.2495 1.2495
S3 1.2495 1.2495 1.2495
S4 1.2495 1.2495 1.2495
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3141 1.3026 1.2592
R3 1.2922 1.2807 1.2532
R2 1.2703 1.2703 1.2512
R1 1.2588 1.2588 1.2492 1.2536
PP 1.2484 1.2484 1.2484 1.2459
S1 1.2369 1.2369 1.2452 1.2317
S2 1.2265 1.2265 1.2432
S3 1.2046 1.2150 1.2412
S4 1.1827 1.1931 1.2352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2553 1.2381 0.0172 1.4% 0.0042 0.3% 66% False False 2
10 1.2775 1.2381 0.0394 3.2% 0.0038 0.3% 29% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2495
2.618 1.2495
1.618 1.2495
1.000 1.2495
0.618 1.2495
HIGH 1.2495
0.618 1.2495
0.500 1.2495
0.382 1.2495
LOW 1.2495
0.618 1.2495
1.000 1.2495
1.618 1.2495
2.618 1.2495
4.250 1.2495
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.2495 1.2486
PP 1.2495 1.2476
S1 1.2495 1.2467

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.