CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.3436 1.3470 0.0034 0.3% 1.3356
High 1.3480 1.3470 -0.0010 -0.1% 1.3480
Low 1.3436 1.3470 0.0034 0.3% 1.3323
Close 1.3478 1.3470 -0.0008 -0.1% 1.3478
Range 0.0044 0.0000 -0.0044 -100.0% 0.0157
ATR 0.0057 0.0054 -0.0004 -6.1% 0.0000
Volume 2 7 5 250.0% 27
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3470 1.3470 1.3470
R3 1.3470 1.3470 1.3470
R2 1.3470 1.3470 1.3470
R1 1.3470 1.3470 1.3470 1.3470
PP 1.3470 1.3470 1.3470 1.3470
S1 1.3470 1.3470 1.3470 1.3470
S2 1.3470 1.3470 1.3470
S3 1.3470 1.3470 1.3470
S4 1.3470 1.3470 1.3470
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3898 1.3845 1.3564
R3 1.3741 1.3688 1.3521
R2 1.3584 1.3584 1.3507
R1 1.3531 1.3531 1.3492 1.3558
PP 1.3427 1.3427 1.3427 1.3440
S1 1.3374 1.3374 1.3464 1.3401
S2 1.3270 1.3270 1.3449
S3 1.3113 1.3217 1.3435
S4 1.2956 1.3060 1.3392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3480 1.3323 0.0157 1.2% 0.0030 0.2% 94% False False 6
10 1.3480 1.3305 0.0175 1.3% 0.0026 0.2% 94% False False 12
20 1.3480 1.3030 0.0450 3.3% 0.0022 0.2% 98% False False 7
40 1.3480 1.2939 0.0541 4.0% 0.0025 0.2% 98% False False 5
60 1.3480 1.2751 0.0729 5.4% 0.0022 0.2% 99% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3470
2.618 1.3470
1.618 1.3470
1.000 1.3470
0.618 1.3470
HIGH 1.3470
0.618 1.3470
0.500 1.3470
0.382 1.3470
LOW 1.3470
0.618 1.3470
1.000 1.3470
1.618 1.3470
2.618 1.3470
4.250 1.3470
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.3470 1.3449
PP 1.3470 1.3428
S1 1.3470 1.3407

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

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