CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.3115 1.3107 -0.0008 -0.1% 1.3233
High 1.3142 1.3114 -0.0028 -0.2% 1.3233
Low 1.3115 1.3107 -0.0008 -0.1% 1.3030
Close 1.3142 1.3114 -0.0028 -0.2% 1.3101
Range 0.0027 0.0007 -0.0020 -74.1% 0.0203
ATR 0.0047 0.0046 -0.0001 -1.9% 0.0000
Volume 11 1 -10 -90.9% 7
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3133 1.3130 1.3118
R3 1.3126 1.3123 1.3116
R2 1.3119 1.3119 1.3115
R1 1.3116 1.3116 1.3115 1.3118
PP 1.3112 1.3112 1.3112 1.3112
S1 1.3109 1.3109 1.3113 1.3111
S2 1.3105 1.3105 1.3113
S3 1.3098 1.3102 1.3112
S4 1.3091 1.3095 1.3110
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 1.3207 1.3030 0.0177 1.3% 0.0033 0.2% 47% False False 3
10 1.3275 1.3030 0.0245 1.9% 0.0016 0.1% 34% False False 2
20 1.3338 1.2978 0.0360 2.7% 0.0026 0.2% 38% False False 3
40 1.3338 1.2751 0.0587 4.5% 0.0025 0.2% 62% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3144
2.618 1.3132
1.618 1.3125
1.000 1.3121
0.618 1.3118
HIGH 1.3114
0.618 1.3111
0.500 1.3111
0.382 1.3110
LOW 1.3107
0.618 1.3103
1.000 1.3100
1.618 1.3096
2.618 1.3089
4.250 1.3077
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.3113 1.3105
PP 1.3112 1.3095
S1 1.3111 1.3086

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

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