CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 1.3086 1.3124 0.0038 0.3% 1.2807
High 1.3124 1.3150 0.0026 0.2% 1.3050
Low 1.3075 1.3081 0.0006 0.0% 1.2775
Close 1.3124 1.3081 -0.0043 -0.3% 1.3038
Range 0.0049 0.0069 0.0020 40.8% 0.0275
ATR 0.0082 0.0081 -0.0001 -1.1% 0.0000
Volume 5 10 5 100.0% 93
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3311 1.3265 1.3119
R3 1.3242 1.3196 1.3100
R2 1.3173 1.3173 1.3094
R1 1.3127 1.3127 1.3087 1.3116
PP 1.3104 1.3104 1.3104 1.3098
S1 1.3058 1.3058 1.3075 1.3047
S2 1.3035 1.3035 1.3068
S3 1.2966 1.2989 1.3062
S4 1.2897 1.2920 1.3043
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3779 1.3684 1.3189
R3 1.3504 1.3409 1.3114
R2 1.3229 1.3229 1.3088
R1 1.3134 1.3134 1.3063 1.3182
PP 1.2954 1.2954 1.2954 1.2978
S1 1.2859 1.2859 1.3013 1.2907
S2 1.2679 1.2679 1.2988
S3 1.2404 1.2584 1.2962
S4 1.2129 1.2309 1.2887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3150 1.2775 0.0375 2.9% 0.0096 0.7% 82% True False 19
10 1.3150 1.2775 0.0375 2.9% 0.0076 0.6% 82% True False 17
20 1.3150 1.2775 0.0375 2.9% 0.0072 0.5% 82% True False 15
40 1.3488 1.2775 0.0713 5.5% 0.0061 0.5% 43% False False 12
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3443
2.618 1.3331
1.618 1.3262
1.000 1.3219
0.618 1.3193
HIGH 1.3150
0.618 1.3124
0.500 1.3116
0.382 1.3107
LOW 1.3081
0.618 1.3038
1.000 1.3012
1.618 1.2969
2.618 1.2900
4.250 1.2788
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 1.3116 1.3081
PP 1.3104 1.3080
S1 1.3093 1.3080

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

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