CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.3338 1.3279 -0.0059 -0.4% 1.2978
High 1.3338 1.3279 -0.0059 -0.4% 1.3208
Low 1.3286 1.3279 -0.0007 -0.1% 1.2978
Close 1.3286 1.3279 -0.0007 -0.1% 1.3198
Range 0.0052 0.0000 -0.0052 -100.0% 0.0230
ATR 0.0052 0.0048 -0.0003 -6.2% 0.0000
Volume 2 1 -1 -50.0% 26
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3279 1.3279 1.3279
R3 1.3279 1.3279 1.3279
R2 1.3279 1.3279 1.3279
R1 1.3279 1.3279 1.3279 1.3279
PP 1.3279 1.3279 1.3279 1.3279
S1 1.3279 1.3279 1.3279 1.3279
S2 1.3279 1.3279 1.3279
S3 1.3279 1.3279 1.3279
S4 1.3279 1.3279 1.3279
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3818 1.3738 1.3325
R3 1.3588 1.3508 1.3261
R2 1.3358 1.3358 1.3240
R1 1.3278 1.3278 1.3219 1.3318
PP 1.3128 1.3128 1.3128 1.3148
S1 1.3048 1.3048 1.3177 1.3088
S2 1.2898 1.2898 1.3156
S3 1.2668 1.2818 1.3135
S4 1.2438 1.2588 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3338 1.3103 0.0235 1.8% 0.0040 0.3% 75% False False 4
10 1.3338 1.2939 0.0399 3.0% 0.0035 0.3% 85% False False 5
20 1.3338 1.2932 0.0406 3.1% 0.0034 0.3% 85% False False 4
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3279
2.618 1.3279
1.618 1.3279
1.000 1.3279
0.618 1.3279
HIGH 1.3279
0.618 1.3279
0.500 1.3279
0.382 1.3279
LOW 1.3279
0.618 1.3279
1.000 1.3279
1.618 1.3279
2.618 1.3279
4.250 1.3279
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.3279 1.3283
PP 1.3279 1.3281
S1 1.3279 1.3280

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.