CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 1.3101 1.3060 -0.0041 -0.3% 1.3018
High 1.3101 1.3214 0.0113 0.9% 1.3154
Low 1.3063 1.3060 -0.0003 0.0% 1.3009
Close 1.3063 1.3214 0.0151 1.2% 1.3103
Range 0.0038 0.0154 0.0116 305.3% 0.0145
ATR 0.0076 0.0082 0.0006 7.3% 0.0000
Volume 21 15 -6 -28.6% 83
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3625 1.3573 1.3299
R3 1.3471 1.3419 1.3256
R2 1.3317 1.3317 1.3242
R1 1.3265 1.3265 1.3228 1.3291
PP 1.3163 1.3163 1.3163 1.3176
S1 1.3111 1.3111 1.3200 1.3137
S2 1.3009 1.3009 1.3186
S3 1.2855 1.2957 1.3172
S4 1.2701 1.2803 1.3129
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3524 1.3458 1.3183
R3 1.3379 1.3313 1.3143
R2 1.3234 1.3234 1.3130
R1 1.3168 1.3168 1.3116 1.3201
PP 1.3089 1.3089 1.3089 1.3105
S1 1.3023 1.3023 1.3090 1.3056
S2 1.2944 1.2944 1.3076
S3 1.2799 1.2878 1.3063
S4 1.2654 1.2733 1.3023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3214 1.3060 0.0154 1.2% 0.0074 0.6% 100% True True 14
10 1.3214 1.2775 0.0439 3.3% 0.0083 0.6% 100% True False 15
20 1.3214 1.2775 0.0439 3.3% 0.0074 0.6% 100% True False 15
40 1.3443 1.2775 0.0668 5.1% 0.0068 0.5% 66% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3869
2.618 1.3617
1.618 1.3463
1.000 1.3368
0.618 1.3309
HIGH 1.3214
0.618 1.3155
0.500 1.3137
0.382 1.3119
LOW 1.3060
0.618 1.2965
1.000 1.2906
1.618 1.2811
2.618 1.2657
4.250 1.2406
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 1.3188 1.3188
PP 1.3163 1.3163
S1 1.3137 1.3137

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

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