CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 1.3650 1.3641 -0.0009 -0.1% 1.3470
High 1.3700 1.3641 -0.0059 -0.4% 1.3700
Low 1.3649 1.3523 -0.0126 -0.9% 1.3459
Close 1.3675 1.3534 -0.0141 -1.0% 1.3675
Range 0.0051 0.0118 0.0067 131.4% 0.0241
ATR 0.0057 0.0064 0.0007 12.0% 0.0000
Volume 9 10 1 11.1% 41
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3920 1.3845 1.3599
R3 1.3802 1.3727 1.3566
R2 1.3684 1.3684 1.3556
R1 1.3609 1.3609 1.3545 1.3588
PP 1.3566 1.3566 1.3566 1.3555
S1 1.3491 1.3491 1.3523 1.3470
S2 1.3448 1.3448 1.3512
S3 1.3330 1.3373 1.3502
S4 1.3212 1.3255 1.3469
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4334 1.4246 1.3808
R3 1.4093 1.4005 1.3741
R2 1.3852 1.3852 1.3719
R1 1.3764 1.3764 1.3697 1.3808
PP 1.3611 1.3611 1.3611 1.3634
S1 1.3523 1.3523 1.3653 1.3567
S2 1.3370 1.3370 1.3631
S3 1.3129 1.3282 1.3609
S4 1.2888 1.3041 1.3542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3459 0.0241 1.8% 0.0053 0.4% 31% False False 8
10 1.3700 1.3323 0.0377 2.8% 0.0042 0.3% 56% False False 7
20 1.3700 1.3085 0.0615 4.5% 0.0029 0.2% 73% False False 9
40 1.3700 1.2939 0.0761 5.6% 0.0029 0.2% 78% False False 6
60 1.3700 1.2751 0.0949 7.0% 0.0026 0.2% 83% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 69 trading days
Fibonacci Retracements and Extensions
4.250 1.4143
2.618 1.3950
1.618 1.3832
1.000 1.3759
0.618 1.3714
HIGH 1.3641
0.618 1.3596
0.500 1.3582
0.382 1.3568
LOW 1.3523
0.618 1.3450
1.000 1.3405
1.618 1.3332
2.618 1.3214
4.250 1.3022
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 1.3582 1.3612
PP 1.3566 1.3586
S1 1.3550 1.3560

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

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