CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 1.3085 1.3281 0.0196 1.5% 1.3233
High 1.3085 1.3281 0.0196 1.5% 1.3233
Low 1.3085 1.3280 0.0195 1.5% 1.3030
Close 1.3085 1.3280 0.0195 1.5% 1.3101
Range 0.0000 0.0001 0.0001 0.0203
ATR 0.0045 0.0056 0.0011 23.8% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3283 1.3283 1.3281
R3 1.3282 1.3282 1.3280
R2 1.3281 1.3281 1.3280
R1 1.3281 1.3281 1.3280 1.3281
PP 1.3280 1.3280 1.3280 1.3280
S1 1.3280 1.3280 1.3280 1.3280
S2 1.3279 1.3279 1.3280
S3 1.3278 1.3279 1.3280
S4 1.3277 1.3278 1.3279
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 1.3281 1.3030 0.0251 1.9% 0.0021 0.2% 100% True False 3
10 1.3281 1.3030 0.0251 1.9% 0.0016 0.1% 100% True False 2
20 1.3338 1.3030 0.0308 2.3% 0.0024 0.2% 81% False False 3
40 1.3338 1.2751 0.0587 4.4% 0.0025 0.2% 90% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3285
2.618 1.3284
1.618 1.3283
1.000 1.3282
0.618 1.3282
HIGH 1.3281
0.618 1.3281
0.500 1.3281
0.382 1.3280
LOW 1.3280
0.618 1.3279
1.000 1.3279
1.618 1.3278
2.618 1.3277
4.250 1.3276
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 1.3281 1.3248
PP 1.3280 1.3215
S1 1.3280 1.3183

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

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