CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.3031 1.3082 0.0051 0.4% 1.3246
High 1.3057 1.3082 0.0025 0.2% 1.3320
Low 1.3021 1.3060 0.0039 0.3% 1.3050
Close 1.3057 1.3071 0.0014 0.1% 1.3050
Range 0.0036 0.0022 -0.0014 -38.9% 0.0270
ATR 0.0072 0.0069 -0.0003 -4.7% 0.0000
Volume 6 33 27 450.0% 24
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3137 1.3126 1.3083
R3 1.3115 1.3104 1.3077
R2 1.3093 1.3093 1.3075
R1 1.3082 1.3082 1.3073 1.3077
PP 1.3071 1.3071 1.3071 1.3068
S1 1.3060 1.3060 1.3069 1.3055
S2 1.3049 1.3049 1.3067
S3 1.3027 1.3038 1.3065
S4 1.3005 1.3016 1.3059
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3950 1.3770 1.3199
R3 1.3680 1.3500 1.3124
R2 1.3410 1.3410 1.3100
R1 1.3230 1.3230 1.3075 1.3185
PP 1.3140 1.3140 1.3140 1.3118
S1 1.2960 1.2960 1.3025 1.2915
S2 1.2870 1.2870 1.3001
S3 1.2600 1.2690 1.2976
S4 1.2330 1.2420 1.2902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3174 1.3021 0.0153 1.2% 0.0036 0.3% 33% False False 10
10 1.3443 1.3021 0.0422 3.2% 0.0063 0.5% 12% False False 7
20 1.3605 1.3021 0.0584 4.5% 0.0049 0.4% 9% False False 7
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3176
2.618 1.3140
1.618 1.3118
1.000 1.3104
0.618 1.3096
HIGH 1.3082
0.618 1.3074
0.500 1.3071
0.382 1.3068
LOW 1.3060
0.618 1.3046
1.000 1.3038
1.618 1.3024
2.618 1.3002
4.250 1.2967
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.3071 1.3065
PP 1.3071 1.3058
S1 1.3071 1.3052

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

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