CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 1.3059 1.3004 -0.0055 -0.4% 1.3100
High 1.3059 1.3009 -0.0050 -0.4% 1.3206
Low 1.2967 1.2989 0.0022 0.2% 1.2967
Close 1.3001 1.2989 -0.0012 -0.1% 1.3001
Range 0.0092 0.0020 -0.0072 -78.3% 0.0239
ATR 0.0080 0.0076 -0.0004 -5.4% 0.0000
Volume 18 92 74 411.1% 63
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 1.3056 1.3042 1.3000
R3 1.3036 1.3022 1.2995
R2 1.3016 1.3016 1.2993
R1 1.3002 1.3002 1.2991 1.2999
PP 1.2996 1.2996 1.2996 1.2994
S1 1.2982 1.2982 1.2987 1.2979
S2 1.2976 1.2976 1.2985
S3 1.2956 1.2962 1.2984
S4 1.2936 1.2942 1.2978
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3627 1.3132
R3 1.3536 1.3388 1.3067
R2 1.3297 1.3297 1.3045
R1 1.3149 1.3149 1.3023 1.3104
PP 1.3058 1.3058 1.3058 1.3035
S1 1.2910 1.2910 1.2979 1.2865
S2 1.2819 1.2819 1.2957
S3 1.2580 1.2671 1.2935
S4 1.2341 1.2432 1.2870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3206 1.2967 0.0239 1.8% 0.0061 0.5% 9% False False 29
10 1.3250 1.2967 0.0283 2.2% 0.0071 0.5% 8% False False 27
20 1.3250 1.2967 0.0283 2.2% 0.0069 0.5% 8% False False 23
40 1.3250 1.2775 0.0475 3.7% 0.0069 0.5% 45% False False 19
60 1.3443 1.2775 0.0668 5.1% 0.0066 0.5% 32% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3094
2.618 1.3061
1.618 1.3041
1.000 1.3029
0.618 1.3021
HIGH 1.3009
0.618 1.3001
0.500 1.2999
0.382 1.2997
LOW 1.2989
0.618 1.2977
1.000 1.2969
1.618 1.2957
2.618 1.2937
4.250 1.2904
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 1.2999 1.3072
PP 1.2996 1.3044
S1 1.2992 1.3017

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

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