CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.2902 1.2934 0.0032 0.2% 1.3050
High 1.2976 1.2944 -0.0032 -0.2% 1.3100
Low 1.2902 1.2934 0.0032 0.2% 1.2967
Close 1.2973 1.2944 -0.0029 -0.2% 1.3081
Range 0.0074 0.0010 -0.0064 -86.5% 0.0133
ATR 0.0077 0.0074 -0.0003 -3.5% 0.0000
Volume 5 40 35 700.0% 104
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.2971 1.2967 1.2950
R3 1.2961 1.2957 1.2947
R2 1.2951 1.2951 1.2946
R1 1.2947 1.2947 1.2945 1.2949
PP 1.2941 1.2941 1.2941 1.2942
S1 1.2937 1.2937 1.2943 1.2939
S2 1.2931 1.2931 1.2942
S3 1.2921 1.2927 1.2941
S4 1.2911 1.2917 1.2939
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 1.2888 0.0212 1.6% 0.0051 0.4% 26% False False 12
10 1.3160 1.2888 0.0272 2.1% 0.0058 0.4% 21% False False 17
20 1.3320 1.2888 0.0432 3.3% 0.0057 0.4% 13% False False 12
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2987
2.618 1.2970
1.618 1.2960
1.000 1.2954
0.618 1.2950
HIGH 1.2944
0.618 1.2940
0.500 1.2939
0.382 1.2938
LOW 1.2934
0.618 1.2928
1.000 1.2924
1.618 1.2918
2.618 1.2908
4.250 1.2892
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.2942 1.2940
PP 1.2941 1.2936
S1 1.2939 1.2932

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

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