CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 1.3459 1.3552 0.0093 0.7% 1.3356
High 1.3505 1.3588 0.0083 0.6% 1.3480
Low 1.3459 1.3544 0.0085 0.6% 1.3323
Close 1.3501 1.3579 0.0078 0.6% 1.3478
Range 0.0046 0.0044 -0.0002 -4.3% 0.0157
ATR 0.0053 0.0055 0.0002 4.6% 0.0000
Volume 7 12 5 71.4% 27
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3702 1.3685 1.3603
R3 1.3658 1.3641 1.3591
R2 1.3614 1.3614 1.3587
R1 1.3597 1.3597 1.3583 1.3606
PP 1.3570 1.3570 1.3570 1.3575
S1 1.3553 1.3553 1.3575 1.3562
S2 1.3526 1.3526 1.3571
S3 1.3482 1.3509 1.3567
S4 1.3438 1.3465 1.3555
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 1.3588 1.3333 0.0255 1.9% 0.0039 0.3% 96% True False 5
10 1.3588 1.3314 0.0274 2.0% 0.0032 0.2% 97% True False 13
20 1.3588 1.3030 0.0558 4.1% 0.0026 0.2% 98% True False 8
40 1.3588 1.2939 0.0649 4.8% 0.0026 0.2% 99% True False 6
60 1.3588 1.2751 0.0837 6.2% 0.0023 0.2% 99% True False 4
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3775
2.618 1.3703
1.618 1.3659
1.000 1.3632
0.618 1.3615
HIGH 1.3588
0.618 1.3571
0.500 1.3566
0.382 1.3561
LOW 1.3544
0.618 1.3517
1.000 1.3500
1.618 1.3473
2.618 1.3429
4.250 1.3357
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 1.3575 1.3561
PP 1.3570 1.3542
S1 1.3566 1.3524

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

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