CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 1.3314 1.3400 0.0086 0.6% 1.3115
High 1.3314 1.3407 0.0093 0.7% 1.3367
Low 1.3314 1.3400 0.0086 0.6% 1.3085
Close 1.3314 1.3407 0.0093 0.7% 1.3363
Range 0.0000 0.0007 0.0007 0.0282
ATR 0.0056 0.0059 0.0003 4.7% 0.0000
Volume 41 41 0 0.0% 18
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3426 1.3423 1.3411
R3 1.3419 1.3416 1.3409
R2 1.3412 1.3412 1.3408
R1 1.3409 1.3409 1.3408 1.3411
PP 1.3405 1.3405 1.3405 1.3405
S1 1.3402 1.3402 1.3406 1.3404
S2 1.3398 1.3398 1.3406
S3 1.3391 1.3395 1.3405
S4 1.3384 1.3388 1.3403
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 1.3407 1.3305 0.0102 0.8% 0.0010 0.1% 100% True False 18
10 1.3407 1.3030 0.0377 2.8% 0.0016 0.1% 100% True False 10
20 1.3407 1.3030 0.0377 2.8% 0.0015 0.1% 100% True False 6
40 1.3407 1.2800 0.0607 4.5% 0.0025 0.2% 100% True False 5
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 1.3437
2.618 1.3425
1.618 1.3418
1.000 1.3414
0.618 1.3411
HIGH 1.3407
0.618 1.3404
0.500 1.3404
0.382 1.3403
LOW 1.3400
0.618 1.3396
1.000 1.3393
1.618 1.3389
2.618 1.3382
4.250 1.3370
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 1.3406 1.3390
PP 1.3405 1.3373
S1 1.3404 1.3356

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

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