CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.3143 1.3042 -0.0101 -0.8% 1.3233
High 1.3143 1.3101 -0.0042 -0.3% 1.3233
Low 1.3092 1.3030 -0.0062 -0.5% 1.3030
Close 1.3092 1.3101 0.0009 0.1% 1.3101
Range 0.0051 0.0071 0.0020 39.2% 0.0203
ATR 0.0046 0.0048 0.0002 3.9% 0.0000
Volume 1 2 1 100.0% 7
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3290 1.3267 1.3140
R3 1.3219 1.3196 1.3121
R2 1.3148 1.3148 1.3114
R1 1.3125 1.3125 1.3108 1.3137
PP 1.3077 1.3077 1.3077 1.3083
S1 1.3054 1.3054 1.3094 1.3066
S2 1.3006 1.3006 1.3088
S3 1.2935 1.2983 1.3081
S4 1.2864 1.2912 1.3062
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3730 1.3619 1.3213
R3 1.3527 1.3416 1.3157
R2 1.3324 1.3324 1.3138
R1 1.3213 1.3213 1.3120 1.3167
PP 1.3121 1.3121 1.3121 1.3099
S1 1.3010 1.3010 1.3082 1.2964
S2 1.2918 1.2918 1.3064
S3 1.2715 1.2807 1.3045
S4 1.2512 1.2604 1.2989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3257 1.3030 0.0227 1.7% 0.0026 0.2% 31% False True 1
10 1.3279 1.3030 0.0249 1.9% 0.0017 0.1% 29% False True 1
20 1.3338 1.2939 0.0399 3.0% 0.0030 0.2% 41% False False 3
40 1.3338 1.2751 0.0587 4.5% 0.0024 0.2% 60% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3403
2.618 1.3287
1.618 1.3216
1.000 1.3172
0.618 1.3145
HIGH 1.3101
0.618 1.3074
0.500 1.3066
0.382 1.3057
LOW 1.3030
0.618 1.2986
1.000 1.2959
1.618 1.2915
2.618 1.2844
4.250 1.2728
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.3089 1.3119
PP 1.3077 1.3113
S1 1.3066 1.3107

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

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