CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 1.2941 1.2999 0.0058 0.4% 1.2819
High 1.3047 1.3044 -0.0003 0.0% 1.3047
Low 1.2907 1.2975 0.0068 0.5% 1.2751
Close 1.3019 1.3009 -0.0010 -0.1% 1.3019
Range 0.0140 0.0069 -0.0071 -50.7% 0.0296
ATR 0.0119 0.0115 -0.0004 -3.0% 0.0000
Volume 298,273 185,838 -112,435 -37.7% 1,275,691
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3216 1.3182 1.3047
R3 1.3147 1.3113 1.3028
R2 1.3078 1.3078 1.3022
R1 1.3044 1.3044 1.3015 1.3061
PP 1.3009 1.3009 1.3009 1.3018
S1 1.2975 1.2975 1.3003 1.2992
S2 1.2940 1.2940 1.2996
S3 1.2871 1.2906 1.2990
S4 1.2802 1.2837 1.2971
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3827 1.3719 1.3182
R3 1.3531 1.3423 1.3100
R2 1.3235 1.3235 1.3073
R1 1.3127 1.3127 1.3046 1.3181
PP 1.2939 1.2939 1.2939 1.2966
S1 1.2831 1.2831 1.2992 1.2885
S2 1.2643 1.2643 1.2965
S3 1.2347 1.2535 1.2938
S4 1.2051 1.2239 1.2856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3047 1.2751 0.0296 2.3% 0.0111 0.9% 87% False False 273,156
10 1.3094 1.2751 0.0343 2.6% 0.0118 0.9% 75% False False 268,758
20 1.3115 1.2751 0.0364 2.8% 0.0114 0.9% 71% False False 248,029
40 1.3530 1.2751 0.0779 6.0% 0.0113 0.9% 33% False False 126,172
60 1.3731 1.2751 0.0980 7.5% 0.0111 0.9% 26% False False 84,236
80 1.3731 1.2751 0.0980 7.5% 0.0101 0.8% 26% False False 63,204
100 1.3731 1.2711 0.1020 7.8% 0.0089 0.7% 29% False False 50,567
120 1.3731 1.2711 0.1020 7.8% 0.0079 0.6% 29% False False 42,141
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3337
2.618 1.3225
1.618 1.3156
1.000 1.3113
0.618 1.3087
HIGH 1.3044
0.618 1.3018
0.500 1.3010
0.382 1.3001
LOW 1.2975
0.618 1.2932
1.000 1.2906
1.618 1.2863
2.618 1.2794
4.250 1.2682
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 1.3010 1.2972
PP 1.3009 1.2936
S1 1.3009 1.2899

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

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