CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 1.3050 1.3052 0.0002 0.0% 1.3031
High 1.3067 1.3053 -0.0014 -0.1% 1.3160
Low 1.3048 1.3052 0.0004 0.0% 1.3000
Close 1.3067 1.3053 -0.0014 -0.1% 1.3030
Range 0.0019 0.0001 -0.0018 -94.7% 0.0160
ATR 0.0075 0.0070 -0.0004 -5.7% 0.0000
Volume 21 37 16 76.2% 61
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3056 1.3055 1.3054
R3 1.3055 1.3054 1.3053
R2 1.3054 1.3054 1.3053
R1 1.3053 1.3053 1.3053 1.3054
PP 1.3053 1.3053 1.3053 1.3053
S1 1.3052 1.3052 1.3053 1.3053
S2 1.3052 1.3052 1.3053
S3 1.3051 1.3051 1.3053
S4 1.3050 1.3050 1.3052
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3543 1.3447 1.3118
R3 1.3383 1.3287 1.3074
R2 1.3223 1.3223 1.3059
R1 1.3127 1.3127 1.3045 1.3095
PP 1.3063 1.3063 1.3063 1.3048
S1 1.2967 1.2967 1.3015 1.2935
S2 1.2903 1.2903 1.3001
S3 1.2743 1.2807 1.2986
S4 1.2583 1.2647 1.2942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3160 1.3000 0.0160 1.2% 0.0060 0.5% 33% False False 16
10 1.3174 1.3000 0.0174 1.3% 0.0048 0.4% 30% False False 13
20 1.3488 1.3000 0.0488 3.7% 0.0051 0.4% 11% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3057
2.618 1.3056
1.618 1.3055
1.000 1.3054
0.618 1.3054
HIGH 1.3053
0.618 1.3053
0.500 1.3053
0.382 1.3052
LOW 1.3052
0.618 1.3051
1.000 1.3051
1.618 1.3050
2.618 1.3049
4.250 1.3048
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 1.3053 1.3080
PP 1.3053 1.3071
S1 1.3053 1.3062

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

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