CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 1.3050 1.2884 -0.0166 -1.3% 1.2950
High 1.3050 1.2884 -0.0166 -1.3% 1.3028
Low 1.2862 1.2884 0.0022 0.2% 1.2888
Close 1.2891 1.2884 -0.0007 -0.1% 1.3012
Range 0.0188 0.0000 -0.0188 -100.0% 0.0140
ATR 0.0083 0.0078 -0.0005 -6.5% 0.0000
Volume 16 7 -9 -56.3% 62
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.2884 1.2884 1.2884
R3 1.2884 1.2884 1.2884
R2 1.2884 1.2884 1.2884
R1 1.2884 1.2884 1.2884 1.2884
PP 1.2884 1.2884 1.2884 1.2884
S1 1.2884 1.2884 1.2884 1.2884
S2 1.2884 1.2884 1.2884
S3 1.2884 1.2884 1.2884
S4 1.2884 1.2884 1.2884
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3396 1.3344 1.3089
R3 1.3256 1.3204 1.3051
R2 1.3116 1.3116 1.3038
R1 1.3064 1.3064 1.3025 1.3090
PP 1.2976 1.2976 1.2976 1.2989
S1 1.2924 1.2924 1.2999 1.2950
S2 1.2836 1.2836 1.2986
S3 1.2696 1.2784 1.2974
S4 1.2556 1.2644 1.2935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2862 0.0188 1.5% 0.0072 0.6% 12% False False 14
10 1.3100 1.2862 0.0238 1.8% 0.0067 0.5% 9% False False 13
20 1.3174 1.2862 0.0312 2.4% 0.0058 0.4% 7% False False 13
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 0.0002
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2884
2.618 1.2884
1.618 1.2884
1.000 1.2884
0.618 1.2884
HIGH 1.2884
0.618 1.2884
0.500 1.2884
0.382 1.2884
LOW 1.2884
0.618 1.2884
1.000 1.2884
1.618 1.2884
2.618 1.2884
4.250 1.2884
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 1.2884 1.2956
PP 1.2884 1.2932
S1 1.2884 1.2908

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

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