CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 1.3090 1.3098 0.0008 0.1% 1.3084
High 1.3124 1.3209 0.0085 0.6% 1.3098
Low 1.3090 1.3098 0.0008 0.1% 1.3014
Close 1.3120 1.3185 0.0065 0.5% 1.3052
Range 0.0034 0.0111 0.0077 226.5% 0.0084
ATR 0.0073 0.0076 0.0003 3.7% 0.0000
Volume 1 19 18 1,800.0% 96
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3497 1.3452 1.3246
R3 1.3386 1.3341 1.3216
R2 1.3275 1.3275 1.3205
R1 1.3230 1.3230 1.3195 1.3253
PP 1.3164 1.3164 1.3164 1.3175
S1 1.3119 1.3119 1.3175 1.3142
S2 1.3053 1.3053 1.3165
S3 1.2942 1.3008 1.3154
S4 1.2831 1.2897 1.3124
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 1.3209 1.3025 0.0184 1.4% 0.0052 0.4% 87% True False 17
10 1.3209 1.3014 0.0195 1.5% 0.0063 0.5% 88% True False 20
20 1.3214 1.2775 0.0439 3.3% 0.0073 0.6% 93% False False 17
40 1.3214 1.2775 0.0439 3.3% 0.0067 0.5% 93% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3500
1.618 1.3389
1.000 1.3320
0.618 1.3278
HIGH 1.3209
0.618 1.3167
0.500 1.3154
0.382 1.3140
LOW 1.3098
0.618 1.3029
1.000 1.2987
1.618 1.2918
2.618 1.2807
4.250 1.2626
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 1.3175 1.3163
PP 1.3164 1.3141
S1 1.3154 1.3120

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

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