CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 1.2870 1.2791 -0.0079 -0.6% 1.2950
High 1.2877 1.2845 -0.0032 -0.2% 1.3028
Low 1.2795 1.2789 -0.0006 0.0% 1.2888
Close 1.2803 1.2845 0.0042 0.3% 1.3012
Range 0.0082 0.0056 -0.0026 -31.7% 0.0140
ATR 0.0079 0.0077 -0.0002 -2.1% 0.0000
Volume 2 23 21 1,050.0% 62
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.2994 1.2976 1.2876
R3 1.2938 1.2920 1.2860
R2 1.2882 1.2882 1.2855
R1 1.2864 1.2864 1.2850 1.2873
PP 1.2826 1.2826 1.2826 1.2831
S1 1.2808 1.2808 1.2840 1.2817
S2 1.2770 1.2770 1.2835
S3 1.2714 1.2752 1.2830
S4 1.2658 1.2696 1.2814
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 1.2789 0.0261 2.0% 0.0083 0.6% 21% False True 10
10 1.3100 1.2789 0.0311 2.4% 0.0067 0.5% 18% False True 11
20 1.3160 1.2789 0.0371 2.9% 0.0058 0.5% 15% False True 13
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3083
2.618 1.2992
1.618 1.2936
1.000 1.2901
0.618 1.2880
HIGH 1.2845
0.618 1.2824
0.500 1.2817
0.382 1.2810
LOW 1.2789
0.618 1.2754
1.000 1.2733
1.618 1.2698
2.618 1.2642
4.250 1.2551
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 1.2836 1.2842
PP 1.2826 1.2839
S1 1.2817 1.2837

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

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