CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.3077 1.3108 0.0031 0.2% 1.2962
High 1.3077 1.3108 0.0031 0.2% 1.3158
Low 1.3054 1.3075 0.0021 0.2% 1.2962
Close 1.3054 1.3075 0.0021 0.2% 1.3054
Range 0.0023 0.0033 0.0010 43.5% 0.0196
ATR 0.0060 0.0059 0.0000 -0.7% 0.0000
Volume 2 1 -1 -50.0% 17
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3185 1.3163 1.3093
R3 1.3152 1.3130 1.3084
R2 1.3119 1.3119 1.3081
R1 1.3097 1.3097 1.3078 1.3092
PP 1.3086 1.3086 1.3086 1.3083
S1 1.3064 1.3064 1.3072 1.3059
S2 1.3053 1.3053 1.3069
S3 1.3020 1.3031 1.3066
S4 1.2987 1.2998 1.3057
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3646 1.3546 1.3162
R3 1.3450 1.3350 1.3108
R2 1.3254 1.3254 1.3090
R1 1.3154 1.3154 1.3072 1.3204
PP 1.3058 1.3058 1.3058 1.3083
S1 1.2958 1.2958 1.3036 1.3008
S2 1.2862 1.2862 1.3018
S3 1.2666 1.2762 1.3000
S4 1.2470 1.2566 1.2946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3158 1.3054 0.0104 0.8% 0.0018 0.1% 20% False False 3
10 1.3158 1.2890 0.0268 2.0% 0.0016 0.1% 69% False False 2
20 1.3158 1.2888 0.0270 2.1% 0.0016 0.1% 69% False False 1
40 1.3200 1.2554 0.0646 4.9% 0.0027 0.2% 81% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3248
2.618 1.3194
1.618 1.3161
1.000 1.3141
0.618 1.3128
HIGH 1.3108
0.618 1.3095
0.500 1.3092
0.382 1.3088
LOW 1.3075
0.618 1.3055
1.000 1.3042
1.618 1.3022
2.618 1.2989
4.250 1.2935
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.3092 1.3081
PP 1.3086 1.3079
S1 1.3081 1.3077

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.