CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 1.3485 1.3422 -0.0063 -0.5% 1.3641
High 1.3489 1.3422 -0.0067 -0.5% 1.3641
Low 1.3415 1.3381 -0.0034 -0.3% 1.3381
Close 1.3421 1.3381 -0.0040 -0.3% 1.3381
Range 0.0074 0.0041 -0.0033 -44.6% 0.0260
ATR 0.0072 0.0069 -0.0002 -3.1% 0.0000
Volume 2 16 14 700.0% 46
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3518 1.3490 1.3404
R3 1.3477 1.3449 1.3392
R2 1.3436 1.3436 1.3389
R1 1.3408 1.3408 1.3385 1.3402
PP 1.3395 1.3395 1.3395 1.3391
S1 1.3367 1.3367 1.3377 1.3361
S2 1.3354 1.3354 1.3373
S3 1.3313 1.3326 1.3370
S4 1.3272 1.3285 1.3358
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4248 1.4074 1.3524
R3 1.3988 1.3814 1.3453
R2 1.3728 1.3728 1.3429
R1 1.3554 1.3554 1.3405 1.3511
PP 1.3468 1.3468 1.3468 1.3446
S1 1.3294 1.3294 1.3357 1.3251
S2 1.3208 1.3208 1.3333
S3 1.2948 1.3034 1.3310
S4 1.2688 1.2774 1.3238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3641 1.3381 0.0260 1.9% 0.0072 0.5% 0% False True 9
10 1.3700 1.3381 0.0319 2.4% 0.0051 0.4% 0% False True 8
20 1.3700 1.3305 0.0395 3.0% 0.0039 0.3% 19% False False 10
40 1.3700 1.3030 0.0670 5.0% 0.0032 0.2% 52% False False 7
60 1.3700 1.2751 0.0949 7.1% 0.0030 0.2% 66% False False 5
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 1.3596
2.618 1.3529
1.618 1.3488
1.000 1.3463
0.618 1.3447
HIGH 1.3422
0.618 1.3406
0.500 1.3402
0.382 1.3397
LOW 1.3381
0.618 1.3356
1.000 1.3340
1.618 1.3315
2.618 1.3274
4.250 1.3207
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 1.3402 1.3461
PP 1.3395 1.3434
S1 1.3388 1.3408

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

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