CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 1.3493 1.3571 0.0078 0.6% 1.3317
High 1.3592 1.3598 0.0006 0.0% 1.3485
Low 1.3486 1.3545 0.0059 0.4% 1.3269
Close 1.3570 1.3578 0.0008 0.1% 1.3469
Range 0.0106 0.0053 -0.0053 -50.0% 0.0216
ATR 0.0098 0.0095 -0.0003 -3.3% 0.0000
Volume 287,947 240,654 -47,293 -16.4% 1,247,585
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3733 1.3708 1.3607
R3 1.3680 1.3655 1.3593
R2 1.3627 1.3627 1.3588
R1 1.3602 1.3602 1.3583 1.3615
PP 1.3574 1.3574 1.3574 1.3580
S1 1.3549 1.3549 1.3573 1.3562
S2 1.3521 1.3521 1.3568
S3 1.3468 1.3496 1.3563
S4 1.3415 1.3443 1.3549
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4056 1.3978 1.3588
R3 1.3840 1.3762 1.3528
R2 1.3624 1.3624 1.3509
R1 1.3546 1.3546 1.3489 1.3585
PP 1.3408 1.3408 1.3408 1.3427
S1 1.3330 1.3330 1.3449 1.3369
S2 1.3192 1.3192 1.3429
S3 1.2976 1.3114 1.3410
S4 1.2760 1.2898 1.3350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3598 1.3354 0.0244 1.8% 0.0086 0.6% 92% True False 268,690
10 1.3598 1.3269 0.0329 2.4% 0.0097 0.7% 94% True False 285,510
20 1.3598 1.3005 0.0593 4.4% 0.0104 0.8% 97% True False 274,958
40 1.3598 1.2892 0.0706 5.2% 0.0094 0.7% 97% True False 192,940
60 1.3598 1.2680 0.0918 6.8% 0.0088 0.6% 98% True False 128,898
80 1.3598 1.2680 0.0918 6.8% 0.0084 0.6% 98% True False 96,710
100 1.3598 1.2680 0.0918 6.8% 0.0085 0.6% 98% True False 77,395
120 1.3598 1.2300 0.1298 9.6% 0.0076 0.6% 98% True False 64,498
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3823
2.618 1.3737
1.618 1.3684
1.000 1.3651
0.618 1.3631
HIGH 1.3598
0.618 1.3578
0.500 1.3572
0.382 1.3565
LOW 1.3545
0.618 1.3512
1.000 1.3492
1.618 1.3459
2.618 1.3406
4.250 1.3320
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 1.3576 1.3555
PP 1.3574 1.3531
S1 1.3572 1.3508

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These figures are updated between 7pm and 10pm EST after a trading day.

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