CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 1.3340 1.3314 -0.0026 -0.2% 1.3115
High 1.3340 1.3314 -0.0026 -0.2% 1.3367
Low 1.3305 1.3314 0.0009 0.1% 1.3085
Close 1.3321 1.3314 -0.0007 -0.1% 1.3363
Range 0.0035 0.0000 -0.0035 -100.0% 0.0282
ATR 0.0060 0.0056 -0.0004 -6.3% 0.0000
Volume 1 41 40 4,000.0% 18
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3314 1.3314 1.3314
R3 1.3314 1.3314 1.3314
R2 1.3314 1.3314 1.3314
R1 1.3314 1.3314 1.3314 1.3314
PP 1.3314 1.3314 1.3314 1.3314
S1 1.3314 1.3314 1.3314 1.3314
S2 1.3314 1.3314 1.3314
S3 1.3314 1.3314 1.3314
S4 1.3314 1.3314 1.3314
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4118 1.4022 1.3518
R3 1.3836 1.3740 1.3441
R2 1.3554 1.3554 1.3415
R1 1.3458 1.3458 1.3389 1.3506
PP 1.3272 1.3272 1.3272 1.3296
S1 1.3176 1.3176 1.3337 1.3224
S2 1.2990 1.2990 1.3311
S3 1.2708 1.2894 1.3285
S4 1.2426 1.2612 1.3208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3402 1.3280 0.0122 0.9% 0.0009 0.1% 28% False False 10
10 1.3402 1.3030 0.0372 2.8% 0.0020 0.2% 76% False False 6
20 1.3402 1.3030 0.0372 2.8% 0.0017 0.1% 76% False False 4
40 1.3402 1.2800 0.0602 4.5% 0.0026 0.2% 85% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3314
2.618 1.3314
1.618 1.3314
1.000 1.3314
0.618 1.3314
HIGH 1.3314
0.618 1.3314
0.500 1.3314
0.382 1.3314
LOW 1.3314
0.618 1.3314
1.000 1.3314
1.618 1.3314
2.618 1.3314
4.250 1.3314
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 1.3314 1.3354
PP 1.3314 1.3340
S1 1.3314 1.3327

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

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