CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 1.3102 1.3026 -0.0076 -0.6% 1.3021
High 1.3150 1.3059 -0.0091 -0.7% 1.3150
Low 1.2981 1.3012 0.0031 0.2% 1.2981
Close 1.3020 1.3059 0.0039 0.3% 1.3020
Range 0.0169 0.0047 -0.0122 -72.2% 0.0169
ATR 0.0086 0.0083 -0.0003 -3.2% 0.0000
Volume 25 103 78 312.0% 163
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3184 1.3169 1.3085
R3 1.3137 1.3122 1.3072
R2 1.3090 1.3090 1.3068
R1 1.3075 1.3075 1.3063 1.3083
PP 1.3043 1.3043 1.3043 1.3047
S1 1.3028 1.3028 1.3055 1.3036
S2 1.2996 1.2996 1.3050
S3 1.2949 1.2981 1.3046
S4 1.2902 1.2934 1.3033
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% 0.0091 0.7% 46% False False 37
10 1.3150 1.2981 0.0169 1.3% 0.0078 0.6% 46% False False 36
20 1.3528 1.2981 0.0547 4.2% 0.0072 0.6% 14% False False 26
40 1.3700 1.2981 0.0719 5.5% 0.0056 0.4% 11% False False 18
60 1.3700 1.2981 0.0719 5.5% 0.0045 0.3% 11% False False 13
80 1.3700 1.2751 0.0949 7.3% 0.0040 0.3% 32% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3259
2.618 1.3182
1.618 1.3135
1.000 1.3106
0.618 1.3088
HIGH 1.3059
0.618 1.3041
0.500 1.3036
0.382 1.3030
LOW 1.3012
0.618 1.2983
1.000 1.2965
1.618 1.2936
2.618 1.2889
4.250 1.2812
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 1.3051 1.3066
PP 1.3043 1.3063
S1 1.3036 1.3061

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

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