CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 1.3030 1.3090 0.0060 0.5% 1.3084
High 1.3052 1.3124 0.0072 0.6% 1.3098
Low 1.3030 1.3090 0.0060 0.5% 1.3014
Close 1.3052 1.3120 0.0068 0.5% 1.3052
Range 0.0022 0.0034 0.0012 54.5% 0.0084
ATR 0.0073 0.0073 0.0000 -0.1% 0.0000
Volume 29 1 -28 -96.6% 96
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3213 1.3201 1.3139
R3 1.3179 1.3167 1.3129
R2 1.3145 1.3145 1.3126
R1 1.3133 1.3133 1.3123 1.3139
PP 1.3111 1.3111 1.3111 1.3115
S1 1.3099 1.3099 1.3117 1.3105
S2 1.3077 1.3077 1.3114
S3 1.3043 1.3065 1.3111
S4 1.3009 1.3031 1.3101
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3307 1.3263 1.3098
R3 1.3223 1.3179 1.3075
R2 1.3139 1.3139 1.3067
R1 1.3095 1.3095 1.3060 1.3075
PP 1.3055 1.3055 1.3055 1.3045
S1 1.3011 1.3011 1.3044 1.2991
S2 1.2971 1.2971 1.3037
S3 1.2887 1.2927 1.3029
S4 1.2803 1.2843 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3124 1.3014 0.0110 0.8% 0.0046 0.4% 96% True False 17
10 1.3214 1.3014 0.0200 1.5% 0.0068 0.5% 53% False False 19
20 1.3214 1.2775 0.0439 3.3% 0.0069 0.5% 79% False False 17
40 1.3214 1.2775 0.0439 3.3% 0.0065 0.5% 79% False False 16
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 True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3269
2.618 1.3213
1.618 1.3179
1.000 1.3158
0.618 1.3145
HIGH 1.3124
0.618 1.3111
0.500 1.3107
0.382 1.3103
LOW 1.3090
0.618 1.3069
1.000 1.3056
1.618 1.3035
2.618 1.3001
4.250 1.2946
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 1.3116 1.3105
PP 1.3111 1.3090
S1 1.3107 1.3075

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

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