CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1.3040 1.3102 0.0062 0.5% 1.3021
High 1.3125 1.3150 0.0025 0.2% 1.3150
Low 1.3032 1.2981 -0.0051 -0.4% 1.2981
Close 1.3125 1.3020 -0.0105 -0.8% 1.3020
Range 0.0093 0.0169 0.0076 81.7% 0.0169
ATR 0.0080 0.0086 0.0006 8.0% 0.0000
Volume 11 25 14 127.3% 163
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3557 1.3458 1.3113
R3 1.3388 1.3289 1.3066
R2 1.3219 1.3219 1.3051
R1 1.3120 1.3120 1.3035 1.3085
PP 1.3050 1.3050 1.3050 1.3033
S1 1.2951 1.2951 1.3005 1.2916
S2 1.2881 1.2881 1.2989
S3 1.2712 1.2782 1.2974
S4 1.2543 1.2613 1.2927
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3557 1.3458 1.3113
R3 1.3388 1.3289 1.3066
R2 1.3219 1.3219 1.3051
R1 1.3120 1.3120 1.3035 1.3085
PP 1.3050 1.3050 1.3050 1.3033
S1 1.2951 1.2951 1.3005 1.2916
S2 1.2881 1.2881 1.2989
S3 1.2712 1.2782 1.2974
S4 1.2543 1.2613 1.2927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3150 1.2981 0.0169 1.3% 0.0088 0.7% 23% True True 32
10 1.3307 1.2981 0.0326 2.5% 0.0095 0.7% 12% False True 29
20 1.3528 1.2981 0.0547 4.2% 0.0072 0.6% 7% False True 22
40 1.3700 1.2981 0.0719 5.5% 0.0054 0.4% 5% False True 15
60 1.3700 1.2981 0.0719 5.5% 0.0045 0.3% 5% False True 11
80 1.3700 1.2751 0.0949 7.3% 0.0040 0.3% 28% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3868
2.618 1.3592
1.618 1.3423
1.000 1.3319
0.618 1.3254
HIGH 1.3150
0.618 1.3085
0.500 1.3066
0.382 1.3046
LOW 1.2981
0.618 1.2877
1.000 1.2812
1.618 1.2708
2.618 1.2539
4.250 1.2263
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1.3066 1.3066
PP 1.3050 1.3050
S1 1.3035 1.3035

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

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