CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 1.3086 1.3134 0.0048 0.4% 1.3373
High 1.3086 1.3158 0.0072 0.6% 1.3443
Low 1.3086 1.3115 0.0029 0.2% 1.3195
Close 1.3086 1.3158 0.0072 0.6% 1.3208
Range 0.0000 0.0043 0.0043 0.0248
ATR 0.0077 0.0077 0.0000 -0.5% 0.0000
Volume 6 6 0 0.0% 14
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3273 1.3258 1.3182
R3 1.3230 1.3215 1.3170
R2 1.3187 1.3187 1.3166
R1 1.3172 1.3172 1.3162 1.3180
PP 1.3144 1.3144 1.3144 1.3147
S1 1.3129 1.3129 1.3154 1.3137
S2 1.3101 1.3101 1.3150
S3 1.3058 1.3086 1.3146
S4 1.3015 1.3043 1.3134
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4026 1.3865 1.3344
R3 1.3778 1.3617 1.3276
R2 1.3530 1.3530 1.3253
R1 1.3369 1.3369 1.3231 1.3326
PP 1.3282 1.3282 1.3282 1.3260
S1 1.3121 1.3121 1.3185 1.3078
S2 1.3034 1.3034 1.3163
S3 1.2786 1.2873 1.3140
S4 1.2538 1.2625 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3320 1.3086 0.0234 1.8% 0.0071 0.5% 31% False False 5
10 1.3472 1.3086 0.0386 2.9% 0.0054 0.4% 19% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3341
2.618 1.3271
1.618 1.3228
1.000 1.3201
0.618 1.3185
HIGH 1.3158
0.618 1.3142
0.500 1.3137
0.382 1.3131
LOW 1.3115
0.618 1.3088
1.000 1.3072
1.618 1.3045
2.618 1.3002
4.250 1.2932
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 1.3151 1.3203
PP 1.3144 1.3188
S1 1.3137 1.3173

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.