CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1.3018 1.3053 0.0035 0.3% 1.3050
High 1.3034 1.3100 0.0066 0.5% 1.3100
Low 1.3015 1.3046 0.0031 0.2% 1.2967
Close 1.3026 1.3081 0.0055 0.4% 1.3081
Range 0.0019 0.0054 0.0035 184.2% 0.0133
ATR 0.0072 0.0072 0.0000 0.2% 0.0000
Volume 19 5 -14 -73.7% 104
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3238 1.3213 1.3111
R3 1.3184 1.3159 1.3096
R2 1.3130 1.3130 1.3091
R1 1.3105 1.3105 1.3086 1.3118
PP 1.3076 1.3076 1.3076 1.3082
S1 1.3051 1.3051 1.3076 1.3064
S2 1.3022 1.3022 1.3071
S3 1.2968 1.2997 1.3066
S4 1.2914 1.2943 1.3051
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3448 1.3398 1.3154
R3 1.3315 1.3265 1.3118
R2 1.3182 1.3182 1.3105
R1 1.3132 1.3132 1.3093 1.3157
PP 1.3049 1.3049 1.3049 1.3062
S1 1.2999 1.2999 1.3069 1.3024
S2 1.2916 1.2916 1.3057
S3 1.2783 1.2866 1.3044
S4 1.2650 1.2733 1.3008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3100 1.2967 0.0133 1.0% 0.0043 0.3% 86% True False 20
10 1.3160 1.2967 0.0193 1.5% 0.0055 0.4% 59% False False 16
20 1.3443 1.2967 0.0476 3.6% 0.0059 0.4% 24% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3330
2.618 1.3241
1.618 1.3187
1.000 1.3154
0.618 1.3133
HIGH 1.3100
0.618 1.3079
0.500 1.3073
0.382 1.3067
LOW 1.3046
0.618 1.3013
1.000 1.2992
1.618 1.2959
2.618 1.2905
4.250 1.2817
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1.3078 1.3065
PP 1.3076 1.3049
S1 1.3073 1.3034

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

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