CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.3134 1.3174 0.0040 0.3% 1.3373
High 1.3158 1.3174 0.0016 0.1% 1.3443
Low 1.3115 1.3095 -0.0020 -0.2% 1.3195
Close 1.3158 1.3095 -0.0063 -0.5% 1.3208
Range 0.0043 0.0079 0.0036 83.7% 0.0248
ATR 0.0077 0.0077 0.0000 0.2% 0.0000
Volume 6 3 -3 -50.0% 14
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3358 1.3306 1.3138
R3 1.3279 1.3227 1.3117
R2 1.3200 1.3200 1.3109
R1 1.3148 1.3148 1.3102 1.3135
PP 1.3121 1.3121 1.3121 1.3115
S1 1.3069 1.3069 1.3088 1.3056
S2 1.3042 1.3042 1.3081
S3 1.2963 1.2990 1.3073
S4 1.2884 1.2911 1.3052
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4026 1.3865 1.3344
R3 1.3778 1.3617 1.3276
R2 1.3530 1.3530 1.3253
R1 1.3369 1.3369 1.3231 1.3326
PP 1.3282 1.3282 1.3282 1.3260
S1 1.3121 1.3121 1.3185 1.3078
S2 1.3034 1.3034 1.3163
S3 1.2786 1.2873 1.3140
S4 1.2538 1.2625 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3320 1.3086 0.0234 1.8% 0.0076 0.6% 4% False False 4
10 1.3443 1.3086 0.0357 2.7% 0.0062 0.5% 3% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3510
2.618 1.3381
1.618 1.3302
1.000 1.3253
0.618 1.3223
HIGH 1.3174
0.618 1.3144
0.500 1.3135
0.382 1.3125
LOW 1.3095
0.618 1.3046
1.000 1.3016
1.618 1.2967
2.618 1.2888
4.250 1.2759
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.3135 1.3130
PP 1.3121 1.3118
S1 1.3108 1.3107

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

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