CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 1.3124 1.3100 -0.0024 -0.2% 1.2807
High 1.3150 1.3154 0.0004 0.0% 1.3050
Low 1.3081 1.3100 0.0019 0.1% 1.2775
Close 1.3081 1.3135 0.0054 0.4% 1.3038
Range 0.0069 0.0054 -0.0015 -21.7% 0.0275
ATR 0.0081 0.0081 -0.0001 -0.7% 0.0000
Volume 10 6 -4 -40.0% 93
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3292 1.3267 1.3165
R3 1.3238 1.3213 1.3150
R2 1.3184 1.3184 1.3145
R1 1.3159 1.3159 1.3140 1.3172
PP 1.3130 1.3130 1.3130 1.3136
S1 1.3105 1.3105 1.3130 1.3118
S2 1.3076 1.3076 1.3125
S3 1.3022 1.3051 1.3120
S4 1.2968 1.2997 1.3105
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 1.3154 1.2933 0.0221 1.7% 0.0069 0.5% 91% True False 19
10 1.3154 1.2775 0.0379 2.9% 0.0073 0.6% 95% True False 17
20 1.3154 1.2775 0.0379 2.9% 0.0068 0.5% 95% True False 14
40 1.3472 1.2775 0.0697 5.3% 0.0062 0.5% 52% False False 12
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 False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3384
2.618 1.3295
1.618 1.3241
1.000 1.3208
0.618 1.3187
HIGH 1.3154
0.618 1.3133
0.500 1.3127
0.382 1.3121
LOW 1.3100
0.618 1.3067
1.000 1.3046
1.618 1.3013
2.618 1.2959
4.250 1.2871
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 1.3132 1.3128
PP 1.3130 1.3121
S1 1.3127 1.3115

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

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