CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.3654 1.3504 -0.0150 -1.1% 1.3468
High 1.3658 1.3602 -0.0056 -0.4% 1.3715
Low 1.3509 1.3462 -0.0047 -0.3% 1.3418
Close 1.3523 1.3588 0.0065 0.5% 1.3665
Range 0.0149 0.0140 -0.0009 -6.0% 0.0297
ATR 0.0102 0.0105 0.0003 2.6% 0.0000
Volume 278,973 364,363 85,390 30.6% 1,423,197
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3971 1.3919 1.3665
R3 1.3831 1.3779 1.3627
R2 1.3691 1.3691 1.3614
R1 1.3639 1.3639 1.3601 1.3665
PP 1.3551 1.3551 1.3551 1.3564
S1 1.3499 1.3499 1.3575 1.3525
S2 1.3411 1.3411 1.3562
S3 1.3271 1.3359 1.3550
S4 1.3131 1.3219 1.3511
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4490 1.4375 1.3828
R3 1.4193 1.4078 1.3747
R2 1.3896 1.3896 1.3719
R1 1.3781 1.3781 1.3692 1.3839
PP 1.3599 1.3599 1.3599 1.3628
S1 1.3484 1.3484 1.3638 1.3542
S2 1.3302 1.3302 1.3611
S3 1.3005 1.3187 1.3583
S4 1.2708 1.2890 1.3502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3715 1.3462 0.0253 1.9% 0.0117 0.9% 50% False True 315,313
10 1.3715 1.3269 0.0446 3.3% 0.0105 0.8% 72% False False 291,329
20 1.3715 1.3044 0.0671 4.9% 0.0108 0.8% 81% False False 290,048
40 1.3715 1.2892 0.0823 6.1% 0.0098 0.7% 85% False False 218,526
60 1.3715 1.2680 0.1035 7.6% 0.0091 0.7% 88% False False 146,354
80 1.3715 1.2680 0.1035 7.6% 0.0086 0.6% 88% False False 109,804
100 1.3715 1.2680 0.1035 7.6% 0.0087 0.6% 88% False False 87,873
120 1.3715 1.2318 0.1397 10.3% 0.0079 0.6% 91% False False 73,231
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 True
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4197
2.618 1.3969
1.618 1.3829
1.000 1.3742
0.618 1.3689
HIGH 1.3602
0.618 1.3549
0.500 1.3532
0.382 1.3515
LOW 1.3462
0.618 1.3375
1.000 1.3322
1.618 1.3235
2.618 1.3095
4.250 1.2867
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.3569 1.3589
PP 1.3551 1.3588
S1 1.3532 1.3588

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

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