CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1.3100 1.3105 0.0005 0.0% 1.3090
High 1.3100 1.3105 0.0005 0.0% 1.3250
Low 1.3100 1.3105 0.0005 0.0% 1.3070
Close 1.3100 1.3105 0.0005 0.0% 1.3132
Range
ATR 0.0078 0.0073 -0.0005 -6.7% 0.0000
Volume 9 9 0 0.0% 122
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1.3105 1.3105 1.3105
R3 1.3105 1.3105 1.3105
R2 1.3105 1.3105 1.3105
R1 1.3105 1.3105 1.3105 1.3105
PP 1.3105 1.3105 1.3105 1.3105
S1 1.3105 1.3105 1.3105 1.3105
S2 1.3105 1.3105 1.3105
S3 1.3105 1.3105 1.3105
S4 1.3105 1.3105 1.3105
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3691 1.3591 1.3231
R3 1.3511 1.3411 1.3182
R2 1.3331 1.3331 1.3165
R1 1.3231 1.3231 1.3149 1.3281
PP 1.3151 1.3151 1.3151 1.3176
S1 1.3051 1.3051 1.3116 1.3101
S2 1.2971 1.2971 1.3099
S3 1.2791 1.2871 1.3083
S4 1.2611 1.2691 1.3033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3250 1.3070 0.0180 1.4% 0.0059 0.4% 19% False False 24
10 1.3250 1.3025 0.0225 1.7% 0.0055 0.4% 36% False False 20
20 1.3250 1.3014 0.0236 1.8% 0.0065 0.5% 39% False False 19
40 1.3250 1.2775 0.0475 3.6% 0.0067 0.5% 69% False False 18
60 1.3488 1.2775 0.0713 5.4% 0.0062 0.5% 46% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Fibonacci Retracements and Extensions
4.250 1.3105
2.618 1.3105
1.618 1.3105
1.000 1.3105
0.618 1.3105
HIGH 1.3105
0.618 1.3105
0.500 1.3105
0.382 1.3105
LOW 1.3105
0.618 1.3105
1.000 1.3105
1.618 1.3105
2.618 1.3105
4.250 1.3105
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1.3105 1.3123
PP 1.3105 1.3117
S1 1.3105 1.3111

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

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